| Trading Metrics calculated at close of trading on 23-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,814.0 |
2,817.0 |
3.0 |
0.1% |
2,824.0 |
| High |
2,829.0 |
2,856.0 |
27.0 |
1.0% |
2,870.0 |
| Low |
2,776.0 |
2,814.0 |
38.0 |
1.4% |
2,795.0 |
| Close |
2,815.0 |
2,842.0 |
27.0 |
1.0% |
2,824.0 |
| Range |
53.0 |
42.0 |
-11.0 |
-20.8% |
75.0 |
| ATR |
45.6 |
45.4 |
-0.3 |
-0.6% |
0.0 |
| Volume |
1,176,671 |
1,057,553 |
-119,118 |
-10.1% |
4,948,488 |
|
| Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,963.3 |
2,944.7 |
2,865.1 |
|
| R3 |
2,921.3 |
2,902.7 |
2,853.6 |
|
| R2 |
2,879.3 |
2,879.3 |
2,849.7 |
|
| R1 |
2,860.7 |
2,860.7 |
2,845.9 |
2,870.0 |
| PP |
2,837.3 |
2,837.3 |
2,837.3 |
2,842.0 |
| S1 |
2,818.7 |
2,818.7 |
2,838.2 |
2,828.0 |
| S2 |
2,795.3 |
2,795.3 |
2,834.3 |
|
| S3 |
2,753.3 |
2,776.7 |
2,830.5 |
|
| S4 |
2,711.3 |
2,734.7 |
2,818.9 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,054.7 |
3,014.3 |
2,865.3 |
|
| R3 |
2,979.7 |
2,939.3 |
2,844.6 |
|
| R2 |
2,904.7 |
2,904.7 |
2,837.8 |
|
| R1 |
2,864.3 |
2,864.3 |
2,830.9 |
2,861.5 |
| PP |
2,829.7 |
2,829.7 |
2,829.7 |
2,828.3 |
| S1 |
2,789.3 |
2,789.3 |
2,817.1 |
2,786.5 |
| S2 |
2,754.7 |
2,754.7 |
2,810.3 |
|
| S3 |
2,679.7 |
2,714.3 |
2,803.4 |
|
| S4 |
2,604.7 |
2,639.3 |
2,782.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,870.0 |
2,776.0 |
94.0 |
3.3% |
40.4 |
1.4% |
70% |
False |
False |
1,113,685 |
| 10 |
2,870.0 |
2,776.0 |
94.0 |
3.3% |
36.1 |
1.3% |
70% |
False |
False |
775,040 |
| 20 |
2,870.0 |
2,604.0 |
266.0 |
9.4% |
39.8 |
1.4% |
89% |
False |
False |
395,486 |
| 40 |
2,870.0 |
2,528.0 |
342.0 |
12.0% |
50.3 |
1.8% |
92% |
False |
False |
199,890 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
15.7% |
49.0 |
1.7% |
70% |
False |
False |
133,781 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.7% |
48.8 |
1.7% |
70% |
False |
False |
101,925 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.7% |
47.3 |
1.7% |
70% |
False |
False |
81,654 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
15.7% |
47.3 |
1.7% |
70% |
False |
False |
68,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,034.5 |
|
2.618 |
2,966.0 |
|
1.618 |
2,924.0 |
|
1.000 |
2,898.0 |
|
0.618 |
2,882.0 |
|
HIGH |
2,856.0 |
|
0.618 |
2,840.0 |
|
0.500 |
2,835.0 |
|
0.382 |
2,830.0 |
|
LOW |
2,814.0 |
|
0.618 |
2,788.0 |
|
1.000 |
2,772.0 |
|
1.618 |
2,746.0 |
|
2.618 |
2,704.0 |
|
4.250 |
2,635.5 |
|
|
| Fisher Pivots for day following 23-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,839.7 |
2,834.3 |
| PP |
2,837.3 |
2,826.7 |
| S1 |
2,835.0 |
2,819.0 |
|