| Trading Metrics calculated at close of trading on 30-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,877.0 |
2,878.0 |
1.0 |
0.0% |
2,814.0 |
| High |
2,892.0 |
2,899.0 |
7.0 |
0.2% |
2,884.0 |
| Low |
2,858.0 |
2,862.0 |
4.0 |
0.1% |
2,776.0 |
| Close |
2,877.0 |
2,871.0 |
-6.0 |
-0.2% |
2,864.0 |
| Range |
34.0 |
37.0 |
3.0 |
8.8% |
108.0 |
| ATR |
44.2 |
43.7 |
-0.5 |
-1.2% |
0.0 |
| Volume |
803,323 |
806,811 |
3,488 |
0.4% |
5,825,362 |
|
| Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,988.3 |
2,966.7 |
2,891.4 |
|
| R3 |
2,951.3 |
2,929.7 |
2,881.2 |
|
| R2 |
2,914.3 |
2,914.3 |
2,877.8 |
|
| R1 |
2,892.7 |
2,892.7 |
2,874.4 |
2,885.0 |
| PP |
2,877.3 |
2,877.3 |
2,877.3 |
2,873.5 |
| S1 |
2,855.7 |
2,855.7 |
2,867.6 |
2,848.0 |
| S2 |
2,840.3 |
2,840.3 |
2,864.2 |
|
| S3 |
2,803.3 |
2,818.7 |
2,860.8 |
|
| S4 |
2,766.3 |
2,781.7 |
2,850.7 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,165.3 |
3,122.7 |
2,923.4 |
|
| R3 |
3,057.3 |
3,014.7 |
2,893.7 |
|
| R2 |
2,949.3 |
2,949.3 |
2,883.8 |
|
| R1 |
2,906.7 |
2,906.7 |
2,873.9 |
2,928.0 |
| PP |
2,841.3 |
2,841.3 |
2,841.3 |
2,852.0 |
| S1 |
2,798.7 |
2,798.7 |
2,854.1 |
2,820.0 |
| S2 |
2,733.3 |
2,733.3 |
2,844.2 |
|
| S3 |
2,625.3 |
2,690.7 |
2,834.3 |
|
| S4 |
2,517.3 |
2,582.7 |
2,804.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,899.0 |
2,797.0 |
102.0 |
3.6% |
40.8 |
1.4% |
73% |
True |
False |
1,040,254 |
| 10 |
2,899.0 |
2,776.0 |
123.0 |
4.3% |
40.6 |
1.4% |
77% |
True |
False |
1,076,969 |
| 20 |
2,899.0 |
2,707.0 |
192.0 |
6.7% |
39.5 |
1.4% |
85% |
True |
False |
654,804 |
| 40 |
2,899.0 |
2,528.0 |
371.0 |
12.9% |
47.2 |
1.6% |
92% |
True |
False |
329,652 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
15.6% |
50.4 |
1.8% |
77% |
False |
False |
220,430 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.6% |
47.5 |
1.7% |
77% |
False |
False |
166,897 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.6% |
45.8 |
1.6% |
77% |
False |
False |
133,643 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
15.6% |
47.0 |
1.6% |
77% |
False |
False |
111,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,056.3 |
|
2.618 |
2,995.9 |
|
1.618 |
2,958.9 |
|
1.000 |
2,936.0 |
|
0.618 |
2,921.9 |
|
HIGH |
2,899.0 |
|
0.618 |
2,884.9 |
|
0.500 |
2,880.5 |
|
0.382 |
2,876.1 |
|
LOW |
2,862.0 |
|
0.618 |
2,839.1 |
|
1.000 |
2,825.0 |
|
1.618 |
2,802.1 |
|
2.618 |
2,765.1 |
|
4.250 |
2,704.8 |
|
|
| Fisher Pivots for day following 30-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,880.5 |
2,877.5 |
| PP |
2,877.3 |
2,875.3 |
| S1 |
2,874.2 |
2,873.2 |
|