| Trading Metrics calculated at close of trading on 10-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,132.50 |
1,135.25 |
2.75 |
0.2% |
1,101.25 |
| High |
1,140.50 |
1,143.25 |
2.75 |
0.2% |
1,134.25 |
| Low |
1,127.00 |
1,133.50 |
6.50 |
0.6% |
1,099.25 |
| Close |
1,135.75 |
1,141.00 |
5.25 |
0.5% |
1,131.75 |
| Range |
13.50 |
9.75 |
-3.75 |
-27.8% |
35.00 |
| ATR |
14.42 |
14.09 |
-0.33 |
-2.3% |
0.00 |
| Volume |
50,317 |
108,043 |
57,726 |
114.7% |
110,309 |
|
| Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,168.50 |
1,164.50 |
1,146.25 |
|
| R3 |
1,158.75 |
1,154.75 |
1,143.75 |
|
| R2 |
1,149.00 |
1,149.00 |
1,142.75 |
|
| R1 |
1,145.00 |
1,145.00 |
1,142.00 |
1,147.00 |
| PP |
1,139.25 |
1,139.25 |
1,139.25 |
1,140.25 |
| S1 |
1,135.25 |
1,135.25 |
1,140.00 |
1,137.25 |
| S2 |
1,129.50 |
1,129.50 |
1,139.25 |
|
| S3 |
1,119.75 |
1,125.50 |
1,138.25 |
|
| S4 |
1,110.00 |
1,115.75 |
1,135.75 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,226.75 |
1,214.25 |
1,151.00 |
|
| R3 |
1,191.75 |
1,179.25 |
1,141.50 |
|
| R2 |
1,156.75 |
1,156.75 |
1,138.25 |
|
| R1 |
1,144.25 |
1,144.25 |
1,135.00 |
1,150.50 |
| PP |
1,121.75 |
1,121.75 |
1,121.75 |
1,125.00 |
| S1 |
1,109.25 |
1,109.25 |
1,128.50 |
1,115.50 |
| S2 |
1,086.75 |
1,086.75 |
1,125.25 |
|
| S3 |
1,051.75 |
1,074.25 |
1,122.00 |
|
| S4 |
1,016.75 |
1,039.25 |
1,112.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,143.25 |
1,109.50 |
33.75 |
3.0% |
11.00 |
1.0% |
93% |
True |
False |
50,845 |
| 10 |
1,143.25 |
1,080.00 |
63.25 |
5.5% |
11.50 |
1.0% |
96% |
True |
False |
32,485 |
| 20 |
1,143.25 |
1,051.75 |
91.50 |
8.0% |
13.75 |
1.2% |
98% |
True |
False |
19,131 |
| 40 |
1,143.25 |
1,036.25 |
107.00 |
9.4% |
17.00 |
1.5% |
98% |
True |
False |
10,498 |
| 60 |
1,143.25 |
1,036.25 |
107.00 |
9.4% |
14.75 |
1.3% |
98% |
True |
False |
7,178 |
| 80 |
1,143.25 |
1,036.25 |
107.00 |
9.4% |
14.00 |
1.2% |
98% |
True |
False |
5,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,184.75 |
|
2.618 |
1,168.75 |
|
1.618 |
1,159.00 |
|
1.000 |
1,153.00 |
|
0.618 |
1,149.25 |
|
HIGH |
1,143.25 |
|
0.618 |
1,139.50 |
|
0.500 |
1,138.50 |
|
0.382 |
1,137.25 |
|
LOW |
1,133.50 |
|
0.618 |
1,127.50 |
|
1.000 |
1,123.75 |
|
1.618 |
1,117.75 |
|
2.618 |
1,108.00 |
|
4.250 |
1,092.00 |
|
|
| Fisher Pivots for day following 10-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,140.00 |
1,139.00 |
| PP |
1,139.25 |
1,137.00 |
| S1 |
1,138.50 |
1,135.00 |
|