| Trading Metrics calculated at close of trading on 11-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,135.25 |
1,140.50 |
5.25 |
0.5% |
1,101.25 |
| High |
1,143.25 |
1,146.25 |
3.00 |
0.3% |
1,134.25 |
| Low |
1,133.50 |
1,134.00 |
0.50 |
0.0% |
1,099.25 |
| Close |
1,141.00 |
1,146.00 |
5.00 |
0.4% |
1,131.75 |
| Range |
9.75 |
12.25 |
2.50 |
25.6% |
35.00 |
| ATR |
14.09 |
13.95 |
-0.13 |
-0.9% |
0.00 |
| Volume |
108,043 |
357,616 |
249,573 |
231.0% |
110,309 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,178.75 |
1,174.75 |
1,152.75 |
|
| R3 |
1,166.50 |
1,162.50 |
1,149.25 |
|
| R2 |
1,154.25 |
1,154.25 |
1,148.25 |
|
| R1 |
1,150.25 |
1,150.25 |
1,147.00 |
1,152.25 |
| PP |
1,142.00 |
1,142.00 |
1,142.00 |
1,143.00 |
| S1 |
1,138.00 |
1,138.00 |
1,145.00 |
1,140.00 |
| S2 |
1,129.75 |
1,129.75 |
1,143.75 |
|
| S3 |
1,117.50 |
1,125.75 |
1,142.75 |
|
| S4 |
1,105.25 |
1,113.50 |
1,139.25 |
|
|
| 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 |
1,146.25 |
1,117.00 |
29.25 |
2.6% |
11.75 |
1.0% |
99% |
True |
False |
116,234 |
| 10 |
1,146.25 |
1,091.75 |
54.50 |
4.8% |
11.00 |
0.9% |
100% |
True |
False |
67,688 |
| 20 |
1,146.25 |
1,052.50 |
93.75 |
8.2% |
13.50 |
1.2% |
100% |
True |
False |
36,575 |
| 40 |
1,146.25 |
1,036.25 |
110.00 |
9.6% |
17.00 |
1.5% |
100% |
True |
False |
19,428 |
| 60 |
1,146.25 |
1,036.25 |
110.00 |
9.6% |
14.75 |
1.3% |
100% |
True |
False |
13,138 |
| 80 |
1,146.25 |
1,036.25 |
110.00 |
9.6% |
14.00 |
1.2% |
100% |
True |
False |
9,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,198.25 |
|
2.618 |
1,178.25 |
|
1.618 |
1,166.00 |
|
1.000 |
1,158.50 |
|
0.618 |
1,153.75 |
|
HIGH |
1,146.25 |
|
0.618 |
1,141.50 |
|
0.500 |
1,140.00 |
|
0.382 |
1,138.75 |
|
LOW |
1,134.00 |
|
0.618 |
1,126.50 |
|
1.000 |
1,121.75 |
|
1.618 |
1,114.25 |
|
2.618 |
1,102.00 |
|
4.250 |
1,082.00 |
|
|
| Fisher Pivots for day following 11-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,144.00 |
1,143.00 |
| PP |
1,142.00 |
1,139.75 |
| S1 |
1,140.00 |
1,136.50 |
|