| Trading Metrics calculated at close of trading on 22-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,941.75 |
1,927.25 |
-14.50 |
-0.7% |
1,921.00 |
| High |
1,948.25 |
1,954.25 |
6.00 |
0.3% |
1,948.25 |
| Low |
1,922.25 |
1,919.00 |
-3.25 |
-0.2% |
1,903.75 |
| Close |
1,932.25 |
1,948.50 |
16.25 |
0.8% |
1,932.25 |
| Range |
26.00 |
35.25 |
9.25 |
35.6% |
44.50 |
| ATR |
22.73 |
23.63 |
0.89 |
3.9% |
0.00 |
| Volume |
245,304 |
295,754 |
50,450 |
20.6% |
1,266,216 |
|
| Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,046.25 |
2,032.75 |
1,968.00 |
|
| R3 |
2,011.00 |
1,997.50 |
1,958.25 |
|
| R2 |
1,975.75 |
1,975.75 |
1,955.00 |
|
| R1 |
1,962.25 |
1,962.25 |
1,951.75 |
1,969.00 |
| PP |
1,940.50 |
1,940.50 |
1,940.50 |
1,944.00 |
| S1 |
1,927.00 |
1,927.00 |
1,945.25 |
1,933.75 |
| S2 |
1,905.25 |
1,905.25 |
1,942.00 |
|
| S3 |
1,870.00 |
1,891.75 |
1,938.75 |
|
| S4 |
1,834.75 |
1,856.50 |
1,929.00 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,061.50 |
2,041.50 |
1,956.75 |
|
| R3 |
2,017.00 |
1,997.00 |
1,944.50 |
|
| R2 |
1,972.50 |
1,972.50 |
1,940.50 |
|
| R1 |
1,952.50 |
1,952.50 |
1,936.25 |
1,962.50 |
| PP |
1,928.00 |
1,928.00 |
1,928.00 |
1,933.00 |
| S1 |
1,908.00 |
1,908.00 |
1,928.25 |
1,918.00 |
| S2 |
1,883.50 |
1,883.50 |
1,924.00 |
|
| S3 |
1,839.00 |
1,863.50 |
1,920.00 |
|
| S4 |
1,794.50 |
1,819.00 |
1,907.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,954.25 |
1,916.50 |
37.75 |
1.9% |
21.50 |
1.1% |
85% |
True |
False |
269,611 |
| 10 |
1,954.25 |
1,879.00 |
75.25 |
3.9% |
21.00 |
1.1% |
92% |
True |
False |
181,918 |
| 20 |
1,954.25 |
1,778.50 |
175.75 |
9.0% |
22.50 |
1.1% |
97% |
True |
False |
91,506 |
| 40 |
1,954.25 |
1,708.50 |
245.75 |
12.6% |
27.00 |
1.4% |
98% |
True |
False |
46,007 |
| 60 |
1,954.25 |
1,708.50 |
245.75 |
12.6% |
26.75 |
1.4% |
98% |
True |
False |
30,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,104.00 |
|
2.618 |
2,046.50 |
|
1.618 |
2,011.25 |
|
1.000 |
1,989.50 |
|
0.618 |
1,976.00 |
|
HIGH |
1,954.25 |
|
0.618 |
1,940.75 |
|
0.500 |
1,936.50 |
|
0.382 |
1,932.50 |
|
LOW |
1,919.00 |
|
0.618 |
1,897.25 |
|
1.000 |
1,883.75 |
|
1.618 |
1,862.00 |
|
2.618 |
1,826.75 |
|
4.250 |
1,769.25 |
|
|
| Fisher Pivots for day following 22-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,944.50 |
1,944.50 |
| PP |
1,940.50 |
1,940.50 |
| S1 |
1,936.50 |
1,936.50 |
|