| Trading Metrics calculated at close of trading on 24-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,948.00 |
1,961.00 |
13.00 |
0.7% |
1,921.00 |
| High |
1,962.25 |
1,962.00 |
-0.25 |
0.0% |
1,948.25 |
| Low |
1,940.50 |
1,946.00 |
5.50 |
0.3% |
1,903.75 |
| Close |
1,962.25 |
1,951.50 |
-10.75 |
-0.5% |
1,932.25 |
| Range |
21.75 |
16.00 |
-5.75 |
-26.4% |
44.50 |
| ATR |
23.49 |
22.98 |
-0.52 |
-2.2% |
0.00 |
| Volume |
282,045 |
218,369 |
-63,676 |
-22.6% |
1,266,216 |
|
| Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,001.25 |
1,992.25 |
1,960.25 |
|
| R3 |
1,985.25 |
1,976.25 |
1,956.00 |
|
| R2 |
1,969.25 |
1,969.25 |
1,954.50 |
|
| R1 |
1,960.25 |
1,960.25 |
1,953.00 |
1,956.75 |
| PP |
1,953.25 |
1,953.25 |
1,953.25 |
1,951.50 |
| S1 |
1,944.25 |
1,944.25 |
1,950.00 |
1,940.75 |
| S2 |
1,937.25 |
1,937.25 |
1,948.50 |
|
| S3 |
1,921.25 |
1,928.25 |
1,947.00 |
|
| S4 |
1,905.25 |
1,912.25 |
1,942.75 |
|
|
| 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 |
1,962.25 |
1,919.00 |
43.25 |
2.2% |
22.50 |
1.2% |
75% |
False |
False |
264,457 |
| 10 |
1,962.25 |
1,903.75 |
58.50 |
3.0% |
19.75 |
1.0% |
82% |
False |
False |
230,536 |
| 20 |
1,962.25 |
1,778.50 |
183.75 |
9.4% |
21.00 |
1.1% |
94% |
False |
False |
116,499 |
| 40 |
1,962.25 |
1,708.50 |
253.75 |
13.0% |
26.50 |
1.4% |
96% |
False |
False |
58,505 |
| 60 |
1,962.25 |
1,708.50 |
253.75 |
13.0% |
26.75 |
1.4% |
96% |
False |
False |
39,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,030.00 |
|
2.618 |
2,004.00 |
|
1.618 |
1,988.00 |
|
1.000 |
1,978.00 |
|
0.618 |
1,972.00 |
|
HIGH |
1,962.00 |
|
0.618 |
1,956.00 |
|
0.500 |
1,954.00 |
|
0.382 |
1,952.00 |
|
LOW |
1,946.00 |
|
0.618 |
1,936.00 |
|
1.000 |
1,930.00 |
|
1.618 |
1,920.00 |
|
2.618 |
1,904.00 |
|
4.250 |
1,878.00 |
|
|
| Fisher Pivots for day following 24-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,954.00 |
1,948.00 |
| PP |
1,953.25 |
1,944.25 |
| S1 |
1,952.25 |
1,940.50 |
|