| Trading Metrics calculated at close of trading on 25-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,961.00 |
1,951.00 |
-10.00 |
-0.5% |
1,921.00 |
| High |
1,962.00 |
1,974.25 |
12.25 |
0.6% |
1,948.25 |
| Low |
1,946.00 |
1,945.75 |
-0.25 |
0.0% |
1,903.75 |
| Close |
1,951.50 |
1,949.50 |
-2.00 |
-0.1% |
1,932.25 |
| Range |
16.00 |
28.50 |
12.50 |
78.1% |
44.50 |
| ATR |
22.98 |
23.37 |
0.39 |
1.7% |
0.00 |
| Volume |
218,369 |
232,925 |
14,556 |
6.7% |
1,266,216 |
|
| Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,042.00 |
2,024.25 |
1,965.25 |
|
| R3 |
2,013.50 |
1,995.75 |
1,957.25 |
|
| R2 |
1,985.00 |
1,985.00 |
1,954.75 |
|
| R1 |
1,967.25 |
1,967.25 |
1,952.00 |
1,962.00 |
| PP |
1,956.50 |
1,956.50 |
1,956.50 |
1,953.75 |
| S1 |
1,938.75 |
1,938.75 |
1,947.00 |
1,933.50 |
| S2 |
1,928.00 |
1,928.00 |
1,944.25 |
|
| S3 |
1,899.50 |
1,910.25 |
1,941.75 |
|
| S4 |
1,871.00 |
1,881.75 |
1,933.75 |
|
|
| 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 |
1,974.25 |
1,919.00 |
55.25 |
2.8% |
25.50 |
1.3% |
55% |
True |
False |
254,879 |
| 10 |
1,974.25 |
1,903.75 |
70.50 |
3.6% |
20.75 |
1.1% |
65% |
True |
False |
251,542 |
| 20 |
1,974.25 |
1,801.00 |
173.25 |
8.9% |
20.75 |
1.1% |
86% |
True |
False |
128,118 |
| 40 |
1,974.25 |
1,708.50 |
265.75 |
13.6% |
26.50 |
1.4% |
91% |
True |
False |
64,316 |
| 60 |
1,974.25 |
1,708.50 |
265.75 |
13.6% |
27.00 |
1.4% |
91% |
True |
False |
42,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,095.50 |
|
2.618 |
2,048.75 |
|
1.618 |
2,020.25 |
|
1.000 |
2,002.75 |
|
0.618 |
1,991.75 |
|
HIGH |
1,974.25 |
|
0.618 |
1,963.25 |
|
0.500 |
1,960.00 |
|
0.382 |
1,956.75 |
|
LOW |
1,945.75 |
|
0.618 |
1,928.25 |
|
1.000 |
1,917.25 |
|
1.618 |
1,899.75 |
|
2.618 |
1,871.25 |
|
4.250 |
1,824.50 |
|
|
| Fisher Pivots for day following 25-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,960.00 |
1,957.50 |
| PP |
1,956.50 |
1,954.75 |
| S1 |
1,953.00 |
1,952.00 |
|