| Trading Metrics calculated at close of trading on 26-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,951.00 |
1,949.00 |
-2.00 |
-0.1% |
1,927.25 |
| High |
1,974.25 |
1,963.00 |
-11.25 |
-0.6% |
1,974.25 |
| Low |
1,945.75 |
1,939.25 |
-6.50 |
-0.3% |
1,919.00 |
| Close |
1,949.50 |
1,951.75 |
2.25 |
0.1% |
1,951.75 |
| Range |
28.50 |
23.75 |
-4.75 |
-16.7% |
55.25 |
| ATR |
23.37 |
23.40 |
0.03 |
0.1% |
0.00 |
| Volume |
232,925 |
301,151 |
68,226 |
29.3% |
1,330,244 |
|
| Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,022.50 |
2,011.00 |
1,964.75 |
|
| R3 |
1,998.75 |
1,987.25 |
1,958.25 |
|
| R2 |
1,975.00 |
1,975.00 |
1,956.00 |
|
| R1 |
1,963.50 |
1,963.50 |
1,954.00 |
1,969.25 |
| PP |
1,951.25 |
1,951.25 |
1,951.25 |
1,954.25 |
| S1 |
1,939.75 |
1,939.75 |
1,949.50 |
1,945.50 |
| S2 |
1,927.50 |
1,927.50 |
1,947.50 |
|
| S3 |
1,903.75 |
1,916.00 |
1,945.25 |
|
| S4 |
1,880.00 |
1,892.25 |
1,938.75 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,114.00 |
2,088.25 |
1,982.25 |
|
| R3 |
2,058.75 |
2,033.00 |
1,967.00 |
|
| R2 |
2,003.50 |
2,003.50 |
1,962.00 |
|
| R1 |
1,977.75 |
1,977.75 |
1,956.75 |
1,990.50 |
| PP |
1,948.25 |
1,948.25 |
1,948.25 |
1,954.75 |
| S1 |
1,922.50 |
1,922.50 |
1,946.75 |
1,935.50 |
| S2 |
1,893.00 |
1,893.00 |
1,941.50 |
|
| S3 |
1,837.75 |
1,867.25 |
1,936.50 |
|
| S4 |
1,782.50 |
1,812.00 |
1,921.25 |
|
|
| 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% |
25.00 |
1.3% |
59% |
False |
False |
266,048 |
| 10 |
1,974.25 |
1,903.75 |
70.50 |
3.6% |
21.50 |
1.1% |
68% |
False |
False |
259,646 |
| 20 |
1,974.25 |
1,819.25 |
155.00 |
7.9% |
21.00 |
1.1% |
85% |
False |
False |
143,137 |
| 40 |
1,974.25 |
1,708.50 |
265.75 |
13.6% |
25.50 |
1.3% |
92% |
False |
False |
71,824 |
| 60 |
1,974.25 |
1,708.50 |
265.75 |
13.6% |
27.25 |
1.4% |
92% |
False |
False |
48,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,064.00 |
|
2.618 |
2,025.25 |
|
1.618 |
2,001.50 |
|
1.000 |
1,986.75 |
|
0.618 |
1,977.75 |
|
HIGH |
1,963.00 |
|
0.618 |
1,954.00 |
|
0.500 |
1,951.00 |
|
0.382 |
1,948.25 |
|
LOW |
1,939.25 |
|
0.618 |
1,924.50 |
|
1.000 |
1,915.50 |
|
1.618 |
1,900.75 |
|
2.618 |
1,877.00 |
|
4.250 |
1,838.25 |
|
|
| Fisher Pivots for day following 26-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,951.50 |
1,956.75 |
| PP |
1,951.25 |
1,955.00 |
| S1 |
1,951.00 |
1,953.50 |
|