| Trading Metrics calculated at close of trading on 29-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,949.00 |
1,952.00 |
3.00 |
0.2% |
1,927.25 |
| High |
1,963.00 |
1,966.25 |
3.25 |
0.2% |
1,974.25 |
| Low |
1,939.25 |
1,951.75 |
12.50 |
0.6% |
1,919.00 |
| Close |
1,951.75 |
1,960.25 |
8.50 |
0.4% |
1,951.75 |
| Range |
23.75 |
14.50 |
-9.25 |
-38.9% |
55.25 |
| ATR |
23.40 |
22.76 |
-0.64 |
-2.7% |
0.00 |
| Volume |
301,151 |
287,784 |
-13,367 |
-4.4% |
1,330,244 |
|
| Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,003.00 |
1,996.00 |
1,968.25 |
|
| R3 |
1,988.50 |
1,981.50 |
1,964.25 |
|
| R2 |
1,974.00 |
1,974.00 |
1,963.00 |
|
| R1 |
1,967.00 |
1,967.00 |
1,961.50 |
1,970.50 |
| PP |
1,959.50 |
1,959.50 |
1,959.50 |
1,961.00 |
| S1 |
1,952.50 |
1,952.50 |
1,959.00 |
1,956.00 |
| S2 |
1,945.00 |
1,945.00 |
1,957.50 |
|
| S3 |
1,930.50 |
1,938.00 |
1,956.25 |
|
| S4 |
1,916.00 |
1,923.50 |
1,952.25 |
|
|
| 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 |
1,939.25 |
35.00 |
1.8% |
21.00 |
1.1% |
60% |
False |
False |
264,454 |
| 10 |
1,974.25 |
1,916.50 |
57.75 |
2.9% |
21.25 |
1.1% |
76% |
False |
False |
267,033 |
| 20 |
1,974.25 |
1,840.25 |
134.00 |
6.8% |
20.50 |
1.0% |
90% |
False |
False |
157,494 |
| 40 |
1,974.25 |
1,708.50 |
265.75 |
13.6% |
24.50 |
1.2% |
95% |
False |
False |
78,984 |
| 60 |
1,974.25 |
1,708.50 |
265.75 |
13.6% |
27.25 |
1.4% |
95% |
False |
False |
52,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,028.00 |
|
2.618 |
2,004.25 |
|
1.618 |
1,989.75 |
|
1.000 |
1,980.75 |
|
0.618 |
1,975.25 |
|
HIGH |
1,966.25 |
|
0.618 |
1,960.75 |
|
0.500 |
1,959.00 |
|
0.382 |
1,957.25 |
|
LOW |
1,951.75 |
|
0.618 |
1,942.75 |
|
1.000 |
1,937.25 |
|
1.618 |
1,928.25 |
|
2.618 |
1,913.75 |
|
4.250 |
1,890.00 |
|
|
| Fisher Pivots for day following 29-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,959.75 |
1,959.00 |
| PP |
1,959.50 |
1,958.00 |
| S1 |
1,959.00 |
1,956.75 |
|