| Trading Metrics calculated at close of trading on 31-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,959.50 |
1,964.50 |
5.00 |
0.3% |
1,927.25 |
| High |
1,972.00 |
1,967.50 |
-4.50 |
-0.2% |
1,974.25 |
| Low |
1,952.25 |
1,952.50 |
0.25 |
0.0% |
1,919.00 |
| Close |
1,965.50 |
1,955.75 |
-9.75 |
-0.5% |
1,951.75 |
| Range |
19.75 |
15.00 |
-4.75 |
-24.1% |
55.25 |
| ATR |
22.55 |
22.01 |
-0.54 |
-2.4% |
0.00 |
| Volume |
220,198 |
230,739 |
10,541 |
4.8% |
1,330,244 |
|
| Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,003.50 |
1,994.75 |
1,964.00 |
|
| R3 |
1,988.50 |
1,979.75 |
1,960.00 |
|
| R2 |
1,973.50 |
1,973.50 |
1,958.50 |
|
| R1 |
1,964.75 |
1,964.75 |
1,957.00 |
1,961.50 |
| PP |
1,958.50 |
1,958.50 |
1,958.50 |
1,957.00 |
| S1 |
1,949.75 |
1,949.75 |
1,954.50 |
1,946.50 |
| S2 |
1,943.50 |
1,943.50 |
1,953.00 |
|
| S3 |
1,928.50 |
1,934.75 |
1,951.50 |
|
| S4 |
1,913.50 |
1,919.75 |
1,947.50 |
|
|
| 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% |
20.25 |
1.0% |
47% |
False |
False |
254,559 |
| 10 |
1,974.25 |
1,919.00 |
55.25 |
2.8% |
21.50 |
1.1% |
67% |
False |
False |
259,508 |
| 20 |
1,974.25 |
1,842.00 |
132.25 |
6.8% |
20.50 |
1.0% |
86% |
False |
False |
179,931 |
| 40 |
1,974.25 |
1,708.50 |
265.75 |
13.6% |
24.00 |
1.2% |
93% |
False |
False |
90,234 |
| 60 |
1,974.25 |
1,708.50 |
265.75 |
13.6% |
27.00 |
1.4% |
93% |
False |
False |
60,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,031.25 |
|
2.618 |
2,006.75 |
|
1.618 |
1,991.75 |
|
1.000 |
1,982.50 |
|
0.618 |
1,976.75 |
|
HIGH |
1,967.50 |
|
0.618 |
1,961.75 |
|
0.500 |
1,960.00 |
|
0.382 |
1,958.25 |
|
LOW |
1,952.50 |
|
0.618 |
1,943.25 |
|
1.000 |
1,937.50 |
|
1.618 |
1,928.25 |
|
2.618 |
1,913.25 |
|
4.250 |
1,888.75 |
|
|
| Fisher Pivots for day following 31-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,960.00 |
1,962.00 |
| PP |
1,958.50 |
1,959.75 |
| S1 |
1,957.25 |
1,957.75 |
|