| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
5,930.5 |
5,957.0 |
26.5 |
0.4% |
5,915.5 |
| High |
5,962.0 |
5,997.0 |
35.0 |
0.6% |
5,997.0 |
| Low |
5,915.0 |
5,942.0 |
27.0 |
0.5% |
5,846.5 |
| Close |
5,937.0 |
5,953.5 |
16.5 |
0.3% |
5,953.5 |
| Range |
47.0 |
55.0 |
8.0 |
17.0% |
150.5 |
| ATR |
86.3 |
84.4 |
-1.9 |
-2.2% |
0.0 |
| Volume |
15,741 |
11,639 |
-4,102 |
-26.1% |
42,028 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,129.2 |
6,096.3 |
5,983.8 |
|
| R3 |
6,074.2 |
6,041.3 |
5,968.6 |
|
| R2 |
6,019.2 |
6,019.2 |
5,963.6 |
|
| R1 |
5,986.3 |
5,986.3 |
5,958.5 |
5,975.3 |
| PP |
5,964.2 |
5,964.2 |
5,964.2 |
5,958.6 |
| S1 |
5,931.3 |
5,931.3 |
5,948.5 |
5,920.3 |
| S2 |
5,909.2 |
5,909.2 |
5,943.4 |
|
| S3 |
5,854.2 |
5,876.3 |
5,938.4 |
|
| S4 |
5,799.2 |
5,821.3 |
5,923.3 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,383.8 |
6,319.2 |
6,036.3 |
|
| R3 |
6,233.3 |
6,168.7 |
5,994.9 |
|
| R2 |
6,082.8 |
6,082.8 |
5,981.1 |
|
| R1 |
6,018.2 |
6,018.2 |
5,967.3 |
6,050.5 |
| PP |
5,932.3 |
5,932.3 |
5,932.3 |
5,948.5 |
| S1 |
5,867.7 |
5,867.7 |
5,939.7 |
5,900.0 |
| S2 |
5,781.8 |
5,781.8 |
5,925.9 |
|
| S3 |
5,631.3 |
5,717.2 |
5,912.1 |
|
| S4 |
5,480.8 |
5,566.7 |
5,870.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,997.0 |
5,846.5 |
150.5 |
2.5% |
58.3 |
1.0% |
71% |
True |
False |
8,405 |
| 10 |
5,997.0 |
5,646.0 |
351.0 |
5.9% |
65.3 |
1.1% |
88% |
True |
False |
4,631 |
| 20 |
5,997.0 |
5,514.0 |
483.0 |
8.1% |
76.9 |
1.3% |
91% |
True |
False |
2,586 |
| 40 |
6,009.5 |
5,400.0 |
609.5 |
10.2% |
97.7 |
1.6% |
91% |
False |
False |
1,516 |
| 60 |
6,107.5 |
5,400.0 |
707.5 |
11.9% |
87.3 |
1.5% |
78% |
False |
False |
1,310 |
| 80 |
6,107.5 |
5,400.0 |
707.5 |
11.9% |
85.6 |
1.4% |
78% |
False |
False |
1,148 |
| 100 |
6,107.5 |
5,330.5 |
777.0 |
13.1% |
86.4 |
1.5% |
80% |
False |
False |
948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,230.8 |
|
2.618 |
6,141.0 |
|
1.618 |
6,086.0 |
|
1.000 |
6,052.0 |
|
0.618 |
6,031.0 |
|
HIGH |
5,997.0 |
|
0.618 |
5,976.0 |
|
0.500 |
5,969.5 |
|
0.382 |
5,963.0 |
|
LOW |
5,942.0 |
|
0.618 |
5,908.0 |
|
1.000 |
5,887.0 |
|
1.618 |
5,853.0 |
|
2.618 |
5,798.0 |
|
4.250 |
5,708.3 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,969.5 |
5,949.1 |
| PP |
5,964.2 |
5,944.7 |
| S1 |
5,958.8 |
5,940.3 |
|