| Trading Metrics calculated at close of trading on 15-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
5,957.0 |
5,948.5 |
-8.5 |
-0.1% |
5,915.5 |
| High |
5,997.0 |
5,961.0 |
-36.0 |
-0.6% |
5,997.0 |
| Low |
5,942.0 |
5,907.0 |
-35.0 |
-0.6% |
5,846.5 |
| Close |
5,953.5 |
5,917.0 |
-36.5 |
-0.6% |
5,953.5 |
| Range |
55.0 |
54.0 |
-1.0 |
-1.8% |
150.5 |
| ATR |
84.4 |
82.2 |
-2.2 |
-2.6% |
0.0 |
| Volume |
11,639 |
23,485 |
11,846 |
101.8% |
42,028 |
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,090.3 |
6,057.7 |
5,946.7 |
|
| R3 |
6,036.3 |
6,003.7 |
5,931.9 |
|
| R2 |
5,982.3 |
5,982.3 |
5,926.9 |
|
| R1 |
5,949.7 |
5,949.7 |
5,922.0 |
5,939.0 |
| PP |
5,928.3 |
5,928.3 |
5,928.3 |
5,923.0 |
| S1 |
5,895.7 |
5,895.7 |
5,912.1 |
5,885.0 |
| S2 |
5,874.3 |
5,874.3 |
5,907.1 |
|
| S3 |
5,820.3 |
5,841.7 |
5,902.2 |
|
| S4 |
5,766.3 |
5,787.7 |
5,887.3 |
|
|
| 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% |
60.7 |
1.0% |
47% |
False |
False |
12,925 |
| 10 |
5,997.0 |
5,721.0 |
276.0 |
4.7% |
62.7 |
1.1% |
71% |
False |
False |
6,953 |
| 20 |
5,997.0 |
5,514.0 |
483.0 |
8.2% |
77.6 |
1.3% |
83% |
False |
False |
3,731 |
| 40 |
6,009.5 |
5,400.0 |
609.5 |
10.3% |
98.2 |
1.7% |
85% |
False |
False |
2,102 |
| 60 |
6,107.5 |
5,400.0 |
707.5 |
12.0% |
87.3 |
1.5% |
73% |
False |
False |
1,637 |
| 80 |
6,107.5 |
5,400.0 |
707.5 |
12.0% |
85.9 |
1.5% |
73% |
False |
False |
1,439 |
| 100 |
6,107.5 |
5,330.5 |
777.0 |
13.1% |
86.0 |
1.5% |
75% |
False |
False |
1,182 |
| 120 |
6,107.5 |
5,330.5 |
777.0 |
13.1% |
80.9 |
1.4% |
75% |
False |
False |
1,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,190.5 |
|
2.618 |
6,102.4 |
|
1.618 |
6,048.4 |
|
1.000 |
6,015.0 |
|
0.618 |
5,994.4 |
|
HIGH |
5,961.0 |
|
0.618 |
5,940.4 |
|
0.500 |
5,934.0 |
|
0.382 |
5,927.6 |
|
LOW |
5,907.0 |
|
0.618 |
5,873.6 |
|
1.000 |
5,853.0 |
|
1.618 |
5,819.6 |
|
2.618 |
5,765.6 |
|
4.250 |
5,677.5 |
|
|
| Fisher Pivots for day following 15-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,934.0 |
5,952.0 |
| PP |
5,928.3 |
5,940.3 |
| S1 |
5,922.7 |
5,928.7 |
|