| Trading Metrics calculated at close of trading on 17-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
5,962.5 |
5,997.5 |
35.0 |
0.6% |
5,915.5 |
| High |
5,999.5 |
6,044.5 |
45.0 |
0.8% |
5,997.0 |
| Low |
5,936.0 |
5,997.5 |
61.5 |
1.0% |
5,846.5 |
| Close |
5,979.5 |
6,029.0 |
49.5 |
0.8% |
5,953.5 |
| Range |
63.5 |
47.0 |
-16.5 |
-26.0% |
150.5 |
| ATR |
82.2 |
81.0 |
-1.2 |
-1.5% |
0.0 |
| Volume |
58,427 |
73,882 |
15,455 |
26.5% |
42,028 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,164.7 |
6,143.8 |
6,054.9 |
|
| R3 |
6,117.7 |
6,096.8 |
6,041.9 |
|
| R2 |
6,070.7 |
6,070.7 |
6,037.6 |
|
| R1 |
6,049.8 |
6,049.8 |
6,033.3 |
6,060.3 |
| PP |
6,023.7 |
6,023.7 |
6,023.7 |
6,028.9 |
| S1 |
6,002.8 |
6,002.8 |
6,024.7 |
6,013.3 |
| S2 |
5,976.7 |
5,976.7 |
6,020.4 |
|
| S3 |
5,929.7 |
5,955.8 |
6,016.1 |
|
| S4 |
5,882.7 |
5,908.8 |
6,003.2 |
|
|
| 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 |
6,044.5 |
5,907.0 |
137.5 |
2.3% |
53.3 |
0.9% |
89% |
True |
False |
36,634 |
| 10 |
6,044.5 |
5,775.0 |
269.5 |
4.5% |
59.4 |
1.0% |
94% |
True |
False |
20,081 |
| 20 |
6,044.5 |
5,527.0 |
517.5 |
8.6% |
74.8 |
1.2% |
97% |
True |
False |
10,320 |
| 40 |
6,044.5 |
5,400.0 |
644.5 |
10.7% |
94.2 |
1.6% |
98% |
True |
False |
5,395 |
| 60 |
6,107.5 |
5,400.0 |
707.5 |
11.7% |
86.6 |
1.4% |
89% |
False |
False |
3,742 |
| 80 |
6,107.5 |
5,400.0 |
707.5 |
11.7% |
85.6 |
1.4% |
89% |
False |
False |
3,091 |
| 100 |
6,107.5 |
5,330.5 |
777.0 |
12.9% |
84.9 |
1.4% |
90% |
False |
False |
2,491 |
| 120 |
6,107.5 |
5,330.5 |
777.0 |
12.9% |
80.6 |
1.3% |
90% |
False |
False |
2,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,244.3 |
|
2.618 |
6,167.5 |
|
1.618 |
6,120.5 |
|
1.000 |
6,091.5 |
|
0.618 |
6,073.5 |
|
HIGH |
6,044.5 |
|
0.618 |
6,026.5 |
|
0.500 |
6,021.0 |
|
0.382 |
6,015.5 |
|
LOW |
5,997.5 |
|
0.618 |
5,968.5 |
|
1.000 |
5,950.5 |
|
1.618 |
5,921.5 |
|
2.618 |
5,874.5 |
|
4.250 |
5,797.8 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,026.3 |
6,011.3 |
| PP |
6,023.7 |
5,993.5 |
| S1 |
6,021.0 |
5,975.8 |
|