| Trading Metrics calculated at close of trading on 24-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
5,996.0 |
6,038.5 |
42.5 |
0.7% |
5,948.5 |
| High |
6,055.5 |
6,055.0 |
-0.5 |
0.0% |
6,051.0 |
| Low |
5,988.5 |
5,970.5 |
-18.0 |
-0.3% |
5,907.0 |
| Close |
6,033.0 |
6,047.0 |
14.0 |
0.2% |
5,986.0 |
| Range |
67.0 |
84.5 |
17.5 |
26.1% |
144.0 |
| ATR |
79.4 |
79.8 |
0.4 |
0.5% |
0.0 |
| Volume |
126,386 |
175,599 |
49,213 |
38.9% |
385,126 |
|
| Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,277.7 |
6,246.8 |
6,093.5 |
|
| R3 |
6,193.2 |
6,162.3 |
6,070.2 |
|
| R2 |
6,108.7 |
6,108.7 |
6,062.5 |
|
| R1 |
6,077.8 |
6,077.8 |
6,054.7 |
6,093.3 |
| PP |
6,024.2 |
6,024.2 |
6,024.2 |
6,031.9 |
| S1 |
5,993.3 |
5,993.3 |
6,039.3 |
6,008.8 |
| S2 |
5,939.7 |
5,939.7 |
6,031.5 |
|
| S3 |
5,855.2 |
5,908.8 |
6,023.8 |
|
| S4 |
5,770.7 |
5,824.3 |
6,000.5 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,413.3 |
6,343.7 |
6,065.2 |
|
| R3 |
6,269.3 |
6,199.7 |
6,025.6 |
|
| R2 |
6,125.3 |
6,125.3 |
6,012.4 |
|
| R1 |
6,055.7 |
6,055.7 |
5,999.2 |
6,090.5 |
| PP |
5,981.3 |
5,981.3 |
5,981.3 |
5,998.8 |
| S1 |
5,911.7 |
5,911.7 |
5,972.8 |
5,946.5 |
| S2 |
5,837.3 |
5,837.3 |
5,959.6 |
|
| S3 |
5,693.3 |
5,767.7 |
5,946.4 |
|
| S4 |
5,549.3 |
5,623.7 |
5,906.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,055.5 |
5,917.5 |
138.0 |
2.3% |
76.3 |
1.3% |
94% |
False |
False |
135,150 |
| 10 |
6,055.5 |
5,907.0 |
148.5 |
2.5% |
64.8 |
1.1% |
94% |
False |
False |
85,892 |
| 20 |
6,055.5 |
5,527.0 |
528.5 |
8.7% |
70.8 |
1.2% |
98% |
False |
False |
43,955 |
| 40 |
6,055.5 |
5,400.0 |
655.5 |
10.8% |
86.4 |
1.4% |
99% |
False |
False |
22,251 |
| 60 |
6,107.5 |
5,400.0 |
707.5 |
11.7% |
88.1 |
1.5% |
91% |
False |
False |
14,949 |
| 80 |
6,107.5 |
5,400.0 |
707.5 |
11.7% |
85.6 |
1.4% |
91% |
False |
False |
11,522 |
| 100 |
6,107.5 |
5,330.5 |
777.0 |
12.8% |
83.3 |
1.4% |
92% |
False |
False |
9,244 |
| 120 |
6,107.5 |
5,330.5 |
777.0 |
12.8% |
80.9 |
1.3% |
92% |
False |
False |
7,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,414.1 |
|
2.618 |
6,276.2 |
|
1.618 |
6,191.7 |
|
1.000 |
6,139.5 |
|
0.618 |
6,107.2 |
|
HIGH |
6,055.0 |
|
0.618 |
6,022.7 |
|
0.500 |
6,012.8 |
|
0.382 |
6,002.8 |
|
LOW |
5,970.5 |
|
0.618 |
5,918.3 |
|
1.000 |
5,886.0 |
|
1.618 |
5,833.8 |
|
2.618 |
5,749.3 |
|
4.250 |
5,611.4 |
|
|
| Fisher Pivots for day following 24-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,035.6 |
6,026.8 |
| PP |
6,024.2 |
6,006.7 |
| S1 |
6,012.8 |
5,986.5 |
|