| 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 |
6,165.5 |
6,158.0 |
-7.5 |
-0.1% |
5,968.0 |
| High |
6,214.0 |
6,174.5 |
-39.5 |
-0.6% |
6,147.0 |
| Low |
6,142.0 |
6,115.0 |
-27.0 |
-0.4% |
5,917.5 |
| Close |
6,158.5 |
6,141.5 |
-17.0 |
-0.3% |
6,120.0 |
| Range |
72.0 |
59.5 |
-12.5 |
-17.4% |
229.5 |
| ATR |
76.6 |
75.4 |
-1.2 |
-1.6% |
0.0 |
| Volume |
124,168 |
125,102 |
934 |
0.8% |
723,194 |
|
| Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,322.2 |
6,291.3 |
6,174.2 |
|
| R3 |
6,262.7 |
6,231.8 |
6,157.9 |
|
| R2 |
6,203.2 |
6,203.2 |
6,152.4 |
|
| R1 |
6,172.3 |
6,172.3 |
6,147.0 |
6,158.0 |
| PP |
6,143.7 |
6,143.7 |
6,143.7 |
6,136.5 |
| S1 |
6,112.8 |
6,112.8 |
6,136.0 |
6,098.5 |
| S2 |
6,084.2 |
6,084.2 |
6,130.6 |
|
| S3 |
6,024.7 |
6,053.3 |
6,125.1 |
|
| S4 |
5,965.2 |
5,993.8 |
6,108.8 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,750.0 |
6,664.5 |
6,246.2 |
|
| R3 |
6,520.5 |
6,435.0 |
6,183.1 |
|
| R2 |
6,291.0 |
6,291.0 |
6,162.1 |
|
| R1 |
6,205.5 |
6,205.5 |
6,141.0 |
6,248.3 |
| PP |
6,061.5 |
6,061.5 |
6,061.5 |
6,082.9 |
| S1 |
5,976.0 |
5,976.0 |
6,099.0 |
6,018.8 |
| S2 |
5,832.0 |
5,832.0 |
6,077.9 |
|
| S3 |
5,602.5 |
5,746.5 |
6,056.9 |
|
| S4 |
5,373.0 |
5,517.0 |
5,993.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,214.0 |
6,045.0 |
169.0 |
2.8% |
63.3 |
1.0% |
57% |
False |
False |
126,067 |
| 10 |
6,214.0 |
5,917.5 |
296.5 |
4.8% |
69.8 |
1.1% |
76% |
False |
False |
130,608 |
| 20 |
6,214.0 |
5,775.0 |
439.0 |
7.1% |
64.6 |
1.1% |
83% |
False |
False |
75,345 |
| 40 |
6,214.0 |
5,400.0 |
814.0 |
13.3% |
80.0 |
1.3% |
91% |
False |
False |
37,959 |
| 60 |
6,214.0 |
5,400.0 |
814.0 |
13.3% |
89.7 |
1.5% |
91% |
False |
False |
25,438 |
| 80 |
6,214.0 |
5,400.0 |
814.0 |
13.3% |
83.9 |
1.4% |
91% |
False |
False |
19,386 |
| 100 |
6,214.0 |
5,400.0 |
814.0 |
13.3% |
81.5 |
1.3% |
91% |
False |
False |
15,543 |
| 120 |
6,214.0 |
5,330.5 |
883.5 |
14.4% |
82.3 |
1.3% |
92% |
False |
False |
12,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,427.4 |
|
2.618 |
6,330.3 |
|
1.618 |
6,270.8 |
|
1.000 |
6,234.0 |
|
0.618 |
6,211.3 |
|
HIGH |
6,174.5 |
|
0.618 |
6,151.8 |
|
0.500 |
6,144.8 |
|
0.382 |
6,137.7 |
|
LOW |
6,115.0 |
|
0.618 |
6,078.2 |
|
1.000 |
6,055.5 |
|
1.618 |
6,018.7 |
|
2.618 |
5,959.2 |
|
4.250 |
5,862.1 |
|
|
| Fisher Pivots for day following 31-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,144.8 |
6,164.5 |
| PP |
6,143.7 |
6,156.8 |
| S1 |
6,142.6 |
6,149.2 |
|