| Trading Metrics calculated at close of trading on 11-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,124.8 |
1,110.6 |
-14.2 |
-1.3% |
1,120.5 |
| High |
1,130.5 |
1,113.6 |
-16.9 |
-1.5% |
1,147.3 |
| Low |
1,107.5 |
1,103.0 |
-4.5 |
-0.4% |
1,115.5 |
| Close |
1,110.5 |
1,110.6 |
0.1 |
0.0% |
1,137.8 |
| Range |
23.0 |
10.6 |
-12.4 |
-53.9% |
31.8 |
| ATR |
18.3 |
17.7 |
-0.5 |
-3.0% |
0.0 |
| Volume |
3,118 |
3,881 |
763 |
24.5% |
10,001 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,140.9 |
1,136.3 |
1,116.4 |
|
| R3 |
1,130.3 |
1,125.7 |
1,113.5 |
|
| R2 |
1,119.7 |
1,119.7 |
1,112.5 |
|
| R1 |
1,115.1 |
1,115.1 |
1,111.6 |
1,115.9 |
| PP |
1,109.1 |
1,109.1 |
1,109.1 |
1,109.5 |
| S1 |
1,104.5 |
1,104.5 |
1,109.6 |
1,105.3 |
| S2 |
1,098.5 |
1,098.5 |
1,108.7 |
|
| S3 |
1,087.9 |
1,093.9 |
1,107.7 |
|
| S4 |
1,077.3 |
1,083.3 |
1,104.8 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,228.9 |
1,215.2 |
1,155.3 |
|
| R3 |
1,197.1 |
1,183.4 |
1,146.5 |
|
| R2 |
1,165.3 |
1,165.3 |
1,143.6 |
|
| R1 |
1,151.6 |
1,151.6 |
1,140.7 |
1,158.5 |
| PP |
1,133.5 |
1,133.5 |
1,133.5 |
1,137.0 |
| S1 |
1,119.8 |
1,119.8 |
1,134.9 |
1,126.7 |
| S2 |
1,101.7 |
1,101.7 |
1,132.0 |
|
| S3 |
1,069.9 |
1,088.0 |
1,129.1 |
|
| S4 |
1,038.1 |
1,056.2 |
1,120.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,143.2 |
1,103.0 |
40.2 |
3.6% |
16.1 |
1.5% |
19% |
False |
True |
3,337 |
| 10 |
1,147.3 |
1,103.0 |
44.3 |
4.0% |
15.1 |
1.4% |
17% |
False |
True |
2,406 |
| 20 |
1,147.3 |
1,075.8 |
71.5 |
6.4% |
18.2 |
1.6% |
49% |
False |
False |
1,937 |
| 40 |
1,149.0 |
1,050.0 |
99.0 |
8.9% |
17.4 |
1.6% |
61% |
False |
False |
1,464 |
| 60 |
1,162.3 |
1,050.0 |
112.3 |
10.1% |
16.4 |
1.5% |
54% |
False |
False |
1,224 |
| 80 |
1,230.7 |
1,050.0 |
180.7 |
16.3% |
16.7 |
1.5% |
34% |
False |
False |
1,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,158.7 |
|
2.618 |
1,141.4 |
|
1.618 |
1,130.8 |
|
1.000 |
1,124.2 |
|
0.618 |
1,120.2 |
|
HIGH |
1,113.6 |
|
0.618 |
1,109.6 |
|
0.500 |
1,108.3 |
|
0.382 |
1,107.0 |
|
LOW |
1,103.0 |
|
0.618 |
1,096.4 |
|
1.000 |
1,092.4 |
|
1.618 |
1,085.8 |
|
2.618 |
1,075.2 |
|
4.250 |
1,058.0 |
|
|
| Fisher Pivots for day following 11-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,109.8 |
1,116.8 |
| PP |
1,109.1 |
1,114.7 |
| S1 |
1,108.3 |
1,112.7 |
|