| 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 |
1,104.1 |
1,107.8 |
3.7 |
0.3% |
1,139.8 |
| High |
1,121.2 |
1,110.2 |
-11.0 |
-1.0% |
1,140.4 |
| Low |
1,100.8 |
1,103.6 |
2.8 |
0.3% |
1,100.8 |
| Close |
1,104.1 |
1,107.8 |
3.7 |
0.3% |
1,104.1 |
| Range |
20.4 |
6.6 |
-13.8 |
-67.6% |
39.6 |
| ATR |
17.9 |
17.1 |
-0.8 |
-4.5% |
0.0 |
| Volume |
3,466 |
1,545 |
-1,921 |
-55.4% |
16,606 |
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,127.0 |
1,124.0 |
1,111.4 |
|
| R3 |
1,120.4 |
1,117.4 |
1,109.6 |
|
| R2 |
1,113.8 |
1,113.8 |
1,109.0 |
|
| R1 |
1,110.8 |
1,110.8 |
1,108.4 |
1,111.1 |
| PP |
1,107.2 |
1,107.2 |
1,107.2 |
1,107.4 |
| S1 |
1,104.2 |
1,104.2 |
1,107.2 |
1,104.5 |
| S2 |
1,100.6 |
1,100.6 |
1,106.6 |
|
| S3 |
1,094.0 |
1,097.6 |
1,106.0 |
|
| S4 |
1,087.4 |
1,091.0 |
1,104.2 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,233.9 |
1,208.6 |
1,125.9 |
|
| R3 |
1,194.3 |
1,169.0 |
1,115.0 |
|
| R2 |
1,154.7 |
1,154.7 |
1,111.4 |
|
| R1 |
1,129.4 |
1,129.4 |
1,107.7 |
1,122.3 |
| PP |
1,115.1 |
1,115.1 |
1,115.1 |
1,111.5 |
| S1 |
1,089.8 |
1,089.8 |
1,100.5 |
1,082.7 |
| S2 |
1,075.5 |
1,075.5 |
1,096.8 |
|
| S3 |
1,035.9 |
1,050.2 |
1,093.2 |
|
| S4 |
996.3 |
1,010.6 |
1,082.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,130.5 |
1,100.8 |
29.7 |
2.7% |
15.4 |
1.4% |
24% |
False |
False |
3,343 |
| 10 |
1,147.3 |
1,100.8 |
46.5 |
4.2% |
15.4 |
1.4% |
15% |
False |
False |
2,662 |
| 20 |
1,147.3 |
1,090.9 |
56.4 |
5.1% |
17.6 |
1.6% |
30% |
False |
False |
1,946 |
| 40 |
1,149.0 |
1,050.0 |
99.0 |
8.9% |
17.3 |
1.6% |
58% |
False |
False |
1,521 |
| 60 |
1,162.3 |
1,050.0 |
112.3 |
10.1% |
16.4 |
1.5% |
51% |
False |
False |
1,301 |
| 80 |
1,230.7 |
1,050.0 |
180.7 |
16.3% |
16.9 |
1.5% |
32% |
False |
False |
1,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,138.3 |
|
2.618 |
1,127.5 |
|
1.618 |
1,120.9 |
|
1.000 |
1,116.8 |
|
0.618 |
1,114.3 |
|
HIGH |
1,110.2 |
|
0.618 |
1,107.7 |
|
0.500 |
1,106.9 |
|
0.382 |
1,106.1 |
|
LOW |
1,103.6 |
|
0.618 |
1,099.5 |
|
1.000 |
1,097.0 |
|
1.618 |
1,092.9 |
|
2.618 |
1,086.3 |
|
4.250 |
1,075.6 |
|
|
| Fisher Pivots for day following 15-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,107.5 |
1,111.0 |
| PP |
1,107.2 |
1,109.9 |
| S1 |
1,106.9 |
1,108.9 |
|