| Trading Metrics calculated at close of trading on 16-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,107.8 |
1,124.8 |
17.0 |
1.5% |
1,139.8 |
| High |
1,110.2 |
1,131.0 |
20.8 |
1.9% |
1,140.4 |
| Low |
1,103.6 |
1,111.5 |
7.9 |
0.7% |
1,100.8 |
| Close |
1,107.8 |
1,124.8 |
17.0 |
1.5% |
1,104.1 |
| Range |
6.6 |
19.5 |
12.9 |
195.5% |
39.6 |
| ATR |
17.1 |
17.5 |
0.4 |
2.6% |
0.0 |
| Volume |
1,545 |
744 |
-801 |
-51.8% |
16,606 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,180.9 |
1,172.4 |
1,135.5 |
|
| R3 |
1,161.4 |
1,152.9 |
1,130.2 |
|
| R2 |
1,141.9 |
1,141.9 |
1,128.4 |
|
| R1 |
1,133.4 |
1,133.4 |
1,126.6 |
1,134.6 |
| PP |
1,122.4 |
1,122.4 |
1,122.4 |
1,123.0 |
| S1 |
1,113.9 |
1,113.9 |
1,123.0 |
1,115.1 |
| S2 |
1,102.9 |
1,102.9 |
1,121.2 |
|
| S3 |
1,083.4 |
1,094.4 |
1,119.4 |
|
| S4 |
1,063.9 |
1,074.9 |
1,114.1 |
|
|
| 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 |
1,131.0 |
1,100.8 |
30.2 |
2.7% |
16.0 |
1.4% |
79% |
True |
False |
2,550 |
| 10 |
1,147.3 |
1,100.8 |
46.5 |
4.1% |
15.2 |
1.3% |
52% |
False |
False |
2,552 |
| 20 |
1,147.3 |
1,090.9 |
56.4 |
5.0% |
17.2 |
1.5% |
60% |
False |
False |
1,913 |
| 40 |
1,147.3 |
1,050.0 |
97.3 |
8.7% |
17.4 |
1.5% |
77% |
False |
False |
1,504 |
| 60 |
1,162.3 |
1,050.0 |
112.3 |
10.0% |
16.6 |
1.5% |
67% |
False |
False |
1,312 |
| 80 |
1,230.7 |
1,050.0 |
180.7 |
16.1% |
17.0 |
1.5% |
41% |
False |
False |
1,203 |
| 100 |
1,230.7 |
1,032.4 |
198.3 |
17.6% |
15.5 |
1.4% |
47% |
False |
False |
1,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,213.9 |
|
2.618 |
1,182.1 |
|
1.618 |
1,162.6 |
|
1.000 |
1,150.5 |
|
0.618 |
1,143.1 |
|
HIGH |
1,131.0 |
|
0.618 |
1,123.6 |
|
0.500 |
1,121.3 |
|
0.382 |
1,118.9 |
|
LOW |
1,111.5 |
|
0.618 |
1,099.4 |
|
1.000 |
1,092.0 |
|
1.618 |
1,079.9 |
|
2.618 |
1,060.4 |
|
4.250 |
1,028.6 |
|
|
| Fisher Pivots for day following 16-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,123.6 |
1,121.8 |
| PP |
1,122.4 |
1,118.9 |
| S1 |
1,121.3 |
1,115.9 |
|