| 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 |
1,926.00 |
1,927.75 |
1.75 |
0.1% |
1,884.00 |
| High |
1,935.25 |
1,927.75 |
-7.50 |
-0.4% |
1,935.25 |
| Low |
1,916.50 |
1,906.50 |
-10.00 |
-0.5% |
1,881.00 |
| Close |
1,926.75 |
1,919.50 |
-7.25 |
-0.4% |
1,926.75 |
| Range |
18.75 |
21.25 |
2.50 |
13.3% |
54.25 |
| ATR |
25.53 |
25.23 |
-0.31 |
-1.2% |
0.00 |
| Volume |
217,905 |
75,098 |
-142,807 |
-65.5% |
1,357,864 |
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,981.75 |
1,971.75 |
1,931.25 |
|
| R3 |
1,960.50 |
1,950.50 |
1,925.25 |
|
| R2 |
1,939.25 |
1,939.25 |
1,923.50 |
|
| R1 |
1,929.25 |
1,929.25 |
1,921.50 |
1,923.50 |
| PP |
1,918.00 |
1,918.00 |
1,918.00 |
1,915.00 |
| S1 |
1,908.00 |
1,908.00 |
1,917.50 |
1,902.50 |
| S2 |
1,896.75 |
1,896.75 |
1,915.50 |
|
| S3 |
1,875.50 |
1,886.75 |
1,913.75 |
|
| S4 |
1,854.25 |
1,865.50 |
1,907.75 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,077.00 |
2,056.25 |
1,956.50 |
|
| R3 |
2,022.75 |
2,002.00 |
1,941.75 |
|
| R2 |
1,968.50 |
1,968.50 |
1,936.75 |
|
| R1 |
1,947.75 |
1,947.75 |
1,931.75 |
1,958.00 |
| PP |
1,914.25 |
1,914.25 |
1,914.25 |
1,919.50 |
| S1 |
1,893.50 |
1,893.50 |
1,921.75 |
1,904.00 |
| S2 |
1,860.00 |
1,860.00 |
1,916.75 |
|
| S3 |
1,805.75 |
1,839.25 |
1,911.75 |
|
| S4 |
1,751.50 |
1,785.00 |
1,897.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,935.25 |
1,881.00 |
54.25 |
2.8% |
22.00 |
1.1% |
71% |
False |
False |
229,016 |
| 10 |
1,935.25 |
1,842.50 |
92.75 |
4.8% |
20.50 |
1.1% |
83% |
False |
False |
235,264 |
| 20 |
1,935.25 |
1,775.25 |
160.00 |
8.3% |
23.25 |
1.2% |
90% |
False |
False |
259,005 |
| 40 |
1,935.25 |
1,710.75 |
224.50 |
11.7% |
31.00 |
1.6% |
93% |
False |
False |
328,797 |
| 60 |
1,935.25 |
1,710.75 |
224.50 |
11.7% |
27.75 |
1.4% |
93% |
False |
False |
290,026 |
| 80 |
1,935.25 |
1,710.75 |
224.50 |
11.7% |
28.25 |
1.5% |
93% |
False |
False |
226,543 |
| 100 |
1,935.25 |
1,648.50 |
286.75 |
14.9% |
28.75 |
1.5% |
95% |
False |
False |
181,301 |
| 120 |
1,935.25 |
1,648.25 |
287.00 |
15.0% |
28.50 |
1.5% |
95% |
False |
False |
151,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,018.00 |
|
2.618 |
1,983.50 |
|
1.618 |
1,962.25 |
|
1.000 |
1,949.00 |
|
0.618 |
1,941.00 |
|
HIGH |
1,927.75 |
|
0.618 |
1,919.75 |
|
0.500 |
1,917.00 |
|
0.382 |
1,914.50 |
|
LOW |
1,906.50 |
|
0.618 |
1,893.25 |
|
1.000 |
1,885.25 |
|
1.618 |
1,872.00 |
|
2.618 |
1,850.75 |
|
4.250 |
1,816.25 |
|
|
| Fisher Pivots for day following 15-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,918.75 |
1,921.00 |
| PP |
1,918.00 |
1,920.50 |
| S1 |
1,917.00 |
1,920.00 |
|