| Trading Metrics calculated at close of trading on 18-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,930.25 |
1,936.00 |
5.75 |
0.3% |
1,884.00 |
| High |
1,946.25 |
1,945.50 |
-0.75 |
0.0% |
1,935.25 |
| Low |
1,929.75 |
1,931.75 |
2.00 |
0.1% |
1,881.00 |
| Close |
1,936.50 |
1,944.50 |
8.00 |
0.4% |
1,926.75 |
| Range |
16.50 |
13.75 |
-2.75 |
-16.7% |
54.25 |
| ATR |
23.96 |
23.23 |
-0.73 |
-3.0% |
0.00 |
| Volume |
71,010 |
54,809 |
-16,201 |
-22.8% |
1,357,864 |
|
| Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,981.75 |
1,977.00 |
1,952.00 |
|
| R3 |
1,968.00 |
1,963.25 |
1,948.25 |
|
| R2 |
1,954.25 |
1,954.25 |
1,947.00 |
|
| R1 |
1,949.50 |
1,949.50 |
1,945.75 |
1,952.00 |
| PP |
1,940.50 |
1,940.50 |
1,940.50 |
1,941.75 |
| S1 |
1,935.75 |
1,935.75 |
1,943.25 |
1,938.00 |
| S2 |
1,926.75 |
1,926.75 |
1,942.00 |
|
| S3 |
1,913.00 |
1,922.00 |
1,940.75 |
|
| S4 |
1,899.25 |
1,908.25 |
1,937.00 |
|
|
| 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 |
1,946.25 |
1,906.50 |
39.75 |
2.0% |
17.25 |
0.9% |
96% |
False |
False |
102,822 |
| 10 |
1,946.25 |
1,857.00 |
89.25 |
4.6% |
20.00 |
1.0% |
98% |
False |
False |
185,175 |
| 20 |
1,946.25 |
1,780.50 |
165.75 |
8.5% |
22.50 |
1.2% |
99% |
False |
False |
228,738 |
| 40 |
1,946.25 |
1,710.75 |
235.50 |
12.1% |
29.00 |
1.5% |
99% |
False |
False |
312,222 |
| 60 |
1,946.25 |
1,710.75 |
235.50 |
12.1% |
27.50 |
1.4% |
99% |
False |
False |
279,806 |
| 80 |
1,946.25 |
1,710.75 |
235.50 |
12.1% |
27.75 |
1.4% |
99% |
False |
False |
229,272 |
| 100 |
1,946.25 |
1,648.50 |
297.75 |
15.3% |
28.50 |
1.5% |
99% |
False |
False |
183,502 |
| 120 |
1,946.25 |
1,648.25 |
298.00 |
15.3% |
28.25 |
1.5% |
99% |
False |
False |
152,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,004.00 |
|
2.618 |
1,981.50 |
|
1.618 |
1,967.75 |
|
1.000 |
1,959.25 |
|
0.618 |
1,954.00 |
|
HIGH |
1,945.50 |
|
0.618 |
1,940.25 |
|
0.500 |
1,938.50 |
|
0.382 |
1,937.00 |
|
LOW |
1,931.75 |
|
0.618 |
1,923.25 |
|
1.000 |
1,918.00 |
|
1.618 |
1,909.50 |
|
2.618 |
1,895.75 |
|
4.250 |
1,873.25 |
|
|
| Fisher Pivots for day following 18-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,942.50 |
1,940.50 |
| PP |
1,940.50 |
1,936.50 |
| S1 |
1,938.50 |
1,932.50 |
|