| 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 |
5,585.5 |
5,622.5 |
37.0 |
0.7% |
5,391.5 |
| High |
5,641.5 |
5,639.0 |
-2.5 |
0.0% |
5,612.0 |
| Low |
5,580.5 |
5,589.0 |
8.5 |
0.2% |
5,340.5 |
| Close |
5,628.5 |
5,609.5 |
-19.0 |
-0.3% |
5,587.0 |
| Range |
61.0 |
50.0 |
-11.0 |
-18.0% |
271.5 |
| ATR |
81.8 |
79.5 |
-2.3 |
-2.8% |
0.0 |
| Volume |
103,131 |
131,447 |
28,316 |
27.5% |
622,242 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,762.5 |
5,736.0 |
5,637.0 |
|
| R3 |
5,712.5 |
5,686.0 |
5,623.0 |
|
| R2 |
5,662.5 |
5,662.5 |
5,618.5 |
|
| R1 |
5,636.0 |
5,636.0 |
5,614.0 |
5,624.0 |
| PP |
5,612.5 |
5,612.5 |
5,612.5 |
5,606.5 |
| S1 |
5,586.0 |
5,586.0 |
5,605.0 |
5,574.0 |
| S2 |
5,562.5 |
5,562.5 |
5,600.5 |
|
| S3 |
5,512.5 |
5,536.0 |
5,596.0 |
|
| S4 |
5,462.5 |
5,486.0 |
5,582.0 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,327.5 |
6,229.0 |
5,736.5 |
|
| R3 |
6,056.0 |
5,957.5 |
5,661.5 |
|
| R2 |
5,784.5 |
5,784.5 |
5,637.0 |
|
| R1 |
5,686.0 |
5,686.0 |
5,612.0 |
5,735.0 |
| PP |
5,513.0 |
5,513.0 |
5,513.0 |
5,538.0 |
| S1 |
5,414.5 |
5,414.5 |
5,562.0 |
5,464.0 |
| S2 |
5,241.5 |
5,241.5 |
5,537.0 |
|
| S3 |
4,970.0 |
5,143.0 |
5,512.5 |
|
| S4 |
4,698.5 |
4,871.5 |
5,437.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,641.5 |
5,526.5 |
115.0 |
2.1% |
61.5 |
1.1% |
72% |
False |
False |
108,159 |
| 10 |
5,641.5 |
5,287.5 |
354.0 |
6.3% |
64.0 |
1.1% |
91% |
False |
False |
120,471 |
| 20 |
5,641.5 |
5,084.5 |
557.0 |
9.9% |
73.5 |
1.3% |
94% |
False |
False |
113,799 |
| 40 |
5,641.5 |
4,975.0 |
666.5 |
11.9% |
89.0 |
1.6% |
95% |
False |
False |
120,102 |
| 60 |
5,641.5 |
4,975.0 |
666.5 |
11.9% |
81.0 |
1.4% |
95% |
False |
False |
107,229 |
| 80 |
5,641.5 |
4,975.0 |
666.5 |
11.9% |
79.0 |
1.4% |
95% |
False |
False |
80,707 |
| 100 |
5,641.5 |
4,915.0 |
726.5 |
13.0% |
77.0 |
1.4% |
96% |
False |
False |
64,711 |
| 120 |
5,641.5 |
4,884.5 |
757.0 |
13.5% |
71.0 |
1.3% |
96% |
False |
False |
53,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,851.5 |
|
2.618 |
5,770.0 |
|
1.618 |
5,720.0 |
|
1.000 |
5,689.0 |
|
0.618 |
5,670.0 |
|
HIGH |
5,639.0 |
|
0.618 |
5,620.0 |
|
0.500 |
5,614.0 |
|
0.382 |
5,608.0 |
|
LOW |
5,589.0 |
|
0.618 |
5,558.0 |
|
1.000 |
5,539.0 |
|
1.618 |
5,508.0 |
|
2.618 |
5,458.0 |
|
4.250 |
5,376.5 |
|
|
| Fisher Pivots for day following 11-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,614.0 |
5,605.0 |
| PP |
5,612.5 |
5,600.5 |
| S1 |
5,611.0 |
5,596.0 |
|