| Trading Metrics calculated at close of trading on 17-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
5,618.0 |
5,638.0 |
20.0 |
0.4% |
5,603.0 |
| High |
5,633.5 |
5,659.0 |
25.5 |
0.5% |
5,650.0 |
| Low |
5,592.5 |
5,628.0 |
35.5 |
0.6% |
5,550.5 |
| Close |
5,625.0 |
5,640.0 |
15.0 |
0.3% |
5,626.5 |
| Range |
41.0 |
31.0 |
-10.0 |
-24.4% |
99.5 |
| ATR |
72.6 |
69.8 |
-2.8 |
-3.8% |
0.0 |
| Volume |
264,945 |
350,246 |
85,301 |
32.2% |
631,699 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,735.5 |
5,718.5 |
5,657.0 |
|
| R3 |
5,704.5 |
5,687.5 |
5,648.5 |
|
| R2 |
5,673.5 |
5,673.5 |
5,645.5 |
|
| R1 |
5,656.5 |
5,656.5 |
5,643.0 |
5,665.0 |
| PP |
5,642.5 |
5,642.5 |
5,642.5 |
5,646.5 |
| S1 |
5,625.5 |
5,625.5 |
5,637.0 |
5,634.0 |
| S2 |
5,611.5 |
5,611.5 |
5,634.5 |
|
| S3 |
5,580.5 |
5,594.5 |
5,631.5 |
|
| S4 |
5,549.5 |
5,563.5 |
5,623.0 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,907.5 |
5,866.5 |
5,681.0 |
|
| R3 |
5,808.0 |
5,767.0 |
5,654.0 |
|
| R2 |
5,708.5 |
5,708.5 |
5,644.5 |
|
| R1 |
5,667.5 |
5,667.5 |
5,635.5 |
5,688.0 |
| PP |
5,609.0 |
5,609.0 |
5,609.0 |
5,619.0 |
| S1 |
5,568.0 |
5,568.0 |
5,617.5 |
5,588.5 |
| S2 |
5,509.5 |
5,509.5 |
5,608.5 |
|
| S3 |
5,410.0 |
5,468.5 |
5,599.0 |
|
| S4 |
5,310.5 |
5,369.0 |
5,572.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,659.0 |
5,582.5 |
76.5 |
1.4% |
41.0 |
0.7% |
75% |
True |
False |
221,426 |
| 10 |
5,659.0 |
5,489.5 |
169.5 |
3.0% |
50.5 |
0.9% |
89% |
True |
False |
163,970 |
| 20 |
5,659.0 |
5,241.0 |
418.0 |
7.4% |
65.0 |
1.2% |
95% |
True |
False |
140,101 |
| 40 |
5,659.0 |
4,975.0 |
684.0 |
12.1% |
84.5 |
1.5% |
97% |
True |
False |
136,923 |
| 60 |
5,659.0 |
4,975.0 |
684.0 |
12.1% |
80.0 |
1.4% |
97% |
True |
False |
121,942 |
| 80 |
5,659.0 |
4,975.0 |
684.0 |
12.1% |
78.5 |
1.4% |
97% |
True |
False |
92,868 |
| 100 |
5,659.0 |
4,915.0 |
744.0 |
13.2% |
76.5 |
1.4% |
97% |
True |
False |
74,458 |
| 120 |
5,659.0 |
4,884.5 |
774.5 |
13.7% |
71.5 |
1.3% |
98% |
True |
False |
62,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,791.0 |
|
2.618 |
5,740.0 |
|
1.618 |
5,709.0 |
|
1.000 |
5,690.0 |
|
0.618 |
5,678.0 |
|
HIGH |
5,659.0 |
|
0.618 |
5,647.0 |
|
0.500 |
5,643.5 |
|
0.382 |
5,640.0 |
|
LOW |
5,628.0 |
|
0.618 |
5,609.0 |
|
1.000 |
5,597.0 |
|
1.618 |
5,578.0 |
|
2.618 |
5,547.0 |
|
4.250 |
5,496.0 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,643.5 |
5,633.5 |
| PP |
5,642.5 |
5,627.0 |
| S1 |
5,641.0 |
5,621.0 |
|