| 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 |
2,890.0 |
2,897.0 |
7.0 |
0.2% |
2,747.0 |
| High |
2,914.0 |
2,913.0 |
-1.0 |
0.0% |
2,896.0 |
| Low |
2,875.0 |
2,882.0 |
7.0 |
0.2% |
2,736.0 |
| Close |
2,908.0 |
2,894.0 |
-14.0 |
-0.5% |
2,878.0 |
| Range |
39.0 |
31.0 |
-8.0 |
-20.5% |
160.0 |
| ATR |
55.3 |
53.6 |
-1.7 |
-3.1% |
0.0 |
| Volume |
1,376,714 |
1,046,374 |
-330,340 |
-24.0% |
5,491,352 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,989.3 |
2,972.7 |
2,911.1 |
|
| R3 |
2,958.3 |
2,941.7 |
2,902.5 |
|
| R2 |
2,927.3 |
2,927.3 |
2,899.7 |
|
| R1 |
2,910.7 |
2,910.7 |
2,896.8 |
2,903.5 |
| PP |
2,896.3 |
2,896.3 |
2,896.3 |
2,892.8 |
| S1 |
2,879.7 |
2,879.7 |
2,891.2 |
2,872.5 |
| S2 |
2,865.3 |
2,865.3 |
2,888.3 |
|
| S3 |
2,834.3 |
2,848.7 |
2,885.5 |
|
| S4 |
2,803.3 |
2,817.7 |
2,877.0 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,316.7 |
3,257.3 |
2,966.0 |
|
| R3 |
3,156.7 |
3,097.3 |
2,922.0 |
|
| R2 |
2,996.7 |
2,996.7 |
2,907.3 |
|
| R1 |
2,937.3 |
2,937.3 |
2,892.7 |
2,967.0 |
| PP |
2,836.7 |
2,836.7 |
2,836.7 |
2,851.5 |
| S1 |
2,777.3 |
2,777.3 |
2,863.3 |
2,807.0 |
| S2 |
2,676.7 |
2,676.7 |
2,848.7 |
|
| S3 |
2,516.7 |
2,617.3 |
2,834.0 |
|
| S4 |
2,356.7 |
2,457.3 |
2,790.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,914.0 |
2,821.0 |
93.0 |
3.2% |
41.4 |
1.4% |
78% |
False |
False |
1,097,480 |
| 10 |
2,914.0 |
2,683.0 |
231.0 |
8.0% |
43.5 |
1.5% |
91% |
False |
False |
1,098,767 |
| 20 |
2,914.0 |
2,652.0 |
262.0 |
9.1% |
50.3 |
1.7% |
92% |
False |
False |
1,288,070 |
| 40 |
3,008.0 |
2,597.0 |
411.0 |
14.2% |
62.7 |
2.2% |
72% |
False |
False |
1,496,936 |
| 60 |
3,044.0 |
2,597.0 |
447.0 |
15.4% |
55.3 |
1.9% |
66% |
False |
False |
1,239,707 |
| 80 |
3,044.0 |
2,597.0 |
447.0 |
15.4% |
54.4 |
1.9% |
66% |
False |
False |
934,135 |
| 100 |
3,044.0 |
2,597.0 |
447.0 |
15.4% |
55.1 |
1.9% |
66% |
False |
False |
748,216 |
| 120 |
3,044.0 |
2,597.0 |
447.0 |
15.4% |
53.9 |
1.9% |
66% |
False |
False |
624,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,044.8 |
|
2.618 |
2,994.2 |
|
1.618 |
2,963.2 |
|
1.000 |
2,944.0 |
|
0.618 |
2,932.2 |
|
HIGH |
2,913.0 |
|
0.618 |
2,901.2 |
|
0.500 |
2,897.5 |
|
0.382 |
2,893.8 |
|
LOW |
2,882.0 |
|
0.618 |
2,862.8 |
|
1.000 |
2,851.0 |
|
1.618 |
2,831.8 |
|
2.618 |
2,800.8 |
|
4.250 |
2,750.3 |
|
|
| Fisher Pivots for day following 11-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,897.5 |
2,891.2 |
| PP |
2,896.3 |
2,888.3 |
| S1 |
2,895.2 |
2,885.5 |
|