| 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 |
2,905.0 |
2,893.0 |
-12.0 |
-0.4% |
2,898.0 |
| High |
2,923.0 |
2,897.0 |
-26.0 |
-0.9% |
2,923.0 |
| Low |
2,891.0 |
2,867.0 |
-24.0 |
-0.8% |
2,857.0 |
| Close |
2,898.0 |
2,873.0 |
-25.0 |
-0.9% |
2,898.0 |
| Range |
32.0 |
30.0 |
-2.0 |
-6.3% |
66.0 |
| ATR |
52.0 |
50.5 |
-1.5 |
-2.9% |
0.0 |
| Volume |
1,120,818 |
1,483,009 |
362,191 |
32.3% |
5,394,803 |
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,969.0 |
2,951.0 |
2,889.5 |
|
| R3 |
2,939.0 |
2,921.0 |
2,881.3 |
|
| R2 |
2,909.0 |
2,909.0 |
2,878.5 |
|
| R1 |
2,891.0 |
2,891.0 |
2,875.8 |
2,885.0 |
| PP |
2,879.0 |
2,879.0 |
2,879.0 |
2,876.0 |
| S1 |
2,861.0 |
2,861.0 |
2,870.3 |
2,855.0 |
| S2 |
2,849.0 |
2,849.0 |
2,867.5 |
|
| S3 |
2,819.0 |
2,831.0 |
2,864.8 |
|
| S4 |
2,789.0 |
2,801.0 |
2,856.5 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,090.7 |
3,060.3 |
2,934.3 |
|
| R3 |
3,024.7 |
2,994.3 |
2,916.2 |
|
| R2 |
2,958.7 |
2,958.7 |
2,910.1 |
|
| R1 |
2,928.3 |
2,928.3 |
2,904.1 |
2,931.0 |
| PP |
2,892.7 |
2,892.7 |
2,892.7 |
2,894.0 |
| S1 |
2,862.3 |
2,862.3 |
2,892.0 |
2,865.0 |
| S2 |
2,826.7 |
2,826.7 |
2,885.9 |
|
| S3 |
2,760.7 |
2,796.3 |
2,879.9 |
|
| S4 |
2,694.7 |
2,730.3 |
2,861.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,923.0 |
2,857.0 |
66.0 |
2.3% |
34.0 |
1.2% |
24% |
False |
False |
1,213,959 |
| 10 |
2,923.0 |
2,762.0 |
161.0 |
5.6% |
40.1 |
1.4% |
69% |
False |
False |
1,126,927 |
| 20 |
2,923.0 |
2,674.0 |
249.0 |
8.7% |
46.6 |
1.6% |
80% |
False |
False |
1,246,957 |
| 40 |
3,008.0 |
2,597.0 |
411.0 |
14.3% |
62.4 |
2.2% |
67% |
False |
False |
1,512,781 |
| 60 |
3,044.0 |
2,597.0 |
447.0 |
15.6% |
55.0 |
1.9% |
62% |
False |
False |
1,278,742 |
| 80 |
3,044.0 |
2,597.0 |
447.0 |
15.6% |
54.2 |
1.9% |
62% |
False |
False |
966,537 |
| 100 |
3,044.0 |
2,597.0 |
447.0 |
15.6% |
54.6 |
1.9% |
62% |
False |
False |
774,250 |
| 120 |
3,044.0 |
2,597.0 |
447.0 |
15.6% |
53.8 |
1.9% |
62% |
False |
False |
645,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,024.5 |
|
2.618 |
2,975.5 |
|
1.618 |
2,945.5 |
|
1.000 |
2,927.0 |
|
0.618 |
2,915.5 |
|
HIGH |
2,897.0 |
|
0.618 |
2,885.5 |
|
0.500 |
2,882.0 |
|
0.382 |
2,878.5 |
|
LOW |
2,867.0 |
|
0.618 |
2,848.5 |
|
1.000 |
2,837.0 |
|
1.618 |
2,818.5 |
|
2.618 |
2,788.5 |
|
4.250 |
2,739.5 |
|
|
| Fisher Pivots for day following 15-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,882.0 |
2,895.0 |
| PP |
2,879.0 |
2,887.7 |
| S1 |
2,876.0 |
2,880.3 |
|