| Trading Metrics calculated at close of trading on 16-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,893.0 |
2,892.0 |
-1.0 |
0.0% |
2,898.0 |
| High |
2,897.0 |
2,915.0 |
18.0 |
0.6% |
2,923.0 |
| Low |
2,867.0 |
2,882.0 |
15.0 |
0.5% |
2,857.0 |
| Close |
2,873.0 |
2,907.0 |
34.0 |
1.2% |
2,898.0 |
| Range |
30.0 |
33.0 |
3.0 |
10.0% |
66.0 |
| ATR |
50.5 |
49.9 |
-0.6 |
-1.2% |
0.0 |
| Volume |
1,483,009 |
1,776,530 |
293,521 |
19.8% |
5,394,803 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,000.3 |
2,986.7 |
2,925.2 |
|
| R3 |
2,967.3 |
2,953.7 |
2,916.1 |
|
| R2 |
2,934.3 |
2,934.3 |
2,913.1 |
|
| R1 |
2,920.7 |
2,920.7 |
2,910.0 |
2,927.5 |
| PP |
2,901.3 |
2,901.3 |
2,901.3 |
2,904.8 |
| S1 |
2,887.7 |
2,887.7 |
2,904.0 |
2,894.5 |
| S2 |
2,868.3 |
2,868.3 |
2,901.0 |
|
| S3 |
2,835.3 |
2,854.7 |
2,897.9 |
|
| S4 |
2,802.3 |
2,821.7 |
2,888.9 |
|
|
| 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 |
2,867.0 |
56.0 |
1.9% |
33.0 |
1.1% |
71% |
False |
False |
1,360,689 |
| 10 |
2,923.0 |
2,776.0 |
147.0 |
5.1% |
39.6 |
1.4% |
89% |
False |
False |
1,203,405 |
| 20 |
2,923.0 |
2,674.0 |
249.0 |
8.6% |
44.9 |
1.5% |
94% |
False |
False |
1,258,182 |
| 40 |
3,003.0 |
2,597.0 |
406.0 |
14.0% |
61.2 |
2.1% |
76% |
False |
False |
1,519,376 |
| 60 |
3,044.0 |
2,597.0 |
447.0 |
15.4% |
55.0 |
1.9% |
69% |
False |
False |
1,299,627 |
| 80 |
3,044.0 |
2,597.0 |
447.0 |
15.4% |
54.2 |
1.9% |
69% |
False |
False |
988,722 |
| 100 |
3,044.0 |
2,597.0 |
447.0 |
15.4% |
54.6 |
1.9% |
69% |
False |
False |
792,014 |
| 120 |
3,044.0 |
2,597.0 |
447.0 |
15.4% |
53.8 |
1.9% |
69% |
False |
False |
660,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,055.3 |
|
2.618 |
3,001.4 |
|
1.618 |
2,968.4 |
|
1.000 |
2,948.0 |
|
0.618 |
2,935.4 |
|
HIGH |
2,915.0 |
|
0.618 |
2,902.4 |
|
0.500 |
2,898.5 |
|
0.382 |
2,894.6 |
|
LOW |
2,882.0 |
|
0.618 |
2,861.6 |
|
1.000 |
2,849.0 |
|
1.618 |
2,828.6 |
|
2.618 |
2,795.6 |
|
4.250 |
2,741.8 |
|
|
| Fisher Pivots for day following 16-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,904.2 |
2,903.0 |
| PP |
2,901.3 |
2,899.0 |
| S1 |
2,898.5 |
2,895.0 |
|