| Trading Metrics calculated at close of trading on 18-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,920.0 |
2,927.0 |
7.0 |
0.2% |
2,898.0 |
| High |
2,942.0 |
2,932.0 |
-10.0 |
-0.3% |
2,923.0 |
| Low |
2,914.0 |
2,902.0 |
-12.0 |
-0.4% |
2,857.0 |
| Close |
2,930.0 |
2,914.0 |
-16.0 |
-0.5% |
2,898.0 |
| Range |
28.0 |
30.0 |
2.0 |
7.1% |
66.0 |
| ATR |
48.8 |
47.5 |
-1.3 |
-2.8% |
0.0 |
| Volume |
1,905,940 |
1,283,283 |
-622,657 |
-32.7% |
5,394,803 |
|
| Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,006.0 |
2,990.0 |
2,930.5 |
|
| R3 |
2,976.0 |
2,960.0 |
2,922.3 |
|
| R2 |
2,946.0 |
2,946.0 |
2,919.5 |
|
| R1 |
2,930.0 |
2,930.0 |
2,916.8 |
2,923.0 |
| PP |
2,916.0 |
2,916.0 |
2,916.0 |
2,912.5 |
| S1 |
2,900.0 |
2,900.0 |
2,911.3 |
2,893.0 |
| S2 |
2,886.0 |
2,886.0 |
2,908.5 |
|
| S3 |
2,856.0 |
2,870.0 |
2,905.8 |
|
| S4 |
2,826.0 |
2,840.0 |
2,897.5 |
|
|
| 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 |
2,942.0 |
2,867.0 |
75.0 |
2.6% |
30.6 |
1.1% |
63% |
False |
False |
1,513,916 |
| 10 |
2,942.0 |
2,821.0 |
121.0 |
4.2% |
36.0 |
1.2% |
77% |
False |
False |
1,305,698 |
| 20 |
2,942.0 |
2,674.0 |
268.0 |
9.2% |
43.3 |
1.5% |
90% |
False |
False |
1,277,044 |
| 40 |
2,947.0 |
2,597.0 |
350.0 |
12.0% |
58.5 |
2.0% |
91% |
False |
False |
1,524,183 |
| 60 |
3,044.0 |
2,597.0 |
447.0 |
15.3% |
54.2 |
1.9% |
71% |
False |
False |
1,317,583 |
| 80 |
3,044.0 |
2,597.0 |
447.0 |
15.3% |
54.3 |
1.9% |
71% |
False |
False |
1,028,577 |
| 100 |
3,044.0 |
2,597.0 |
447.0 |
15.3% |
53.9 |
1.9% |
71% |
False |
False |
823,899 |
| 120 |
3,044.0 |
2,597.0 |
447.0 |
15.3% |
53.7 |
1.8% |
71% |
False |
False |
686,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,059.5 |
|
2.618 |
3,010.5 |
|
1.618 |
2,980.5 |
|
1.000 |
2,962.0 |
|
0.618 |
2,950.5 |
|
HIGH |
2,932.0 |
|
0.618 |
2,920.5 |
|
0.500 |
2,917.0 |
|
0.382 |
2,913.5 |
|
LOW |
2,902.0 |
|
0.618 |
2,883.5 |
|
1.000 |
2,872.0 |
|
1.618 |
2,853.5 |
|
2.618 |
2,823.5 |
|
4.250 |
2,774.5 |
|
|
| Fisher Pivots for day following 18-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,917.0 |
2,913.3 |
| PP |
2,916.0 |
2,912.7 |
| S1 |
2,915.0 |
2,912.0 |
|