| Trading Metrics calculated at close of trading on 19-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,927.0 |
2,934.0 |
7.0 |
0.2% |
2,893.0 |
| High |
2,932.0 |
2,934.0 |
2.0 |
0.1% |
2,942.0 |
| Low |
2,902.0 |
2,914.0 |
12.0 |
0.4% |
2,867.0 |
| Close |
2,914.0 |
2,931.4 |
17.4 |
0.6% |
2,931.4 |
| Range |
30.0 |
20.0 |
-10.0 |
-33.3% |
75.0 |
| ATR |
47.5 |
45.5 |
-2.0 |
-4.1% |
0.0 |
| Volume |
1,283,283 |
195,085 |
-1,088,198 |
-84.8% |
6,643,847 |
|
| Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,986.5 |
2,978.9 |
2,942.4 |
|
| R3 |
2,966.5 |
2,958.9 |
2,936.9 |
|
| R2 |
2,946.5 |
2,946.5 |
2,935.1 |
|
| R1 |
2,938.9 |
2,938.9 |
2,933.2 |
2,932.7 |
| PP |
2,926.5 |
2,926.5 |
2,926.5 |
2,923.4 |
| S1 |
2,918.9 |
2,918.9 |
2,929.6 |
2,912.7 |
| S2 |
2,906.5 |
2,906.5 |
2,927.7 |
|
| S3 |
2,886.5 |
2,898.9 |
2,925.9 |
|
| S4 |
2,866.5 |
2,878.9 |
2,920.4 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,138.5 |
3,109.9 |
2,972.7 |
|
| R3 |
3,063.5 |
3,034.9 |
2,952.0 |
|
| R2 |
2,988.5 |
2,988.5 |
2,945.2 |
|
| R1 |
2,959.9 |
2,959.9 |
2,938.3 |
2,974.2 |
| PP |
2,913.5 |
2,913.5 |
2,913.5 |
2,920.6 |
| S1 |
2,884.9 |
2,884.9 |
2,924.5 |
2,899.2 |
| S2 |
2,838.5 |
2,838.5 |
2,917.7 |
|
| S3 |
2,763.5 |
2,809.9 |
2,910.8 |
|
| S4 |
2,688.5 |
2,734.9 |
2,890.2 |
|
|
| 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% |
28.2 |
1.0% |
86% |
False |
False |
1,328,769 |
| 10 |
2,942.0 |
2,857.0 |
85.0 |
2.9% |
30.5 |
1.0% |
88% |
False |
False |
1,203,865 |
| 20 |
2,942.0 |
2,674.0 |
268.0 |
9.1% |
41.7 |
1.4% |
96% |
False |
False |
1,211,853 |
| 40 |
2,942.0 |
2,597.0 |
345.0 |
11.8% |
55.9 |
1.9% |
97% |
False |
False |
1,474,826 |
| 60 |
3,044.0 |
2,597.0 |
447.0 |
15.2% |
53.9 |
1.8% |
75% |
False |
False |
1,304,011 |
| 80 |
3,044.0 |
2,597.0 |
447.0 |
15.2% |
53.9 |
1.8% |
75% |
False |
False |
1,031,005 |
| 100 |
3,044.0 |
2,597.0 |
447.0 |
15.2% |
53.6 |
1.8% |
75% |
False |
False |
825,847 |
| 120 |
3,044.0 |
2,597.0 |
447.0 |
15.2% |
53.2 |
1.8% |
75% |
False |
False |
688,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,019.0 |
|
2.618 |
2,986.4 |
|
1.618 |
2,966.4 |
|
1.000 |
2,954.0 |
|
0.618 |
2,946.4 |
|
HIGH |
2,934.0 |
|
0.618 |
2,926.4 |
|
0.500 |
2,924.0 |
|
0.382 |
2,921.6 |
|
LOW |
2,914.0 |
|
0.618 |
2,901.6 |
|
1.000 |
2,894.0 |
|
1.618 |
2,881.6 |
|
2.618 |
2,861.6 |
|
4.250 |
2,829.0 |
|
|
| Fisher Pivots for day following 19-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,928.9 |
2,928.3 |
| PP |
2,926.5 |
2,925.1 |
| S1 |
2,924.0 |
2,922.0 |
|