| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
21,312 |
21,240 |
-72 |
-0.3% |
21,100 |
| High |
21,330 |
21,248 |
-82 |
-0.4% |
21,330 |
| Low |
20,990 |
21,085 |
95 |
0.5% |
20,990 |
| Close |
21,127 |
21,192 |
65 |
0.3% |
21,192 |
| Range |
340 |
163 |
-177 |
-52.1% |
340 |
| ATR |
364 |
350 |
-14 |
-3.9% |
0 |
| Volume |
70,237 |
52,299 |
-17,938 |
-25.5% |
293,644 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,664 |
21,591 |
21,282 |
|
| R3 |
21,501 |
21,428 |
21,237 |
|
| R2 |
21,338 |
21,338 |
21,222 |
|
| R1 |
21,265 |
21,265 |
21,207 |
21,220 |
| PP |
21,175 |
21,175 |
21,175 |
21,153 |
| S1 |
21,102 |
21,102 |
21,177 |
21,057 |
| S2 |
21,012 |
21,012 |
21,162 |
|
| S3 |
20,849 |
20,939 |
21,147 |
|
| S4 |
20,686 |
20,776 |
21,102 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,191 |
22,031 |
21,379 |
|
| R3 |
21,851 |
21,691 |
21,286 |
|
| R2 |
21,511 |
21,511 |
21,254 |
|
| R1 |
21,351 |
21,351 |
21,223 |
21,431 |
| PP |
21,171 |
21,171 |
21,171 |
21,211 |
| S1 |
21,011 |
21,011 |
21,161 |
21,091 |
| S2 |
20,831 |
20,831 |
21,130 |
|
| S3 |
20,491 |
20,671 |
21,099 |
|
| S4 |
20,151 |
20,331 |
21,005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,330 |
20,990 |
340 |
1.6% |
211 |
1.0% |
59% |
False |
False |
58,728 |
| 10 |
21,330 |
20,545 |
785 |
3.7% |
244 |
1.1% |
82% |
False |
False |
62,157 |
| 20 |
21,330 |
19,773 |
1,557 |
7.3% |
292 |
1.4% |
91% |
False |
False |
46,124 |
| 40 |
22,004 |
19,320 |
2,684 |
12.7% |
326 |
1.5% |
70% |
False |
False |
23,626 |
| 60 |
22,637 |
19,320 |
3,317 |
15.7% |
319 |
1.5% |
56% |
False |
False |
15,892 |
| 80 |
23,020 |
19,320 |
3,700 |
17.5% |
318 |
1.5% |
51% |
False |
False |
11,952 |
| 100 |
23,020 |
19,320 |
3,700 |
17.5% |
299 |
1.4% |
51% |
False |
False |
9,574 |
| 120 |
23,020 |
19,320 |
3,700 |
17.5% |
275 |
1.3% |
51% |
False |
False |
7,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,941 |
|
2.618 |
21,675 |
|
1.618 |
21,512 |
|
1.000 |
21,411 |
|
0.618 |
21,349 |
|
HIGH |
21,248 |
|
0.618 |
21,186 |
|
0.500 |
21,167 |
|
0.382 |
21,147 |
|
LOW |
21,085 |
|
0.618 |
20,984 |
|
1.000 |
20,922 |
|
1.618 |
20,821 |
|
2.618 |
20,658 |
|
4.250 |
20,392 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
21,184 |
21,181 |
| PP |
21,175 |
21,171 |
| S1 |
21,167 |
21,160 |
|