| 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 |
1,110.0 |
1,101.7 |
-8.3 |
-0.7% |
1,136.0 |
| High |
1,119.5 |
1,108.7 |
-10.8 |
-1.0% |
1,138.0 |
| Low |
1,097.3 |
1,101.0 |
3.7 |
0.3% |
1,097.3 |
| Close |
1,101.7 |
1,105.4 |
3.7 |
0.3% |
1,101.7 |
| Range |
22.2 |
7.7 |
-14.5 |
-65.3% |
40.7 |
| ATR |
20.1 |
19.2 |
-0.9 |
-4.4% |
0.0 |
| Volume |
136,646 |
159,858 |
23,212 |
17.0% |
782,577 |
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,128.1 |
1,124.5 |
1,109.6 |
|
| R3 |
1,120.4 |
1,116.8 |
1,107.5 |
|
| R2 |
1,112.7 |
1,112.7 |
1,106.8 |
|
| R1 |
1,109.1 |
1,109.1 |
1,106.1 |
1,110.9 |
| PP |
1,105.0 |
1,105.0 |
1,105.0 |
1,106.0 |
| S1 |
1,101.4 |
1,101.4 |
1,104.7 |
1,103.2 |
| S2 |
1,097.3 |
1,097.3 |
1,104.0 |
|
| S3 |
1,089.6 |
1,093.7 |
1,103.3 |
|
| S4 |
1,081.9 |
1,086.0 |
1,101.2 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,234.4 |
1,208.8 |
1,124.1 |
|
| R3 |
1,193.7 |
1,168.1 |
1,112.9 |
|
| R2 |
1,153.0 |
1,153.0 |
1,109.2 |
|
| R1 |
1,127.4 |
1,127.4 |
1,105.4 |
1,119.9 |
| PP |
1,112.3 |
1,112.3 |
1,112.3 |
1,108.6 |
| S1 |
1,086.7 |
1,086.7 |
1,098.0 |
1,079.2 |
| S2 |
1,071.6 |
1,071.6 |
1,094.2 |
|
| S3 |
1,030.9 |
1,046.0 |
1,090.5 |
|
| S4 |
990.2 |
1,005.3 |
1,079.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,128.3 |
1,097.3 |
31.0 |
2.8% |
16.6 |
1.5% |
26% |
False |
False |
158,480 |
| 10 |
1,145.8 |
1,097.3 |
48.5 |
4.4% |
16.9 |
1.5% |
17% |
False |
False |
157,367 |
| 20 |
1,145.8 |
1,088.5 |
57.3 |
5.2% |
19.4 |
1.8% |
29% |
False |
False |
162,496 |
| 40 |
1,147.0 |
1,044.5 |
102.5 |
9.3% |
20.9 |
1.9% |
59% |
False |
False |
145,587 |
| 60 |
1,166.7 |
1,044.5 |
122.2 |
11.1% |
20.9 |
1.9% |
50% |
False |
False |
100,305 |
| 80 |
1,229.0 |
1,044.5 |
184.5 |
16.7% |
22.2 |
2.0% |
33% |
False |
False |
76,292 |
| 100 |
1,229.0 |
1,029.0 |
200.0 |
18.1% |
21.1 |
1.9% |
38% |
False |
False |
61,415 |
| 120 |
1,229.0 |
989.3 |
239.7 |
21.7% |
20.1 |
1.8% |
48% |
False |
False |
51,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,141.4 |
|
2.618 |
1,128.9 |
|
1.618 |
1,121.2 |
|
1.000 |
1,116.4 |
|
0.618 |
1,113.5 |
|
HIGH |
1,108.7 |
|
0.618 |
1,105.8 |
|
0.500 |
1,104.9 |
|
0.382 |
1,103.9 |
|
LOW |
1,101.0 |
|
0.618 |
1,096.2 |
|
1.000 |
1,093.3 |
|
1.618 |
1,088.5 |
|
2.618 |
1,080.8 |
|
4.250 |
1,068.3 |
|
|
| Fisher Pivots for day following 15-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,105.2 |
1,108.4 |
| PP |
1,105.0 |
1,107.4 |
| S1 |
1,104.9 |
1,106.4 |
|