| Trading Metrics calculated at close of trading on 25-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,102.2 |
1,087.4 |
-14.8 |
-1.3% |
1,101.7 |
| High |
1,106.0 |
1,095.6 |
-10.4 |
-0.9% |
1,133.9 |
| Low |
1,084.8 |
1,085.5 |
0.7 |
0.1% |
1,101.0 |
| Close |
1,088.8 |
1,092.9 |
4.1 |
0.4% |
1,107.6 |
| Range |
21.2 |
10.1 |
-11.1 |
-52.4% |
32.9 |
| ATR |
18.9 |
18.3 |
-0.6 |
-3.3% |
0.0 |
| Volume |
146,151 |
178,057 |
31,906 |
21.8% |
686,792 |
|
| Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,121.6 |
1,117.4 |
1,098.5 |
|
| R3 |
1,111.5 |
1,107.3 |
1,095.7 |
|
| R2 |
1,101.4 |
1,101.4 |
1,094.8 |
|
| R1 |
1,097.2 |
1,097.2 |
1,093.8 |
1,099.3 |
| PP |
1,091.3 |
1,091.3 |
1,091.3 |
1,092.4 |
| S1 |
1,087.1 |
1,087.1 |
1,092.0 |
1,089.2 |
| S2 |
1,081.2 |
1,081.2 |
1,091.0 |
|
| S3 |
1,071.1 |
1,077.0 |
1,090.1 |
|
| S4 |
1,061.0 |
1,066.9 |
1,087.3 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,212.9 |
1,193.1 |
1,125.7 |
|
| R3 |
1,180.0 |
1,160.2 |
1,116.6 |
|
| R2 |
1,147.1 |
1,147.1 |
1,113.6 |
|
| R1 |
1,127.3 |
1,127.3 |
1,110.6 |
1,137.2 |
| PP |
1,114.2 |
1,114.2 |
1,114.2 |
1,119.1 |
| S1 |
1,094.4 |
1,094.4 |
1,104.6 |
1,104.3 |
| S2 |
1,081.3 |
1,081.3 |
1,101.6 |
|
| S3 |
1,048.4 |
1,061.5 |
1,098.6 |
|
| S4 |
1,015.5 |
1,028.6 |
1,089.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,127.5 |
1,084.8 |
42.7 |
3.9% |
17.7 |
1.6% |
19% |
False |
False |
156,750 |
| 10 |
1,133.9 |
1,084.8 |
49.1 |
4.5% |
16.6 |
1.5% |
16% |
False |
False |
148,320 |
| 20 |
1,145.8 |
1,084.8 |
61.0 |
5.6% |
16.6 |
1.5% |
13% |
False |
False |
154,836 |
| 40 |
1,145.8 |
1,044.5 |
101.3 |
9.3% |
20.3 |
1.9% |
48% |
False |
False |
166,095 |
| 60 |
1,166.7 |
1,044.5 |
122.2 |
11.2% |
20.1 |
1.8% |
40% |
False |
False |
119,461 |
| 80 |
1,229.0 |
1,044.5 |
184.5 |
16.9% |
21.6 |
2.0% |
26% |
False |
False |
90,702 |
| 100 |
1,229.0 |
1,037.7 |
191.3 |
17.5% |
21.2 |
1.9% |
29% |
False |
False |
73,154 |
| 120 |
1,229.0 |
989.3 |
239.7 |
21.9% |
20.3 |
1.9% |
43% |
False |
False |
61,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,138.5 |
|
2.618 |
1,122.0 |
|
1.618 |
1,111.9 |
|
1.000 |
1,105.7 |
|
0.618 |
1,101.8 |
|
HIGH |
1,095.6 |
|
0.618 |
1,091.7 |
|
0.500 |
1,090.6 |
|
0.382 |
1,089.4 |
|
LOW |
1,085.5 |
|
0.618 |
1,079.3 |
|
1.000 |
1,075.4 |
|
1.618 |
1,069.2 |
|
2.618 |
1,059.1 |
|
4.250 |
1,042.6 |
|
|
| Fisher Pivots for day following 25-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,092.1 |
1,096.4 |
| PP |
1,091.3 |
1,095.2 |
| S1 |
1,090.6 |
1,094.1 |
|