| 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 |
2,835.0 |
2,824.0 |
-11.0 |
-0.4% |
2,823.0 |
| High |
2,850.0 |
2,824.0 |
-26.0 |
-0.9% |
2,850.0 |
| Low |
2,819.0 |
2,795.0 |
-24.0 |
-0.9% |
2,786.0 |
| Close |
2,826.0 |
2,801.0 |
-25.0 |
-0.9% |
2,826.0 |
| Range |
31.0 |
29.0 |
-2.0 |
-6.5% |
64.0 |
| ATR |
48.1 |
46.9 |
-1.2 |
-2.5% |
0.0 |
| Volume |
139,992 |
609,966 |
469,974 |
335.7% |
671,604 |
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,893.7 |
2,876.3 |
2,817.0 |
|
| R3 |
2,864.7 |
2,847.3 |
2,809.0 |
|
| R2 |
2,835.7 |
2,835.7 |
2,806.3 |
|
| R1 |
2,818.3 |
2,818.3 |
2,803.7 |
2,812.5 |
| PP |
2,806.7 |
2,806.7 |
2,806.7 |
2,803.8 |
| S1 |
2,789.3 |
2,789.3 |
2,798.3 |
2,783.5 |
| S2 |
2,777.7 |
2,777.7 |
2,795.7 |
|
| S3 |
2,748.7 |
2,760.3 |
2,793.0 |
|
| S4 |
2,719.7 |
2,731.3 |
2,785.1 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,012.7 |
2,983.3 |
2,861.2 |
|
| R3 |
2,948.7 |
2,919.3 |
2,843.6 |
|
| R2 |
2,884.7 |
2,884.7 |
2,837.7 |
|
| R1 |
2,855.3 |
2,855.3 |
2,831.9 |
2,870.0 |
| PP |
2,820.7 |
2,820.7 |
2,820.7 |
2,828.0 |
| S1 |
2,791.3 |
2,791.3 |
2,820.1 |
2,806.0 |
| S2 |
2,756.7 |
2,756.7 |
2,814.3 |
|
| S3 |
2,692.7 |
2,727.3 |
2,808.4 |
|
| S4 |
2,628.7 |
2,663.3 |
2,790.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,850.0 |
2,786.0 |
64.0 |
2.3% |
32.8 |
1.2% |
23% |
False |
False |
251,330 |
| 10 |
2,850.0 |
2,692.0 |
158.0 |
5.6% |
38.6 |
1.4% |
69% |
False |
False |
132,385 |
| 20 |
2,850.0 |
2,604.0 |
246.0 |
8.8% |
42.8 |
1.5% |
80% |
False |
False |
69,136 |
| 40 |
2,934.0 |
2,528.0 |
406.0 |
14.5% |
56.5 |
2.0% |
67% |
False |
False |
35,947 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
16.0% |
49.8 |
1.8% |
61% |
False |
False |
25,521 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
16.0% |
47.4 |
1.7% |
61% |
False |
False |
19,805 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
16.0% |
48.5 |
1.7% |
61% |
False |
False |
15,961 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
16.0% |
47.6 |
1.7% |
61% |
False |
False |
13,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,947.3 |
|
2.618 |
2,899.9 |
|
1.618 |
2,870.9 |
|
1.000 |
2,853.0 |
|
0.618 |
2,841.9 |
|
HIGH |
2,824.0 |
|
0.618 |
2,812.9 |
|
0.500 |
2,809.5 |
|
0.382 |
2,806.1 |
|
LOW |
2,795.0 |
|
0.618 |
2,777.1 |
|
1.000 |
2,766.0 |
|
1.618 |
2,748.1 |
|
2.618 |
2,719.1 |
|
4.250 |
2,671.8 |
|
|
| Fisher Pivots for day following 15-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,809.5 |
2,822.5 |
| PP |
2,806.7 |
2,815.3 |
| S1 |
2,803.8 |
2,808.2 |
|