| Trading Metrics calculated at close of trading on 24-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,817.0 |
2,844.0 |
27.0 |
1.0% |
2,824.0 |
| High |
2,856.0 |
2,850.0 |
-6.0 |
-0.2% |
2,870.0 |
| Low |
2,814.0 |
2,797.0 |
-17.0 |
-0.6% |
2,795.0 |
| Close |
2,842.0 |
2,833.0 |
-9.0 |
-0.3% |
2,824.0 |
| Range |
42.0 |
53.0 |
11.0 |
26.2% |
75.0 |
| ATR |
45.4 |
45.9 |
0.5 |
1.2% |
0.0 |
| Volume |
1,057,553 |
1,444,486 |
386,933 |
36.6% |
4,948,488 |
|
| Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,985.7 |
2,962.3 |
2,862.2 |
|
| R3 |
2,932.7 |
2,909.3 |
2,847.6 |
|
| R2 |
2,879.7 |
2,879.7 |
2,842.7 |
|
| R1 |
2,856.3 |
2,856.3 |
2,837.9 |
2,841.5 |
| PP |
2,826.7 |
2,826.7 |
2,826.7 |
2,819.3 |
| S1 |
2,803.3 |
2,803.3 |
2,828.1 |
2,788.5 |
| S2 |
2,773.7 |
2,773.7 |
2,823.3 |
|
| S3 |
2,720.7 |
2,750.3 |
2,818.4 |
|
| S4 |
2,667.7 |
2,697.3 |
2,803.9 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,054.7 |
3,014.3 |
2,865.3 |
|
| R3 |
2,979.7 |
2,939.3 |
2,844.6 |
|
| R2 |
2,904.7 |
2,904.7 |
2,837.8 |
|
| R1 |
2,864.3 |
2,864.3 |
2,830.9 |
2,861.5 |
| PP |
2,829.7 |
2,829.7 |
2,829.7 |
2,828.3 |
| S1 |
2,789.3 |
2,789.3 |
2,817.1 |
2,786.5 |
| S2 |
2,754.7 |
2,754.7 |
2,810.3 |
|
| S3 |
2,679.7 |
2,714.3 |
2,803.4 |
|
| S4 |
2,604.7 |
2,639.3 |
2,782.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,862.0 |
2,776.0 |
86.0 |
3.0% |
45.6 |
1.6% |
66% |
False |
False |
1,179,534 |
| 10 |
2,870.0 |
2,776.0 |
94.0 |
3.3% |
37.7 |
1.3% |
61% |
False |
False |
888,701 |
| 20 |
2,870.0 |
2,604.0 |
266.0 |
9.4% |
40.7 |
1.4% |
86% |
False |
False |
467,607 |
| 40 |
2,870.0 |
2,528.0 |
342.0 |
12.1% |
50.5 |
1.8% |
89% |
False |
False |
235,974 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
15.8% |
49.6 |
1.8% |
68% |
False |
False |
157,855 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.8% |
48.5 |
1.7% |
68% |
False |
False |
119,948 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.8% |
47.1 |
1.7% |
68% |
False |
False |
96,096 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
15.8% |
47.1 |
1.7% |
68% |
False |
False |
80,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,075.3 |
|
2.618 |
2,988.8 |
|
1.618 |
2,935.8 |
|
1.000 |
2,903.0 |
|
0.618 |
2,882.8 |
|
HIGH |
2,850.0 |
|
0.618 |
2,829.8 |
|
0.500 |
2,823.5 |
|
0.382 |
2,817.2 |
|
LOW |
2,797.0 |
|
0.618 |
2,764.2 |
|
1.000 |
2,744.0 |
|
1.618 |
2,711.2 |
|
2.618 |
2,658.2 |
|
4.250 |
2,571.8 |
|
|
| Fisher Pivots for day following 24-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,829.8 |
2,827.3 |
| PP |
2,826.7 |
2,821.7 |
| S1 |
2,823.5 |
2,816.0 |
|