| 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 |
2,844.0 |
2,838.0 |
-6.0 |
-0.2% |
2,824.0 |
| High |
2,850.0 |
2,884.0 |
34.0 |
1.2% |
2,870.0 |
| Low |
2,797.0 |
2,830.0 |
33.0 |
1.2% |
2,795.0 |
| Close |
2,833.0 |
2,875.0 |
42.0 |
1.5% |
2,824.0 |
| Range |
53.0 |
54.0 |
1.0 |
1.9% |
75.0 |
| ATR |
45.9 |
46.5 |
0.6 |
1.3% |
0.0 |
| Volume |
1,444,486 |
1,120,512 |
-323,974 |
-22.4% |
4,948,488 |
|
| Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,025.0 |
3,004.0 |
2,904.7 |
|
| R3 |
2,971.0 |
2,950.0 |
2,889.9 |
|
| R2 |
2,917.0 |
2,917.0 |
2,884.9 |
|
| R1 |
2,896.0 |
2,896.0 |
2,880.0 |
2,906.5 |
| PP |
2,863.0 |
2,863.0 |
2,863.0 |
2,868.3 |
| S1 |
2,842.0 |
2,842.0 |
2,870.1 |
2,852.5 |
| S2 |
2,809.0 |
2,809.0 |
2,865.1 |
|
| S3 |
2,755.0 |
2,788.0 |
2,860.2 |
|
| S4 |
2,701.0 |
2,734.0 |
2,845.3 |
|
|
| 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 |
2,884.0 |
2,776.0 |
108.0 |
3.8% |
50.6 |
1.8% |
92% |
True |
False |
1,224,698 |
| 10 |
2,884.0 |
2,776.0 |
108.0 |
3.8% |
40.1 |
1.4% |
92% |
True |
False |
988,770 |
| 20 |
2,884.0 |
2,621.0 |
263.0 |
9.1% |
40.0 |
1.4% |
97% |
True |
False |
523,178 |
| 40 |
2,884.0 |
2,528.0 |
356.0 |
12.4% |
49.4 |
1.7% |
97% |
True |
False |
263,872 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
15.5% |
50.3 |
1.7% |
78% |
False |
False |
176,529 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.5% |
47.8 |
1.7% |
78% |
False |
False |
133,953 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.5% |
46.2 |
1.6% |
78% |
False |
False |
107,297 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
15.5% |
47.2 |
1.6% |
78% |
False |
False |
89,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,113.5 |
|
2.618 |
3,025.4 |
|
1.618 |
2,971.4 |
|
1.000 |
2,938.0 |
|
0.618 |
2,917.4 |
|
HIGH |
2,884.0 |
|
0.618 |
2,863.4 |
|
0.500 |
2,857.0 |
|
0.382 |
2,850.6 |
|
LOW |
2,830.0 |
|
0.618 |
2,796.6 |
|
1.000 |
2,776.0 |
|
1.618 |
2,742.6 |
|
2.618 |
2,688.6 |
|
4.250 |
2,600.5 |
|
|
| Fisher Pivots for day following 25-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,869.0 |
2,863.5 |
| PP |
2,863.0 |
2,852.0 |
| S1 |
2,857.0 |
2,840.5 |
|