| Trading Metrics calculated at close of trading on 26-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,838.0 |
2,860.0 |
22.0 |
0.8% |
2,814.0 |
| High |
2,884.0 |
2,882.0 |
-2.0 |
-0.1% |
2,884.0 |
| Low |
2,830.0 |
2,856.0 |
26.0 |
0.9% |
2,776.0 |
| Close |
2,875.0 |
2,864.0 |
-11.0 |
-0.4% |
2,864.0 |
| Range |
54.0 |
26.0 |
-28.0 |
-51.9% |
108.0 |
| ATR |
46.5 |
45.0 |
-1.5 |
-3.1% |
0.0 |
| Volume |
1,120,512 |
1,026,140 |
-94,372 |
-8.4% |
5,825,362 |
|
| Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,945.3 |
2,930.7 |
2,878.3 |
|
| R3 |
2,919.3 |
2,904.7 |
2,871.2 |
|
| R2 |
2,893.3 |
2,893.3 |
2,868.8 |
|
| R1 |
2,878.7 |
2,878.7 |
2,866.4 |
2,886.0 |
| PP |
2,867.3 |
2,867.3 |
2,867.3 |
2,871.0 |
| S1 |
2,852.7 |
2,852.7 |
2,861.6 |
2,860.0 |
| S2 |
2,841.3 |
2,841.3 |
2,859.2 |
|
| S3 |
2,815.3 |
2,826.7 |
2,856.9 |
|
| S4 |
2,789.3 |
2,800.7 |
2,849.7 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,165.3 |
3,122.7 |
2,923.4 |
|
| R3 |
3,057.3 |
3,014.7 |
2,893.7 |
|
| R2 |
2,949.3 |
2,949.3 |
2,883.8 |
|
| R1 |
2,906.7 |
2,906.7 |
2,873.9 |
2,928.0 |
| PP |
2,841.3 |
2,841.3 |
2,841.3 |
2,852.0 |
| S1 |
2,798.7 |
2,798.7 |
2,854.1 |
2,820.0 |
| S2 |
2,733.3 |
2,733.3 |
2,844.2 |
|
| S3 |
2,625.3 |
2,690.7 |
2,834.3 |
|
| S4 |
2,517.3 |
2,582.7 |
2,804.6 |
|
|
| 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% |
45.6 |
1.6% |
81% |
False |
False |
1,165,072 |
| 10 |
2,884.0 |
2,776.0 |
108.0 |
3.8% |
39.6 |
1.4% |
81% |
False |
False |
1,077,385 |
| 20 |
2,884.0 |
2,668.0 |
216.0 |
7.5% |
39.4 |
1.4% |
91% |
False |
False |
574,470 |
| 40 |
2,884.0 |
2,528.0 |
356.0 |
12.4% |
48.3 |
1.7% |
94% |
False |
False |
289,485 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
15.6% |
50.2 |
1.8% |
75% |
False |
False |
193,622 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.6% |
47.6 |
1.7% |
75% |
False |
False |
146,779 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.6% |
45.8 |
1.6% |
75% |
False |
False |
117,556 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
15.6% |
47.2 |
1.6% |
75% |
False |
False |
98,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,992.5 |
|
2.618 |
2,950.1 |
|
1.618 |
2,924.1 |
|
1.000 |
2,908.0 |
|
0.618 |
2,898.1 |
|
HIGH |
2,882.0 |
|
0.618 |
2,872.1 |
|
0.500 |
2,869.0 |
|
0.382 |
2,865.9 |
|
LOW |
2,856.0 |
|
0.618 |
2,839.9 |
|
1.000 |
2,830.0 |
|
1.618 |
2,813.9 |
|
2.618 |
2,787.9 |
|
4.250 |
2,745.5 |
|
|
| Fisher Pivots for day following 26-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,869.0 |
2,856.2 |
| PP |
2,867.3 |
2,848.3 |
| S1 |
2,865.7 |
2,840.5 |
|