| Trading Metrics calculated at close of trading on 31-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,878.0 |
2,873.0 |
-5.0 |
-0.2% |
2,814.0 |
| High |
2,899.0 |
2,877.0 |
-22.0 |
-0.8% |
2,884.0 |
| Low |
2,862.0 |
2,837.0 |
-25.0 |
-0.9% |
2,776.0 |
| Close |
2,871.0 |
2,851.0 |
-20.0 |
-0.7% |
2,864.0 |
| Range |
37.0 |
40.0 |
3.0 |
8.1% |
108.0 |
| ATR |
43.7 |
43.4 |
-0.3 |
-0.6% |
0.0 |
| Volume |
806,811 |
1,143,625 |
336,814 |
41.7% |
5,825,362 |
|
| Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,975.0 |
2,953.0 |
2,873.0 |
|
| R3 |
2,935.0 |
2,913.0 |
2,862.0 |
|
| R2 |
2,895.0 |
2,895.0 |
2,858.3 |
|
| R1 |
2,873.0 |
2,873.0 |
2,854.7 |
2,864.0 |
| PP |
2,855.0 |
2,855.0 |
2,855.0 |
2,850.5 |
| S1 |
2,833.0 |
2,833.0 |
2,847.3 |
2,824.0 |
| S2 |
2,815.0 |
2,815.0 |
2,843.7 |
|
| S3 |
2,775.0 |
2,793.0 |
2,840.0 |
|
| S4 |
2,735.0 |
2,753.0 |
2,829.0 |
|
|
| 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 |
2,899.0 |
2,830.0 |
69.0 |
2.4% |
38.2 |
1.3% |
30% |
False |
False |
980,082 |
| 10 |
2,899.0 |
2,776.0 |
123.0 |
4.3% |
41.9 |
1.5% |
61% |
False |
False |
1,079,808 |
| 20 |
2,899.0 |
2,718.0 |
181.0 |
6.3% |
39.2 |
1.4% |
73% |
False |
False |
711,757 |
| 40 |
2,899.0 |
2,528.0 |
371.0 |
13.0% |
47.1 |
1.7% |
87% |
False |
False |
358,184 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
15.7% |
50.8 |
1.8% |
72% |
False |
False |
239,472 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.7% |
47.6 |
1.7% |
72% |
False |
False |
181,181 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.7% |
45.3 |
1.6% |
72% |
False |
False |
145,071 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
15.7% |
47.1 |
1.7% |
72% |
False |
False |
120,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,047.0 |
|
2.618 |
2,981.7 |
|
1.618 |
2,941.7 |
|
1.000 |
2,917.0 |
|
0.618 |
2,901.7 |
|
HIGH |
2,877.0 |
|
0.618 |
2,861.7 |
|
0.500 |
2,857.0 |
|
0.382 |
2,852.3 |
|
LOW |
2,837.0 |
|
0.618 |
2,812.3 |
|
1.000 |
2,797.0 |
|
1.618 |
2,772.3 |
|
2.618 |
2,732.3 |
|
4.250 |
2,667.0 |
|
|
| Fisher Pivots for day following 31-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,857.0 |
2,868.0 |
| PP |
2,855.0 |
2,862.3 |
| S1 |
2,853.0 |
2,856.7 |
|