| Trading Metrics calculated at close of trading on 17-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,145.75 |
1,154.75 |
9.00 |
0.8% |
1,131.75 |
| High |
1,155.75 |
1,165.50 |
9.75 |
0.8% |
1,152.00 |
| Low |
1,144.50 |
1,154.00 |
9.50 |
0.8% |
1,127.00 |
| Close |
1,154.75 |
1,161.00 |
6.25 |
0.5% |
1,146.50 |
| Range |
11.25 |
11.50 |
0.25 |
2.2% |
25.00 |
| ATR |
13.26 |
13.13 |
-0.13 |
-0.9% |
0.00 |
| Volume |
1,693,881 |
2,010,549 |
316,668 |
18.7% |
2,020,860 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,194.75 |
1,189.25 |
1,167.25 |
|
| R3 |
1,183.25 |
1,177.75 |
1,164.25 |
|
| R2 |
1,171.75 |
1,171.75 |
1,163.00 |
|
| R1 |
1,166.25 |
1,166.25 |
1,162.00 |
1,169.00 |
| PP |
1,160.25 |
1,160.25 |
1,160.25 |
1,161.50 |
| S1 |
1,154.75 |
1,154.75 |
1,160.00 |
1,157.50 |
| S2 |
1,148.75 |
1,148.75 |
1,159.00 |
|
| S3 |
1,137.25 |
1,143.25 |
1,157.75 |
|
| S4 |
1,125.75 |
1,131.75 |
1,154.75 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,216.75 |
1,206.75 |
1,160.25 |
|
| R3 |
1,191.75 |
1,181.75 |
1,153.50 |
|
| R2 |
1,166.75 |
1,166.75 |
1,151.00 |
|
| R1 |
1,156.75 |
1,156.75 |
1,148.75 |
1,161.75 |
| PP |
1,141.75 |
1,141.75 |
1,141.75 |
1,144.50 |
| S1 |
1,131.75 |
1,131.75 |
1,144.25 |
1,136.75 |
| S2 |
1,116.75 |
1,116.75 |
1,142.00 |
|
| S3 |
1,091.75 |
1,106.75 |
1,139.50 |
|
| S4 |
1,066.75 |
1,081.75 |
1,132.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,165.50 |
1,134.00 |
31.50 |
2.7% |
11.00 |
0.9% |
86% |
True |
False |
1,479,200 |
| 10 |
1,165.50 |
1,109.50 |
56.00 |
4.8% |
11.00 |
0.9% |
92% |
True |
False |
765,022 |
| 20 |
1,165.50 |
1,080.00 |
85.50 |
7.4% |
12.25 |
1.1% |
95% |
True |
False |
387,828 |
| 40 |
1,165.50 |
1,036.25 |
129.25 |
11.1% |
16.25 |
1.4% |
97% |
True |
False |
195,301 |
| 60 |
1,165.50 |
1,036.25 |
129.25 |
11.1% |
14.75 |
1.3% |
97% |
True |
False |
130,434 |
| 80 |
1,165.50 |
1,036.25 |
129.25 |
11.1% |
14.25 |
1.2% |
97% |
True |
False |
97,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,214.50 |
|
2.618 |
1,195.50 |
|
1.618 |
1,184.00 |
|
1.000 |
1,177.00 |
|
0.618 |
1,172.50 |
|
HIGH |
1,165.50 |
|
0.618 |
1,161.00 |
|
0.500 |
1,159.75 |
|
0.382 |
1,158.50 |
|
LOW |
1,154.00 |
|
0.618 |
1,147.00 |
|
1.000 |
1,142.50 |
|
1.618 |
1,135.50 |
|
2.618 |
1,124.00 |
|
4.250 |
1,105.00 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,160.50 |
1,157.75 |
| PP |
1,160.25 |
1,154.25 |
| S1 |
1,159.75 |
1,151.00 |
|