| 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 |
1,169.25 |
1,164.25 |
-5.00 |
-0.4% |
1,146.00 |
| High |
1,170.00 |
1,176.50 |
6.50 |
0.6% |
1,165.50 |
| Low |
1,161.00 |
1,160.25 |
-0.75 |
-0.1% |
1,136.50 |
| Close |
1,164.50 |
1,162.75 |
-1.75 |
-0.2% |
1,156.25 |
| Range |
9.00 |
16.25 |
7.25 |
80.6% |
29.00 |
| ATR |
12.74 |
12.99 |
0.25 |
2.0% |
0.00 |
| Volume |
1,856,410 |
1,992,386 |
135,976 |
7.3% |
9,428,879 |
|
| Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,215.25 |
1,205.25 |
1,171.75 |
|
| R3 |
1,199.00 |
1,189.00 |
1,167.25 |
|
| R2 |
1,182.75 |
1,182.75 |
1,165.75 |
|
| R1 |
1,172.75 |
1,172.75 |
1,164.25 |
1,169.50 |
| PP |
1,166.50 |
1,166.50 |
1,166.50 |
1,165.00 |
| S1 |
1,156.50 |
1,156.50 |
1,161.25 |
1,153.50 |
| S2 |
1,150.25 |
1,150.25 |
1,159.75 |
|
| S3 |
1,134.00 |
1,140.25 |
1,158.25 |
|
| S4 |
1,117.75 |
1,124.00 |
1,153.75 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,239.75 |
1,227.00 |
1,172.25 |
|
| R3 |
1,210.75 |
1,198.00 |
1,164.25 |
|
| R2 |
1,181.75 |
1,181.75 |
1,161.50 |
|
| R1 |
1,169.00 |
1,169.00 |
1,159.00 |
1,175.50 |
| PP |
1,152.75 |
1,152.75 |
1,152.75 |
1,156.00 |
| S1 |
1,140.00 |
1,140.00 |
1,153.50 |
1,146.50 |
| S2 |
1,123.75 |
1,123.75 |
1,151.00 |
|
| S3 |
1,094.75 |
1,111.00 |
1,148.25 |
|
| S4 |
1,065.75 |
1,082.00 |
1,140.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,176.50 |
1,146.75 |
29.75 |
2.6% |
13.50 |
1.2% |
54% |
True |
False |
1,950,033 |
| 10 |
1,176.50 |
1,136.50 |
40.00 |
3.4% |
11.75 |
1.0% |
66% |
True |
False |
1,882,709 |
| 20 |
1,176.50 |
1,091.75 |
84.75 |
7.3% |
11.25 |
1.0% |
84% |
True |
False |
975,198 |
| 40 |
1,176.50 |
1,036.25 |
140.25 |
12.1% |
15.00 |
1.3% |
90% |
True |
False |
489,694 |
| 60 |
1,176.50 |
1,036.25 |
140.25 |
12.1% |
15.00 |
1.3% |
90% |
True |
False |
326,887 |
| 80 |
1,176.50 |
1,036.25 |
140.25 |
12.1% |
14.00 |
1.2% |
90% |
True |
False |
245,193 |
| 100 |
1,176.50 |
1,019.00 |
157.50 |
13.5% |
13.75 |
1.2% |
91% |
True |
False |
196,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,245.50 |
|
2.618 |
1,219.00 |
|
1.618 |
1,202.75 |
|
1.000 |
1,192.75 |
|
0.618 |
1,186.50 |
|
HIGH |
1,176.50 |
|
0.618 |
1,170.25 |
|
0.500 |
1,168.50 |
|
0.382 |
1,166.50 |
|
LOW |
1,160.25 |
|
0.618 |
1,150.25 |
|
1.000 |
1,144.00 |
|
1.618 |
1,134.00 |
|
2.618 |
1,117.75 |
|
4.250 |
1,091.25 |
|
|
| Fisher Pivots for day following 25-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,168.50 |
1,167.75 |
| PP |
1,166.50 |
1,166.00 |
| S1 |
1,164.50 |
1,164.50 |
|