| Trading Metrics calculated at close of trading on 30-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,952.00 |
1,959.50 |
7.50 |
0.4% |
1,927.25 |
| High |
1,966.25 |
1,972.00 |
5.75 |
0.3% |
1,974.25 |
| Low |
1,951.75 |
1,952.25 |
0.50 |
0.0% |
1,919.00 |
| Close |
1,960.25 |
1,965.50 |
5.25 |
0.3% |
1,951.75 |
| Range |
14.50 |
19.75 |
5.25 |
36.2% |
55.25 |
| ATR |
22.76 |
22.55 |
-0.22 |
-0.9% |
0.00 |
| Volume |
287,784 |
220,198 |
-67,586 |
-23.5% |
1,330,244 |
|
| Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,022.50 |
2,013.75 |
1,976.25 |
|
| R3 |
2,002.75 |
1,994.00 |
1,971.00 |
|
| R2 |
1,983.00 |
1,983.00 |
1,969.00 |
|
| R1 |
1,974.25 |
1,974.25 |
1,967.25 |
1,978.50 |
| PP |
1,963.25 |
1,963.25 |
1,963.25 |
1,965.50 |
| S1 |
1,954.50 |
1,954.50 |
1,963.75 |
1,959.00 |
| S2 |
1,943.50 |
1,943.50 |
1,962.00 |
|
| S3 |
1,923.75 |
1,934.75 |
1,960.00 |
|
| S4 |
1,904.00 |
1,915.00 |
1,954.75 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,114.00 |
2,088.25 |
1,982.25 |
|
| R3 |
2,058.75 |
2,033.00 |
1,967.00 |
|
| R2 |
2,003.50 |
2,003.50 |
1,962.00 |
|
| R1 |
1,977.75 |
1,977.75 |
1,956.75 |
1,990.50 |
| PP |
1,948.25 |
1,948.25 |
1,948.25 |
1,954.75 |
| S1 |
1,922.50 |
1,922.50 |
1,946.75 |
1,935.50 |
| S2 |
1,893.00 |
1,893.00 |
1,941.50 |
|
| S3 |
1,837.75 |
1,867.25 |
1,936.50 |
|
| S4 |
1,782.50 |
1,812.00 |
1,921.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,974.25 |
1,939.25 |
35.00 |
1.8% |
20.50 |
1.0% |
75% |
False |
False |
252,085 |
| 10 |
1,974.25 |
1,919.00 |
55.25 |
2.8% |
21.50 |
1.1% |
84% |
False |
False |
263,441 |
| 20 |
1,974.25 |
1,842.00 |
132.25 |
6.7% |
20.50 |
1.0% |
93% |
False |
False |
168,435 |
| 40 |
1,974.25 |
1,708.50 |
265.75 |
13.5% |
24.50 |
1.2% |
97% |
False |
False |
84,475 |
| 60 |
1,974.25 |
1,708.50 |
265.75 |
13.5% |
27.25 |
1.4% |
97% |
False |
False |
56,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,056.00 |
|
2.618 |
2,023.75 |
|
1.618 |
2,004.00 |
|
1.000 |
1,991.75 |
|
0.618 |
1,984.25 |
|
HIGH |
1,972.00 |
|
0.618 |
1,964.50 |
|
0.500 |
1,962.00 |
|
0.382 |
1,959.75 |
|
LOW |
1,952.25 |
|
0.618 |
1,940.00 |
|
1.000 |
1,932.50 |
|
1.618 |
1,920.25 |
|
2.618 |
1,900.50 |
|
4.250 |
1,868.25 |
|
|
| Fisher Pivots for day following 30-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,964.50 |
1,962.25 |
| PP |
1,963.25 |
1,959.00 |
| S1 |
1,962.00 |
1,955.50 |
|