| Trading Metrics calculated at close of trading on 22-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
6,046.0 |
5,968.0 |
-78.0 |
-1.3% |
5,948.5 |
| High |
6,051.0 |
6,013.5 |
-37.5 |
-0.6% |
6,051.0 |
| Low |
5,962.0 |
5,917.5 |
-44.5 |
-0.7% |
5,907.0 |
| Close |
5,986.0 |
5,990.0 |
4.0 |
0.1% |
5,986.0 |
| Range |
89.0 |
96.0 |
7.0 |
7.9% |
144.0 |
| ATR |
79.2 |
80.4 |
1.2 |
1.5% |
0.0 |
| Volume |
156,001 |
144,437 |
-11,564 |
-7.4% |
385,126 |
|
| Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,261.7 |
6,221.8 |
6,042.8 |
|
| R3 |
6,165.7 |
6,125.8 |
6,016.4 |
|
| R2 |
6,069.7 |
6,069.7 |
6,007.6 |
|
| R1 |
6,029.8 |
6,029.8 |
5,998.8 |
6,049.8 |
| PP |
5,973.7 |
5,973.7 |
5,973.7 |
5,983.6 |
| S1 |
5,933.8 |
5,933.8 |
5,981.2 |
5,953.8 |
| S2 |
5,877.7 |
5,877.7 |
5,972.4 |
|
| S3 |
5,781.7 |
5,837.8 |
5,963.6 |
|
| S4 |
5,685.7 |
5,741.8 |
5,937.2 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,413.3 |
6,343.7 |
6,065.2 |
|
| R3 |
6,269.3 |
6,199.7 |
6,025.6 |
|
| R2 |
6,125.3 |
6,125.3 |
6,012.4 |
|
| R1 |
6,055.7 |
6,055.7 |
5,999.2 |
6,090.5 |
| PP |
5,981.3 |
5,981.3 |
5,981.3 |
5,998.8 |
| S1 |
5,911.7 |
5,911.7 |
5,972.8 |
5,946.5 |
| S2 |
5,837.3 |
5,837.3 |
5,959.6 |
|
| S3 |
5,693.3 |
5,767.7 |
5,946.4 |
|
| S4 |
5,549.3 |
5,623.7 |
5,906.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,051.0 |
5,917.5 |
133.5 |
2.2% |
68.1 |
1.1% |
54% |
False |
True |
101,215 |
| 10 |
6,051.0 |
5,846.5 |
204.5 |
3.4% |
64.4 |
1.1% |
70% |
False |
False |
57,070 |
| 20 |
6,051.0 |
5,527.0 |
524.0 |
8.7% |
73.6 |
1.2% |
88% |
False |
False |
28,951 |
| 40 |
6,051.0 |
5,400.0 |
651.0 |
10.9% |
88.7 |
1.5% |
91% |
False |
False |
14,714 |
| 60 |
6,107.5 |
5,400.0 |
707.5 |
11.8% |
87.1 |
1.5% |
83% |
False |
False |
9,926 |
| 80 |
6,107.5 |
5,400.0 |
707.5 |
11.8% |
86.2 |
1.4% |
83% |
False |
False |
7,752 |
| 100 |
6,107.5 |
5,330.5 |
777.0 |
13.0% |
84.0 |
1.4% |
85% |
False |
False |
6,225 |
| 120 |
6,107.5 |
5,330.5 |
777.0 |
13.0% |
81.1 |
1.4% |
85% |
False |
False |
5,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,421.5 |
|
2.618 |
6,264.8 |
|
1.618 |
6,168.8 |
|
1.000 |
6,109.5 |
|
0.618 |
6,072.8 |
|
HIGH |
6,013.5 |
|
0.618 |
5,976.8 |
|
0.500 |
5,965.5 |
|
0.382 |
5,954.2 |
|
LOW |
5,917.5 |
|
0.618 |
5,858.2 |
|
1.000 |
5,821.5 |
|
1.618 |
5,762.2 |
|
2.618 |
5,666.2 |
|
4.250 |
5,509.5 |
|
|
| Fisher Pivots for day following 22-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,981.8 |
5,988.1 |
| PP |
5,973.7 |
5,986.2 |
| S1 |
5,965.5 |
5,984.3 |
|