| Trading Metrics calculated at close of trading on 26-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
6,053.0 |
6,114.0 |
61.0 |
1.0% |
5,968.0 |
| High |
6,147.0 |
6,143.5 |
-3.5 |
-0.1% |
6,147.0 |
| Low |
6,045.0 |
6,106.5 |
61.5 |
1.0% |
5,917.5 |
| Close |
6,138.0 |
6,120.0 |
-18.0 |
-0.3% |
6,120.0 |
| Range |
102.0 |
37.0 |
-65.0 |
-63.7% |
229.5 |
| ATR |
81.4 |
78.2 |
-3.2 |
-3.9% |
0.0 |
| Volume |
149,309 |
127,463 |
-21,846 |
-14.6% |
723,194 |
|
| Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,234.3 |
6,214.2 |
6,140.4 |
|
| R3 |
6,197.3 |
6,177.2 |
6,130.2 |
|
| R2 |
6,160.3 |
6,160.3 |
6,126.8 |
|
| R1 |
6,140.2 |
6,140.2 |
6,123.4 |
6,150.3 |
| PP |
6,123.3 |
6,123.3 |
6,123.3 |
6,128.4 |
| S1 |
6,103.2 |
6,103.2 |
6,116.6 |
6,113.3 |
| S2 |
6,086.3 |
6,086.3 |
6,113.2 |
|
| S3 |
6,049.3 |
6,066.2 |
6,109.8 |
|
| S4 |
6,012.3 |
6,029.2 |
6,099.7 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,750.0 |
6,664.5 |
6,246.2 |
|
| R3 |
6,520.5 |
6,435.0 |
6,183.1 |
|
| R2 |
6,291.0 |
6,291.0 |
6,162.1 |
|
| R1 |
6,205.5 |
6,205.5 |
6,141.0 |
6,248.3 |
| PP |
6,061.5 |
6,061.5 |
6,061.5 |
6,082.9 |
| S1 |
5,976.0 |
5,976.0 |
6,099.0 |
6,018.8 |
| S2 |
5,832.0 |
5,832.0 |
6,077.9 |
|
| S3 |
5,602.5 |
5,746.5 |
6,056.9 |
|
| S4 |
5,373.0 |
5,517.0 |
5,993.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,147.0 |
5,917.5 |
229.5 |
3.8% |
77.3 |
1.3% |
88% |
False |
False |
144,638 |
| 10 |
6,147.0 |
5,907.0 |
240.0 |
3.9% |
68.5 |
1.1% |
89% |
False |
False |
110,832 |
| 20 |
6,147.0 |
5,646.0 |
501.0 |
8.2% |
66.9 |
1.1% |
95% |
False |
False |
57,731 |
| 40 |
6,147.0 |
5,400.0 |
747.0 |
12.2% |
82.5 |
1.3% |
96% |
False |
False |
29,138 |
| 60 |
6,147.0 |
5,400.0 |
747.0 |
12.2% |
89.1 |
1.5% |
96% |
False |
False |
19,555 |
| 80 |
6,147.0 |
5,400.0 |
747.0 |
12.2% |
85.0 |
1.4% |
96% |
False |
False |
14,979 |
| 100 |
6,147.0 |
5,330.5 |
816.5 |
13.3% |
82.3 |
1.3% |
97% |
False |
False |
12,011 |
| 120 |
6,147.0 |
5,330.5 |
816.5 |
13.3% |
81.4 |
1.3% |
97% |
False |
False |
10,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,300.8 |
|
2.618 |
6,240.4 |
|
1.618 |
6,203.4 |
|
1.000 |
6,180.5 |
|
0.618 |
6,166.4 |
|
HIGH |
6,143.5 |
|
0.618 |
6,129.4 |
|
0.500 |
6,125.0 |
|
0.382 |
6,120.6 |
|
LOW |
6,106.5 |
|
0.618 |
6,083.6 |
|
1.000 |
6,069.5 |
|
1.618 |
6,046.6 |
|
2.618 |
6,009.6 |
|
4.250 |
5,949.3 |
|
|
| Fisher Pivots for day following 26-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,125.0 |
6,099.6 |
| PP |
6,123.3 |
6,079.2 |
| S1 |
6,121.7 |
6,058.8 |
|