| Trading Metrics calculated at close of trading on 29-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
6,114.0 |
6,145.5 |
31.5 |
0.5% |
5,968.0 |
| High |
6,143.5 |
6,180.5 |
37.0 |
0.6% |
6,147.0 |
| Low |
6,106.5 |
6,134.5 |
28.0 |
0.5% |
5,917.5 |
| Close |
6,120.0 |
6,166.5 |
46.5 |
0.8% |
6,120.0 |
| Range |
37.0 |
46.0 |
9.0 |
24.3% |
229.5 |
| ATR |
78.2 |
76.9 |
-1.3 |
-1.6% |
0.0 |
| Volume |
127,463 |
104,293 |
-23,170 |
-18.2% |
723,194 |
|
| Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,298.5 |
6,278.5 |
6,191.8 |
|
| R3 |
6,252.5 |
6,232.5 |
6,179.2 |
|
| R2 |
6,206.5 |
6,206.5 |
6,174.9 |
|
| R1 |
6,186.5 |
6,186.5 |
6,170.7 |
6,196.5 |
| PP |
6,160.5 |
6,160.5 |
6,160.5 |
6,165.5 |
| S1 |
6,140.5 |
6,140.5 |
6,162.3 |
6,150.5 |
| S2 |
6,114.5 |
6,114.5 |
6,158.1 |
|
| S3 |
6,068.5 |
6,094.5 |
6,153.9 |
|
| S4 |
6,022.5 |
6,048.5 |
6,141.2 |
|
|
| 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 |
6,180.5 |
5,970.5 |
210.0 |
3.4% |
67.3 |
1.1% |
93% |
True |
False |
136,610 |
| 10 |
6,180.5 |
5,917.5 |
263.0 |
4.3% |
67.7 |
1.1% |
95% |
True |
False |
118,912 |
| 20 |
6,180.5 |
5,721.0 |
459.5 |
7.5% |
65.2 |
1.1% |
97% |
True |
False |
62,933 |
| 40 |
6,180.5 |
5,400.0 |
780.5 |
12.7% |
81.2 |
1.3% |
98% |
True |
False |
31,738 |
| 60 |
6,180.5 |
5,400.0 |
780.5 |
12.7% |
88.9 |
1.4% |
98% |
True |
False |
21,289 |
| 80 |
6,180.5 |
5,400.0 |
780.5 |
12.7% |
84.4 |
1.4% |
98% |
True |
False |
16,279 |
| 100 |
6,180.5 |
5,373.5 |
807.0 |
13.1% |
82.1 |
1.3% |
98% |
True |
False |
13,054 |
| 120 |
6,180.5 |
5,330.5 |
850.0 |
13.8% |
81.7 |
1.3% |
98% |
True |
False |
10,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,376.0 |
|
2.618 |
6,300.9 |
|
1.618 |
6,254.9 |
|
1.000 |
6,226.5 |
|
0.618 |
6,208.9 |
|
HIGH |
6,180.5 |
|
0.618 |
6,162.9 |
|
0.500 |
6,157.5 |
|
0.382 |
6,152.1 |
|
LOW |
6,134.5 |
|
0.618 |
6,106.1 |
|
1.000 |
6,088.5 |
|
1.618 |
6,060.1 |
|
2.618 |
6,014.1 |
|
4.250 |
5,939.0 |
|
|
| Fisher Pivots for day following 29-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,163.5 |
6,148.6 |
| PP |
6,160.5 |
6,130.7 |
| S1 |
6,157.5 |
6,112.8 |
|