| 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 |
6,145.5 |
6,165.5 |
20.0 |
0.3% |
5,968.0 |
| High |
6,180.5 |
6,214.0 |
33.5 |
0.5% |
6,147.0 |
| Low |
6,134.5 |
6,142.0 |
7.5 |
0.1% |
5,917.5 |
| Close |
6,166.5 |
6,158.5 |
-8.0 |
-0.1% |
6,120.0 |
| Range |
46.0 |
72.0 |
26.0 |
56.5% |
229.5 |
| ATR |
76.9 |
76.6 |
-0.4 |
-0.5% |
0.0 |
| Volume |
104,293 |
124,168 |
19,875 |
19.1% |
723,194 |
|
| Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,387.5 |
6,345.0 |
6,198.1 |
|
| R3 |
6,315.5 |
6,273.0 |
6,178.3 |
|
| R2 |
6,243.5 |
6,243.5 |
6,171.7 |
|
| R1 |
6,201.0 |
6,201.0 |
6,165.1 |
6,186.3 |
| PP |
6,171.5 |
6,171.5 |
6,171.5 |
6,164.1 |
| S1 |
6,129.0 |
6,129.0 |
6,151.9 |
6,114.3 |
| S2 |
6,099.5 |
6,099.5 |
6,145.3 |
|
| S3 |
6,027.5 |
6,057.0 |
6,138.7 |
|
| S4 |
5,955.5 |
5,985.0 |
6,118.9 |
|
|
| 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 |
6,214.0 |
5,970.5 |
243.5 |
4.0% |
68.3 |
1.1% |
77% |
True |
False |
136,166 |
| 10 |
6,214.0 |
5,917.5 |
296.5 |
4.8% |
68.6 |
1.1% |
81% |
True |
False |
125,486 |
| 20 |
6,214.0 |
5,761.5 |
452.5 |
7.3% |
65.4 |
1.1% |
88% |
True |
False |
69,109 |
| 40 |
6,214.0 |
5,400.0 |
814.0 |
13.2% |
80.3 |
1.3% |
93% |
True |
False |
34,835 |
| 60 |
6,214.0 |
5,400.0 |
814.0 |
13.2% |
89.4 |
1.5% |
93% |
True |
False |
23,354 |
| 80 |
6,214.0 |
5,400.0 |
814.0 |
13.2% |
84.7 |
1.4% |
93% |
True |
False |
17,830 |
| 100 |
6,214.0 |
5,373.5 |
840.5 |
13.6% |
82.3 |
1.3% |
93% |
True |
False |
14,295 |
| 120 |
6,214.0 |
5,330.5 |
883.5 |
14.3% |
82.0 |
1.3% |
94% |
True |
False |
11,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,520.0 |
|
2.618 |
6,402.5 |
|
1.618 |
6,330.5 |
|
1.000 |
6,286.0 |
|
0.618 |
6,258.5 |
|
HIGH |
6,214.0 |
|
0.618 |
6,186.5 |
|
0.500 |
6,178.0 |
|
0.382 |
6,169.5 |
|
LOW |
6,142.0 |
|
0.618 |
6,097.5 |
|
1.000 |
6,070.0 |
|
1.618 |
6,025.5 |
|
2.618 |
5,953.5 |
|
4.250 |
5,836.0 |
|
|
| Fisher Pivots for day following 30-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,178.0 |
6,160.3 |
| PP |
6,171.5 |
6,159.7 |
| S1 |
6,165.0 |
6,159.1 |
|