| Trading Metrics calculated at close of trading on 10-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,125.3 |
1,122.9 |
-2.4 |
-0.2% |
1,121.0 |
| High |
1,126.3 |
1,129.5 |
3.2 |
0.3% |
1,146.6 |
| Low |
1,109.4 |
1,105.0 |
-4.4 |
-0.4% |
1,113.5 |
| Close |
1,123.6 |
1,109.4 |
-14.2 |
-1.3% |
1,136.5 |
| Range |
16.9 |
24.5 |
7.6 |
45.0% |
33.1 |
| ATR |
19.7 |
20.1 |
0.3 |
1.7% |
0.0 |
| Volume |
11,827 |
14,242 |
2,415 |
20.4% |
46,207 |
|
| Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,188.1 |
1,173.3 |
1,122.9 |
|
| R3 |
1,163.6 |
1,148.8 |
1,116.1 |
|
| R2 |
1,139.1 |
1,139.1 |
1,113.9 |
|
| R1 |
1,124.3 |
1,124.3 |
1,111.6 |
1,119.5 |
| PP |
1,114.6 |
1,114.6 |
1,114.6 |
1,112.2 |
| S1 |
1,099.8 |
1,099.8 |
1,107.2 |
1,095.0 |
| S2 |
1,090.1 |
1,090.1 |
1,104.9 |
|
| S3 |
1,065.6 |
1,075.3 |
1,102.7 |
|
| S4 |
1,041.1 |
1,050.8 |
1,095.9 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,231.5 |
1,217.1 |
1,154.7 |
|
| R3 |
1,198.4 |
1,184.0 |
1,145.6 |
|
| R2 |
1,165.3 |
1,165.3 |
1,142.6 |
|
| R1 |
1,150.9 |
1,150.9 |
1,139.5 |
1,158.1 |
| PP |
1,132.2 |
1,132.2 |
1,132.2 |
1,135.8 |
| S1 |
1,117.8 |
1,117.8 |
1,133.5 |
1,125.0 |
| S2 |
1,099.1 |
1,099.1 |
1,130.4 |
|
| S3 |
1,066.0 |
1,084.7 |
1,127.4 |
|
| S4 |
1,032.9 |
1,051.6 |
1,118.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,143.2 |
1,105.0 |
38.2 |
3.4% |
18.0 |
1.6% |
12% |
False |
True |
11,977 |
| 10 |
1,146.6 |
1,090.0 |
56.6 |
5.1% |
17.1 |
1.5% |
34% |
False |
False |
9,751 |
| 20 |
1,146.6 |
1,064.3 |
82.3 |
7.4% |
20.0 |
1.8% |
55% |
False |
False |
6,969 |
| 40 |
1,160.5 |
1,045.6 |
114.9 |
10.4% |
20.8 |
1.9% |
56% |
False |
False |
5,662 |
| 60 |
1,164.1 |
1,045.6 |
118.5 |
10.7% |
20.3 |
1.8% |
54% |
False |
False |
4,706 |
| 80 |
1,230.0 |
1,045.6 |
184.4 |
16.6% |
21.4 |
1.9% |
35% |
False |
False |
4,175 |
| 100 |
1,230.0 |
1,030.0 |
200.0 |
18.0% |
20.0 |
1.8% |
40% |
False |
False |
3,584 |
| 120 |
1,230.0 |
989.3 |
240.7 |
21.7% |
18.7 |
1.7% |
50% |
False |
False |
3,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,233.6 |
|
2.618 |
1,193.6 |
|
1.618 |
1,169.1 |
|
1.000 |
1,154.0 |
|
0.618 |
1,144.6 |
|
HIGH |
1,129.5 |
|
0.618 |
1,120.1 |
|
0.500 |
1,117.3 |
|
0.382 |
1,114.4 |
|
LOW |
1,105.0 |
|
0.618 |
1,089.9 |
|
1.000 |
1,080.5 |
|
1.618 |
1,065.4 |
|
2.618 |
1,040.9 |
|
4.250 |
1,000.9 |
|
|
| Fisher Pivots for day following 10-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,117.3 |
1,122.2 |
| PP |
1,114.6 |
1,117.9 |
| S1 |
1,112.0 |
1,113.7 |
|