| Trading Metrics calculated at close of trading on 16-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,102.9 |
1,111.1 |
8.2 |
0.7% |
1,136.7 |
| High |
1,110.9 |
1,130.5 |
19.6 |
1.8% |
1,139.3 |
| Low |
1,102.5 |
1,109.5 |
7.0 |
0.6% |
1,098.6 |
| Close |
1,106.6 |
1,123.6 |
17.0 |
1.5% |
1,103.0 |
| Range |
8.4 |
21.0 |
12.6 |
150.0% |
40.7 |
| ATR |
18.8 |
19.2 |
0.4 |
1.9% |
0.0 |
| Volume |
6,395 |
40,309 |
33,914 |
530.3% |
72,175 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,184.2 |
1,174.9 |
1,135.2 |
|
| R3 |
1,163.2 |
1,153.9 |
1,129.4 |
|
| R2 |
1,142.2 |
1,142.2 |
1,127.5 |
|
| R1 |
1,132.9 |
1,132.9 |
1,125.5 |
1,137.6 |
| PP |
1,121.2 |
1,121.2 |
1,121.2 |
1,123.5 |
| S1 |
1,111.9 |
1,111.9 |
1,121.7 |
1,116.6 |
| S2 |
1,100.2 |
1,100.2 |
1,119.8 |
|
| S3 |
1,079.2 |
1,090.9 |
1,117.8 |
|
| S4 |
1,058.2 |
1,069.9 |
1,112.1 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,235.7 |
1,210.1 |
1,125.4 |
|
| R3 |
1,195.0 |
1,169.4 |
1,114.2 |
|
| R2 |
1,154.3 |
1,154.3 |
1,110.5 |
|
| R1 |
1,128.7 |
1,128.7 |
1,106.7 |
1,121.2 |
| PP |
1,113.6 |
1,113.6 |
1,113.6 |
1,109.9 |
| S1 |
1,088.0 |
1,088.0 |
1,099.3 |
1,080.5 |
| S2 |
1,072.9 |
1,072.9 |
1,095.5 |
|
| S3 |
1,032.2 |
1,047.3 |
1,091.8 |
|
| S4 |
991.5 |
1,006.6 |
1,080.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,130.5 |
1,098.6 |
31.9 |
2.8% |
17.4 |
1.6% |
78% |
True |
False |
18,297 |
| 10 |
1,146.6 |
1,098.6 |
48.0 |
4.3% |
16.5 |
1.5% |
52% |
False |
False |
15,445 |
| 20 |
1,146.6 |
1,090.0 |
56.6 |
5.0% |
18.6 |
1.7% |
59% |
False |
False |
10,265 |
| 40 |
1,146.6 |
1,045.6 |
101.0 |
9.0% |
20.3 |
1.8% |
77% |
False |
False |
7,103 |
| 60 |
1,164.1 |
1,045.6 |
118.5 |
10.5% |
19.9 |
1.8% |
66% |
False |
False |
5,837 |
| 80 |
1,230.0 |
1,045.6 |
184.4 |
16.4% |
21.3 |
1.9% |
42% |
False |
False |
5,075 |
| 100 |
1,230.0 |
1,030.0 |
200.0 |
17.8% |
20.0 |
1.8% |
47% |
False |
False |
4,327 |
| 120 |
1,230.0 |
989.3 |
240.7 |
21.4% |
18.9 |
1.7% |
56% |
False |
False |
3,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,219.8 |
|
2.618 |
1,185.5 |
|
1.618 |
1,164.5 |
|
1.000 |
1,151.5 |
|
0.618 |
1,143.5 |
|
HIGH |
1,130.5 |
|
0.618 |
1,122.5 |
|
0.500 |
1,120.0 |
|
0.382 |
1,117.5 |
|
LOW |
1,109.5 |
|
0.618 |
1,096.5 |
|
1.000 |
1,088.5 |
|
1.618 |
1,075.5 |
|
2.618 |
1,054.5 |
|
4.250 |
1,020.3 |
|
|
| Fisher Pivots for day following 16-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,122.4 |
1,120.6 |
| PP |
1,121.2 |
1,117.6 |
| S1 |
1,120.0 |
1,114.6 |
|