| Trading Metrics calculated at close of trading on 17-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,111.1 |
1,128.5 |
17.4 |
1.6% |
1,136.7 |
| High |
1,130.5 |
1,135.0 |
4.5 |
0.4% |
1,139.3 |
| Low |
1,109.5 |
1,119.5 |
10.0 |
0.9% |
1,098.6 |
| Close |
1,123.6 |
1,125.3 |
1.7 |
0.2% |
1,103.0 |
| Range |
21.0 |
15.5 |
-5.5 |
-26.2% |
40.7 |
| ATR |
19.2 |
18.9 |
-0.3 |
-1.4% |
0.0 |
| Volume |
40,309 |
19,043 |
-21,266 |
-52.8% |
72,175 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,173.1 |
1,164.7 |
1,133.8 |
|
| R3 |
1,157.6 |
1,149.2 |
1,129.6 |
|
| R2 |
1,142.1 |
1,142.1 |
1,128.1 |
|
| R1 |
1,133.7 |
1,133.7 |
1,126.7 |
1,130.2 |
| PP |
1,126.6 |
1,126.6 |
1,126.6 |
1,124.8 |
| S1 |
1,118.2 |
1,118.2 |
1,123.9 |
1,114.7 |
| S2 |
1,111.1 |
1,111.1 |
1,122.5 |
|
| S3 |
1,095.6 |
1,102.7 |
1,121.0 |
|
| S4 |
1,080.1 |
1,087.2 |
1,116.8 |
|
|
| 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 |
1,135.0 |
1,098.6 |
36.4 |
3.2% |
15.6 |
1.4% |
73% |
True |
False |
19,257 |
| 10 |
1,143.2 |
1,098.6 |
44.6 |
4.0% |
16.8 |
1.5% |
60% |
False |
False |
15,617 |
| 20 |
1,146.6 |
1,090.0 |
56.6 |
5.0% |
18.2 |
1.6% |
62% |
False |
False |
11,052 |
| 40 |
1,146.6 |
1,045.6 |
101.0 |
9.0% |
20.4 |
1.8% |
79% |
False |
False |
7,387 |
| 60 |
1,164.1 |
1,045.6 |
118.5 |
10.5% |
19.4 |
1.7% |
67% |
False |
False |
6,110 |
| 80 |
1,230.0 |
1,045.6 |
184.4 |
16.4% |
21.3 |
1.9% |
43% |
False |
False |
5,301 |
| 100 |
1,230.0 |
1,030.0 |
200.0 |
17.8% |
20.0 |
1.8% |
48% |
False |
False |
4,511 |
| 120 |
1,230.0 |
989.3 |
240.7 |
21.4% |
18.9 |
1.7% |
57% |
False |
False |
3,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,200.9 |
|
2.618 |
1,175.6 |
|
1.618 |
1,160.1 |
|
1.000 |
1,150.5 |
|
0.618 |
1,144.6 |
|
HIGH |
1,135.0 |
|
0.618 |
1,129.1 |
|
0.500 |
1,127.3 |
|
0.382 |
1,125.4 |
|
LOW |
1,119.5 |
|
0.618 |
1,109.9 |
|
1.000 |
1,104.0 |
|
1.618 |
1,094.4 |
|
2.618 |
1,078.9 |
|
4.250 |
1,053.6 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,127.3 |
1,123.1 |
| PP |
1,126.6 |
1,120.9 |
| S1 |
1,126.0 |
1,118.8 |
|