| Trading Metrics calculated at close of trading on 22-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,127.3 |
1,108.2 |
-19.1 |
-1.7% |
1,102.9 |
| High |
1,128.1 |
1,109.7 |
-18.4 |
-1.6% |
1,135.0 |
| Low |
1,102.1 |
1,093.2 |
-8.9 |
-0.8% |
1,102.1 |
| Close |
1,108.8 |
1,100.7 |
-8.1 |
-0.7% |
1,108.8 |
| Range |
26.0 |
16.5 |
-9.5 |
-36.5% |
32.9 |
| ATR |
18.9 |
18.8 |
-0.2 |
-0.9% |
0.0 |
| Volume |
14,625 |
16,553 |
1,928 |
13.2% |
102,937 |
|
| Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,150.7 |
1,142.2 |
1,109.8 |
|
| R3 |
1,134.2 |
1,125.7 |
1,105.2 |
|
| R2 |
1,117.7 |
1,117.7 |
1,103.7 |
|
| R1 |
1,109.2 |
1,109.2 |
1,102.2 |
1,105.2 |
| PP |
1,101.2 |
1,101.2 |
1,101.2 |
1,099.2 |
| S1 |
1,092.7 |
1,092.7 |
1,099.2 |
1,088.7 |
| S2 |
1,084.7 |
1,084.7 |
1,097.7 |
|
| S3 |
1,068.2 |
1,076.2 |
1,096.2 |
|
| S4 |
1,051.7 |
1,059.7 |
1,091.6 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,214.0 |
1,194.3 |
1,126.9 |
|
| R3 |
1,181.1 |
1,161.4 |
1,117.8 |
|
| R2 |
1,148.2 |
1,148.2 |
1,114.8 |
|
| R1 |
1,128.5 |
1,128.5 |
1,111.8 |
1,138.4 |
| PP |
1,115.3 |
1,115.3 |
1,115.3 |
1,120.2 |
| S1 |
1,095.6 |
1,095.6 |
1,105.8 |
1,105.5 |
| S2 |
1,082.4 |
1,082.4 |
1,102.8 |
|
| S3 |
1,049.5 |
1,062.7 |
1,099.8 |
|
| S4 |
1,016.6 |
1,029.8 |
1,090.7 |
|
|
| 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 |
1,093.2 |
41.8 |
3.8% |
18.0 |
1.6% |
18% |
False |
True |
22,619 |
| 10 |
1,135.0 |
1,093.2 |
41.8 |
3.8% |
17.3 |
1.6% |
18% |
False |
True |
17,610 |
| 20 |
1,146.6 |
1,090.0 |
56.6 |
5.1% |
17.1 |
1.6% |
19% |
False |
False |
12,991 |
| 40 |
1,146.6 |
1,045.6 |
101.0 |
9.2% |
19.8 |
1.8% |
55% |
False |
False |
8,497 |
| 60 |
1,164.1 |
1,045.6 |
118.5 |
10.8% |
19.2 |
1.7% |
46% |
False |
False |
6,800 |
| 80 |
1,230.0 |
1,045.6 |
184.4 |
16.8% |
21.4 |
1.9% |
30% |
False |
False |
5,859 |
| 100 |
1,230.0 |
1,030.0 |
200.0 |
18.2% |
20.1 |
1.8% |
35% |
False |
False |
5,026 |
| 120 |
1,230.0 |
991.4 |
238.6 |
21.7% |
19.0 |
1.7% |
46% |
False |
False |
4,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,179.8 |
|
2.618 |
1,152.9 |
|
1.618 |
1,136.4 |
|
1.000 |
1,126.2 |
|
0.618 |
1,119.9 |
|
HIGH |
1,109.7 |
|
0.618 |
1,103.4 |
|
0.500 |
1,101.5 |
|
0.382 |
1,099.5 |
|
LOW |
1,093.2 |
|
0.618 |
1,083.0 |
|
1.000 |
1,076.7 |
|
1.618 |
1,066.5 |
|
2.618 |
1,050.0 |
|
4.250 |
1,023.1 |
|
|
| Fisher Pivots for day following 22-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,101.5 |
1,111.9 |
| PP |
1,101.2 |
1,108.1 |
| S1 |
1,101.0 |
1,104.4 |
|