| Trading Metrics calculated at close of trading on 24-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,104.0 |
1,104.1 |
0.1 |
0.0% |
1,102.9 |
| High |
1,109.1 |
1,106.8 |
-2.3 |
-0.2% |
1,135.0 |
| Low |
1,095.3 |
1,086.1 |
-9.2 |
-0.8% |
1,102.1 |
| Close |
1,104.9 |
1,089.9 |
-15.0 |
-1.4% |
1,108.8 |
| Range |
13.8 |
20.7 |
6.9 |
50.0% |
32.9 |
| ATR |
18.4 |
18.6 |
0.2 |
0.9% |
0.0 |
| Volume |
35,644 |
35,378 |
-266 |
-0.7% |
102,937 |
|
| Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,156.4 |
1,143.8 |
1,101.3 |
|
| R3 |
1,135.7 |
1,123.1 |
1,095.6 |
|
| R2 |
1,115.0 |
1,115.0 |
1,093.7 |
|
| R1 |
1,102.4 |
1,102.4 |
1,091.8 |
1,098.4 |
| PP |
1,094.3 |
1,094.3 |
1,094.3 |
1,092.2 |
| S1 |
1,081.7 |
1,081.7 |
1,088.0 |
1,077.7 |
| S2 |
1,073.6 |
1,073.6 |
1,086.1 |
|
| S3 |
1,052.9 |
1,061.0 |
1,084.2 |
|
| S4 |
1,032.2 |
1,040.3 |
1,078.5 |
|
|
| 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 |
1,130.5 |
1,086.1 |
44.4 |
4.1% |
17.6 |
1.6% |
9% |
False |
True |
24,953 |
| 10 |
1,135.0 |
1,086.1 |
48.9 |
4.5% |
16.6 |
1.5% |
8% |
False |
True |
22,105 |
| 20 |
1,146.6 |
1,086.1 |
60.5 |
5.6% |
16.9 |
1.5% |
6% |
False |
True |
15,928 |
| 40 |
1,146.6 |
1,045.6 |
101.0 |
9.3% |
19.9 |
1.8% |
44% |
False |
False |
10,115 |
| 60 |
1,164.1 |
1,045.6 |
118.5 |
10.9% |
19.2 |
1.8% |
37% |
False |
False |
7,916 |
| 80 |
1,230.0 |
1,045.6 |
184.4 |
16.9% |
21.3 |
2.0% |
24% |
False |
False |
6,621 |
| 100 |
1,230.0 |
1,034.7 |
195.3 |
17.9% |
20.2 |
1.9% |
28% |
False |
False |
5,723 |
| 120 |
1,230.0 |
993.8 |
236.2 |
21.7% |
19.1 |
1.8% |
41% |
False |
False |
4,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,194.8 |
|
2.618 |
1,161.0 |
|
1.618 |
1,140.3 |
|
1.000 |
1,127.5 |
|
0.618 |
1,119.6 |
|
HIGH |
1,106.8 |
|
0.618 |
1,098.9 |
|
0.500 |
1,096.5 |
|
0.382 |
1,094.0 |
|
LOW |
1,086.1 |
|
0.618 |
1,073.3 |
|
1.000 |
1,065.4 |
|
1.618 |
1,052.6 |
|
2.618 |
1,031.9 |
|
4.250 |
998.1 |
|
|
| Fisher Pivots for day following 24-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,096.5 |
1,097.9 |
| PP |
1,094.3 |
1,095.2 |
| S1 |
1,092.1 |
1,092.6 |
|