| Trading Metrics calculated at close of trading on 25-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,104.1 |
1,087.4 |
-16.7 |
-1.5% |
1,102.9 |
| High |
1,106.8 |
1,096.8 |
-10.0 |
-0.9% |
1,135.0 |
| Low |
1,086.1 |
1,086.6 |
0.5 |
0.0% |
1,102.1 |
| Close |
1,089.9 |
1,094.1 |
4.2 |
0.4% |
1,108.8 |
| Range |
20.7 |
10.2 |
-10.5 |
-50.7% |
32.9 |
| ATR |
18.6 |
18.0 |
-0.6 |
-3.2% |
0.0 |
| Volume |
35,378 |
44,876 |
9,498 |
26.8% |
102,937 |
|
| Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,123.1 |
1,118.8 |
1,099.7 |
|
| R3 |
1,112.9 |
1,108.6 |
1,096.9 |
|
| R2 |
1,102.7 |
1,102.7 |
1,096.0 |
|
| R1 |
1,098.4 |
1,098.4 |
1,095.0 |
1,100.6 |
| PP |
1,092.5 |
1,092.5 |
1,092.5 |
1,093.6 |
| S1 |
1,088.2 |
1,088.2 |
1,093.2 |
1,090.4 |
| S2 |
1,082.3 |
1,082.3 |
1,092.2 |
|
| S3 |
1,072.1 |
1,078.0 |
1,091.3 |
|
| S4 |
1,061.9 |
1,067.8 |
1,088.5 |
|
|
| 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 |
1,128.1 |
1,086.1 |
42.0 |
3.8% |
17.4 |
1.6% |
19% |
False |
False |
29,415 |
| 10 |
1,135.0 |
1,086.1 |
48.9 |
4.5% |
16.5 |
1.5% |
16% |
False |
False |
24,718 |
| 20 |
1,146.6 |
1,086.1 |
60.5 |
5.5% |
16.4 |
1.5% |
13% |
False |
False |
17,956 |
| 40 |
1,146.6 |
1,045.6 |
101.0 |
9.2% |
19.7 |
1.8% |
48% |
False |
False |
11,167 |
| 60 |
1,164.1 |
1,045.6 |
118.5 |
10.8% |
19.2 |
1.8% |
41% |
False |
False |
8,639 |
| 80 |
1,230.0 |
1,045.6 |
184.4 |
16.9% |
20.7 |
1.9% |
26% |
False |
False |
7,156 |
| 100 |
1,230.0 |
1,039.1 |
190.9 |
17.4% |
20.1 |
1.8% |
29% |
False |
False |
6,146 |
| 120 |
1,230.0 |
993.8 |
236.2 |
21.6% |
19.1 |
1.7% |
42% |
False |
False |
5,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,140.2 |
|
2.618 |
1,123.5 |
|
1.618 |
1,113.3 |
|
1.000 |
1,107.0 |
|
0.618 |
1,103.1 |
|
HIGH |
1,096.8 |
|
0.618 |
1,092.9 |
|
0.500 |
1,091.7 |
|
0.382 |
1,090.5 |
|
LOW |
1,086.6 |
|
0.618 |
1,080.3 |
|
1.000 |
1,076.4 |
|
1.618 |
1,070.1 |
|
2.618 |
1,059.9 |
|
4.250 |
1,043.3 |
|
|
| Fisher Pivots for day following 25-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,093.3 |
1,097.6 |
| PP |
1,092.5 |
1,096.4 |
| S1 |
1,091.7 |
1,095.3 |
|