| Trading Metrics calculated at close of trading on 26-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,087.4 |
1,092.9 |
5.5 |
0.5% |
1,108.2 |
| High |
1,096.8 |
1,111.0 |
14.2 |
1.3% |
1,111.0 |
| Low |
1,086.6 |
1,089.6 |
3.0 |
0.3% |
1,086.1 |
| Close |
1,094.1 |
1,105.4 |
11.3 |
1.0% |
1,105.4 |
| Range |
10.2 |
21.4 |
11.2 |
109.8% |
24.9 |
| ATR |
18.0 |
18.2 |
0.2 |
1.4% |
0.0 |
| Volume |
44,876 |
58,820 |
13,944 |
31.1% |
191,271 |
|
| Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,166.2 |
1,157.2 |
1,117.2 |
|
| R3 |
1,144.8 |
1,135.8 |
1,111.3 |
|
| R2 |
1,123.4 |
1,123.4 |
1,109.3 |
|
| R1 |
1,114.4 |
1,114.4 |
1,107.4 |
1,118.9 |
| PP |
1,102.0 |
1,102.0 |
1,102.0 |
1,104.3 |
| S1 |
1,093.0 |
1,093.0 |
1,103.4 |
1,097.5 |
| S2 |
1,080.6 |
1,080.6 |
1,101.5 |
|
| S3 |
1,059.2 |
1,071.6 |
1,099.5 |
|
| S4 |
1,037.8 |
1,050.2 |
1,093.6 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,175.5 |
1,165.4 |
1,119.1 |
|
| R3 |
1,150.6 |
1,140.5 |
1,112.2 |
|
| R2 |
1,125.7 |
1,125.7 |
1,110.0 |
|
| R1 |
1,115.6 |
1,115.6 |
1,107.7 |
1,108.2 |
| PP |
1,100.8 |
1,100.8 |
1,100.8 |
1,097.2 |
| S1 |
1,090.7 |
1,090.7 |
1,103.1 |
1,083.3 |
| S2 |
1,075.9 |
1,075.9 |
1,100.8 |
|
| S3 |
1,051.0 |
1,065.8 |
1,098.6 |
|
| S4 |
1,026.1 |
1,040.9 |
1,091.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,111.0 |
1,086.1 |
24.9 |
2.3% |
16.5 |
1.5% |
78% |
True |
False |
38,254 |
| 10 |
1,135.0 |
1,086.1 |
48.9 |
4.4% |
16.5 |
1.5% |
39% |
False |
False |
29,420 |
| 20 |
1,146.6 |
1,086.1 |
60.5 |
5.5% |
16.7 |
1.5% |
32% |
False |
False |
20,629 |
| 40 |
1,146.6 |
1,045.6 |
101.0 |
9.1% |
19.7 |
1.8% |
59% |
False |
False |
12,508 |
| 60 |
1,164.1 |
1,045.6 |
118.5 |
10.7% |
19.4 |
1.8% |
50% |
False |
False |
9,593 |
| 80 |
1,230.0 |
1,045.6 |
184.4 |
16.7% |
20.8 |
1.9% |
32% |
False |
False |
7,853 |
| 100 |
1,230.0 |
1,045.6 |
184.4 |
16.7% |
20.2 |
1.8% |
32% |
False |
False |
6,718 |
| 120 |
1,230.0 |
1,005.5 |
224.5 |
20.3% |
19.1 |
1.7% |
44% |
False |
False |
5,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,202.0 |
|
2.618 |
1,167.0 |
|
1.618 |
1,145.6 |
|
1.000 |
1,132.4 |
|
0.618 |
1,124.2 |
|
HIGH |
1,111.0 |
|
0.618 |
1,102.8 |
|
0.500 |
1,100.3 |
|
0.382 |
1,097.8 |
|
LOW |
1,089.6 |
|
0.618 |
1,076.4 |
|
1.000 |
1,068.2 |
|
1.618 |
1,055.0 |
|
2.618 |
1,033.6 |
|
4.250 |
998.7 |
|
|
| Fisher Pivots for day following 26-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,103.7 |
1,103.1 |
| PP |
1,102.0 |
1,100.8 |
| S1 |
1,100.3 |
1,098.6 |
|