| Trading Metrics calculated at close of trading on 30-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,111.0 |
1,110.6 |
-0.4 |
0.0% |
1,108.2 |
| High |
1,116.0 |
1,114.2 |
-1.8 |
-0.2% |
1,111.0 |
| Low |
1,104.2 |
1,102.4 |
-1.8 |
-0.2% |
1,086.1 |
| Close |
1,111.5 |
1,105.7 |
-5.8 |
-0.5% |
1,105.4 |
| Range |
11.8 |
11.8 |
0.0 |
0.0% |
24.9 |
| ATR |
17.8 |
17.3 |
-0.4 |
-2.4% |
0.0 |
| Volume |
98,796 |
126,186 |
27,390 |
27.7% |
191,271 |
|
| Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,142.8 |
1,136.1 |
1,112.2 |
|
| R3 |
1,131.0 |
1,124.3 |
1,108.9 |
|
| R2 |
1,119.2 |
1,119.2 |
1,107.9 |
|
| R1 |
1,112.5 |
1,112.5 |
1,106.8 |
1,110.0 |
| PP |
1,107.4 |
1,107.4 |
1,107.4 |
1,106.2 |
| S1 |
1,100.7 |
1,100.7 |
1,104.6 |
1,098.2 |
| S2 |
1,095.6 |
1,095.6 |
1,103.5 |
|
| S3 |
1,083.8 |
1,088.9 |
1,102.5 |
|
| S4 |
1,072.0 |
1,077.1 |
1,099.2 |
|
|
| 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 |
1,116.0 |
1,086.1 |
29.9 |
2.7% |
15.2 |
1.4% |
66% |
False |
False |
72,811 |
| 10 |
1,135.0 |
1,086.1 |
48.9 |
4.4% |
15.9 |
1.4% |
40% |
False |
False |
47,248 |
| 20 |
1,146.6 |
1,086.1 |
60.5 |
5.5% |
16.2 |
1.5% |
32% |
False |
False |
31,346 |
| 40 |
1,146.6 |
1,045.6 |
101.0 |
9.1% |
19.2 |
1.7% |
60% |
False |
False |
18,033 |
| 60 |
1,164.1 |
1,045.6 |
118.5 |
10.7% |
19.4 |
1.8% |
51% |
False |
False |
13,291 |
| 80 |
1,230.0 |
1,045.6 |
184.4 |
16.7% |
20.5 |
1.9% |
33% |
False |
False |
10,643 |
| 100 |
1,230.0 |
1,045.6 |
184.4 |
16.7% |
20.0 |
1.8% |
33% |
False |
False |
8,959 |
| 120 |
1,230.0 |
1,030.0 |
200.0 |
18.1% |
19.0 |
1.7% |
38% |
False |
False |
7,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,164.4 |
|
2.618 |
1,145.1 |
|
1.618 |
1,133.3 |
|
1.000 |
1,126.0 |
|
0.618 |
1,121.5 |
|
HIGH |
1,114.2 |
|
0.618 |
1,109.7 |
|
0.500 |
1,108.3 |
|
0.382 |
1,106.9 |
|
LOW |
1,102.4 |
|
0.618 |
1,095.1 |
|
1.000 |
1,090.6 |
|
1.618 |
1,083.3 |
|
2.618 |
1,071.5 |
|
4.250 |
1,052.3 |
|
|
| Fisher Pivots for day following 30-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,108.3 |
1,104.7 |
| PP |
1,107.4 |
1,103.8 |
| S1 |
1,106.6 |
1,102.8 |
|