| 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 |
10,725 |
10,827 |
102 |
1.0% |
10,572 |
| High |
10,831 |
10,829 |
-2 |
0.0% |
10,757 |
| Low |
10,717 |
10,762 |
45 |
0.4% |
10,508 |
| Close |
10,828 |
10,787 |
-41 |
-0.4% |
10,687 |
| Range |
114 |
67 |
-47 |
-41.2% |
249 |
| ATR |
111 |
107 |
-3 |
-2.8% |
0 |
| Volume |
117,736 |
113,084 |
-4,652 |
-4.0% |
520,181 |
|
| Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,994 |
10,957 |
10,824 |
|
| R3 |
10,927 |
10,890 |
10,806 |
|
| R2 |
10,860 |
10,860 |
10,799 |
|
| R1 |
10,823 |
10,823 |
10,793 |
10,808 |
| PP |
10,793 |
10,793 |
10,793 |
10,785 |
| S1 |
10,756 |
10,756 |
10,781 |
10,741 |
| S2 |
10,726 |
10,726 |
10,775 |
|
| S3 |
10,659 |
10,689 |
10,769 |
|
| S4 |
10,592 |
10,622 |
10,750 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,398 |
11,291 |
10,824 |
|
| R3 |
11,149 |
11,042 |
10,756 |
|
| R2 |
10,900 |
10,900 |
10,733 |
|
| R1 |
10,793 |
10,793 |
10,710 |
10,847 |
| PP |
10,651 |
10,651 |
10,651 |
10,677 |
| S1 |
10,544 |
10,544 |
10,664 |
10,598 |
| S2 |
10,402 |
10,402 |
10,641 |
|
| S3 |
10,153 |
10,295 |
10,619 |
|
| S4 |
9,904 |
10,046 |
10,550 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,831 |
10,617 |
214 |
2.0% |
104 |
1.0% |
79% |
False |
False |
114,012 |
| 10 |
10,831 |
10,444 |
387 |
3.6% |
92 |
0.9% |
89% |
False |
False |
94,572 |
| 20 |
10,831 |
10,110 |
721 |
6.7% |
98 |
0.9% |
94% |
False |
False |
47,714 |
| 40 |
10,831 |
9,731 |
1,100 |
10.2% |
128 |
1.2% |
96% |
False |
False |
23,940 |
| 60 |
10,831 |
9,731 |
1,100 |
10.2% |
125 |
1.2% |
96% |
False |
False |
15,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,114 |
|
2.618 |
11,005 |
|
1.618 |
10,938 |
|
1.000 |
10,896 |
|
0.618 |
10,871 |
|
HIGH |
10,829 |
|
0.618 |
10,804 |
|
0.500 |
10,796 |
|
0.382 |
10,788 |
|
LOW |
10,762 |
|
0.618 |
10,721 |
|
1.000 |
10,695 |
|
1.618 |
10,654 |
|
2.618 |
10,587 |
|
4.250 |
10,477 |
|
|
| Fisher Pivots for day following 24-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,796 |
10,766 |
| PP |
10,793 |
10,745 |
| S1 |
10,790 |
10,724 |
|