| 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 |
10,784 |
10,789 |
5 |
0.0% |
10,662 |
| High |
10,894 |
10,847 |
-47 |
-0.4% |
10,894 |
| Low |
10,772 |
10,753 |
-19 |
-0.2% |
10,617 |
| Close |
10,791 |
10,798 |
7 |
0.1% |
10,798 |
| Range |
122 |
94 |
-28 |
-23.0% |
277 |
| ATR |
108 |
107 |
-1 |
-1.0% |
0 |
| Volume |
124,163 |
138,933 |
14,770 |
11.9% |
621,172 |
|
| Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,081 |
11,034 |
10,850 |
|
| R3 |
10,987 |
10,940 |
10,824 |
|
| R2 |
10,893 |
10,893 |
10,815 |
|
| R1 |
10,846 |
10,846 |
10,807 |
10,870 |
| PP |
10,799 |
10,799 |
10,799 |
10,811 |
| S1 |
10,752 |
10,752 |
10,790 |
10,776 |
| S2 |
10,705 |
10,705 |
10,781 |
|
| S3 |
10,611 |
10,658 |
10,772 |
|
| S4 |
10,517 |
10,564 |
10,746 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,601 |
11,476 |
10,950 |
|
| R3 |
11,324 |
11,199 |
10,874 |
|
| R2 |
11,047 |
11,047 |
10,849 |
|
| R1 |
10,922 |
10,922 |
10,824 |
10,985 |
| PP |
10,770 |
10,770 |
10,770 |
10,801 |
| S1 |
10,645 |
10,645 |
10,773 |
10,708 |
| S2 |
10,493 |
10,493 |
10,747 |
|
| S3 |
10,216 |
10,368 |
10,722 |
|
| S4 |
9,939 |
10,091 |
10,646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,894 |
10,617 |
277 |
2.6% |
106 |
1.0% |
65% |
False |
False |
124,234 |
| 10 |
10,894 |
10,508 |
386 |
3.6% |
97 |
0.9% |
75% |
False |
False |
114,135 |
| 20 |
10,894 |
10,263 |
631 |
5.8% |
95 |
0.9% |
85% |
False |
False |
60,838 |
| 40 |
10,894 |
9,731 |
1,163 |
10.8% |
123 |
1.1% |
92% |
False |
False |
30,511 |
| 60 |
10,894 |
9,731 |
1,163 |
10.8% |
127 |
1.2% |
92% |
False |
False |
20,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,247 |
|
2.618 |
11,093 |
|
1.618 |
10,999 |
|
1.000 |
10,941 |
|
0.618 |
10,905 |
|
HIGH |
10,847 |
|
0.618 |
10,811 |
|
0.500 |
10,800 |
|
0.382 |
10,789 |
|
LOW |
10,753 |
|
0.618 |
10,695 |
|
1.000 |
10,659 |
|
1.618 |
10,601 |
|
2.618 |
10,507 |
|
4.250 |
10,354 |
|
|
| Fisher Pivots for day following 26-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,800 |
10,824 |
| PP |
10,799 |
10,815 |
| S1 |
10,799 |
10,807 |
|