| Trading Metrics calculated at close of trading on 29-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
10,789 |
10,805 |
16 |
0.1% |
10,662 |
| High |
10,847 |
10,857 |
10 |
0.1% |
10,894 |
| Low |
10,753 |
10,800 |
47 |
0.4% |
10,617 |
| Close |
10,798 |
10,829 |
31 |
0.3% |
10,798 |
| Range |
94 |
57 |
-37 |
-39.4% |
277 |
| ATR |
107 |
104 |
-3 |
-3.2% |
0 |
| Volume |
138,933 |
128,354 |
-10,579 |
-7.6% |
621,172 |
|
| Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,000 |
10,971 |
10,860 |
|
| R3 |
10,943 |
10,914 |
10,845 |
|
| R2 |
10,886 |
10,886 |
10,840 |
|
| R1 |
10,857 |
10,857 |
10,834 |
10,872 |
| PP |
10,829 |
10,829 |
10,829 |
10,836 |
| S1 |
10,800 |
10,800 |
10,824 |
10,815 |
| S2 |
10,772 |
10,772 |
10,819 |
|
| S3 |
10,715 |
10,743 |
10,813 |
|
| S4 |
10,658 |
10,686 |
10,798 |
|
|
| 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 |
10,717 |
177 |
1.6% |
91 |
0.8% |
63% |
False |
False |
124,454 |
| 10 |
10,894 |
10,559 |
335 |
3.1% |
95 |
0.9% |
81% |
False |
False |
117,428 |
| 20 |
10,894 |
10,290 |
604 |
5.6% |
94 |
0.9% |
89% |
False |
False |
67,221 |
| 40 |
10,894 |
9,731 |
1,163 |
10.7% |
120 |
1.1% |
94% |
False |
False |
33,716 |
| 60 |
10,894 |
9,731 |
1,163 |
10.7% |
125 |
1.2% |
94% |
False |
False |
22,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,099 |
|
2.618 |
11,006 |
|
1.618 |
10,949 |
|
1.000 |
10,914 |
|
0.618 |
10,892 |
|
HIGH |
10,857 |
|
0.618 |
10,835 |
|
0.500 |
10,829 |
|
0.382 |
10,822 |
|
LOW |
10,800 |
|
0.618 |
10,765 |
|
1.000 |
10,743 |
|
1.618 |
10,708 |
|
2.618 |
10,651 |
|
4.250 |
10,558 |
|
|
| Fisher Pivots for day following 29-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,829 |
10,827 |
| PP |
10,829 |
10,825 |
| S1 |
10,829 |
10,824 |
|