| Trading Metrics calculated at close of trading on 17-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
115.81 |
116.76 |
0.95 |
0.8% |
114.26 |
| High |
116.52 |
117.48 |
0.96 |
0.8% |
115.97 |
| Low |
115.49 |
116.42 |
0.93 |
0.8% |
113.87 |
| Close |
116.41 |
117.10 |
0.69 |
0.6% |
115.46 |
| Range |
1.03 |
1.06 |
0.03 |
2.9% |
2.10 |
| ATR |
1.08 |
1.08 |
0.00 |
-0.1% |
0.00 |
| Volume |
168,562,021 |
177,207,117 |
8,645,096 |
5.1% |
777,158,405 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.18 |
119.70 |
117.68 |
|
| R3 |
119.12 |
118.64 |
117.39 |
|
| R2 |
118.06 |
118.06 |
117.29 |
|
| R1 |
117.58 |
117.58 |
117.20 |
117.82 |
| PP |
117.00 |
117.00 |
117.00 |
117.12 |
| S1 |
116.52 |
116.52 |
117.00 |
116.76 |
| S2 |
115.94 |
115.94 |
116.91 |
|
| S3 |
114.88 |
115.46 |
116.81 |
|
| S4 |
113.82 |
114.40 |
116.52 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.40 |
120.53 |
116.62 |
|
| R3 |
119.30 |
118.43 |
116.04 |
|
| R2 |
117.20 |
117.20 |
115.85 |
|
| R1 |
116.33 |
116.33 |
115.65 |
116.77 |
| PP |
115.10 |
115.10 |
115.10 |
115.32 |
| S1 |
114.23 |
114.23 |
115.27 |
114.67 |
| S2 |
113.00 |
113.00 |
115.08 |
|
| S3 |
110.90 |
112.13 |
114.88 |
|
| S4 |
108.80 |
110.03 |
114.31 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.99 |
|
2.618 |
120.26 |
|
1.618 |
119.20 |
|
1.000 |
118.54 |
|
0.618 |
118.14 |
|
HIGH |
117.48 |
|
0.618 |
117.08 |
|
0.500 |
116.95 |
|
0.382 |
116.82 |
|
LOW |
116.42 |
|
0.618 |
115.76 |
|
1.000 |
115.36 |
|
1.618 |
114.70 |
|
2.618 |
113.64 |
|
4.250 |
111.91 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117.05 |
116.75 |
| PP |
117.00 |
116.39 |
| S1 |
116.95 |
116.04 |
|