| 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 |
116.87 |
117.17 |
0.30 |
0.3% |
115.31 |
| High |
117.42 |
117.53 |
0.11 |
0.1% |
118.17 |
| Low |
116.12 |
116.69 |
0.57 |
0.5% |
115.24 |
| Close |
116.58 |
117.32 |
0.74 |
0.6% |
116.58 |
| Range |
1.30 |
0.84 |
-0.46 |
-35.3% |
2.93 |
| ATR |
1.16 |
1.15 |
-0.02 |
-1.3% |
0.00 |
| Volume |
205,625,701 |
134,432,858 |
-71,192,843 |
-34.6% |
991,684,402 |
|
| Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.70 |
119.35 |
117.78 |
|
| R3 |
118.86 |
118.51 |
117.55 |
|
| R2 |
118.02 |
118.02 |
117.47 |
|
| R1 |
117.67 |
117.67 |
117.40 |
117.85 |
| PP |
117.18 |
117.18 |
117.18 |
117.27 |
| S1 |
116.83 |
116.83 |
117.24 |
117.00 |
| S2 |
116.34 |
116.34 |
117.17 |
|
| S3 |
115.50 |
115.99 |
117.09 |
|
| S4 |
114.66 |
115.15 |
116.86 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.44 |
123.94 |
118.19 |
|
| R3 |
122.52 |
121.01 |
117.39 |
|
| R2 |
119.59 |
119.59 |
117.12 |
|
| R1 |
118.09 |
118.09 |
116.85 |
118.84 |
| PP |
116.66 |
116.66 |
116.66 |
117.04 |
| S1 |
115.16 |
115.16 |
116.31 |
115.91 |
| S2 |
113.74 |
113.74 |
116.05 |
|
| S3 |
110.81 |
112.23 |
115.78 |
|
| S4 |
107.88 |
109.31 |
114.97 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.11 |
|
2.618 |
119.73 |
|
1.618 |
118.89 |
|
1.000 |
118.37 |
|
0.618 |
118.05 |
|
HIGH |
117.53 |
|
0.618 |
117.21 |
|
0.500 |
117.11 |
|
0.382 |
117.01 |
|
LOW |
116.69 |
|
0.618 |
116.17 |
|
1.000 |
115.85 |
|
1.618 |
115.33 |
|
2.618 |
114.49 |
|
4.250 |
113.11 |
|
|
| Fisher Pivots for day following 29-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117.25 |
117.26 |
| PP |
117.18 |
117.20 |
| S1 |
117.11 |
117.14 |
|