| Trading Metrics calculated at close of trading on 30-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
10,849.23 |
10,895.02 |
45.79 |
0.4% |
10,741.00 |
| High |
10,916.64 |
10,940.22 |
23.58 |
0.2% |
10,955.48 |
| Low |
10,849.23 |
10,866.83 |
17.60 |
0.2% |
10,695.13 |
| Close |
10,895.86 |
10,907.42 |
11.56 |
0.1% |
10,850.36 |
| Range |
67.41 |
73.39 |
5.98 |
8.9% |
260.35 |
| ATR |
96.43 |
94.78 |
-1.65 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,124.99 |
11,089.60 |
10,947.78 |
|
| R3 |
11,051.60 |
11,016.21 |
10,927.60 |
|
| R2 |
10,978.21 |
10,978.21 |
10,920.87 |
|
| R1 |
10,942.82 |
10,942.82 |
10,914.15 |
10,960.52 |
| PP |
10,904.82 |
10,904.82 |
10,904.82 |
10,913.67 |
| S1 |
10,869.43 |
10,869.43 |
10,900.69 |
10,887.13 |
| S2 |
10,831.43 |
10,831.43 |
10,893.97 |
|
| S3 |
10,758.04 |
10,796.04 |
10,887.24 |
|
| S4 |
10,684.65 |
10,722.65 |
10,867.06 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,614.71 |
11,492.88 |
10,993.55 |
|
| R3 |
11,354.36 |
11,232.53 |
10,921.96 |
|
| R2 |
11,094.01 |
11,094.01 |
10,898.09 |
|
| R1 |
10,972.18 |
10,972.18 |
10,874.23 |
11,033.10 |
| PP |
10,833.66 |
10,833.66 |
10,833.66 |
10,864.11 |
| S1 |
10,711.83 |
10,711.83 |
10,826.49 |
10,772.75 |
| S2 |
10,573.31 |
10,573.31 |
10,802.63 |
|
| S3 |
10,312.96 |
10,451.48 |
10,778.76 |
|
| S4 |
10,052.61 |
10,191.13 |
10,707.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,955.48 |
10,816.43 |
139.05 |
1.3% |
83.49 |
0.8% |
65% |
False |
False |
|
| 10 |
10,955.48 |
10,686.36 |
269.12 |
2.5% |
90.45 |
0.8% |
82% |
False |
False |
|
| 20 |
10,955.48 |
10,376.58 |
578.90 |
5.3% |
84.28 |
0.8% |
92% |
False |
False |
|
| 40 |
10,955.48 |
9,835.09 |
1,120.39 |
10.3% |
109.32 |
1.0% |
96% |
False |
False |
|
| 60 |
10,955.48 |
9,835.09 |
1,120.39 |
10.3% |
116.81 |
1.1% |
96% |
False |
False |
|
| 80 |
10,955.48 |
9,835.09 |
1,120.39 |
10.3% |
111.18 |
1.0% |
96% |
False |
False |
|
| 100 |
10,955.48 |
9,767.14 |
1,188.34 |
10.9% |
114.57 |
1.1% |
96% |
False |
False |
|
| 120 |
10,955.48 |
9,675.62 |
1,279.86 |
11.7% |
118.77 |
1.1% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,252.13 |
|
2.618 |
11,132.36 |
|
1.618 |
11,058.97 |
|
1.000 |
11,013.61 |
|
0.618 |
10,985.58 |
|
HIGH |
10,940.22 |
|
0.618 |
10,912.19 |
|
0.500 |
10,903.53 |
|
0.382 |
10,894.86 |
|
LOW |
10,866.83 |
|
0.618 |
10,821.47 |
|
1.000 |
10,793.44 |
|
1.618 |
10,748.08 |
|
2.618 |
10,674.69 |
|
4.250 |
10,554.92 |
|
|
| Fisher Pivots for day following 30-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,906.12 |
10,897.72 |
| PP |
10,904.82 |
10,888.02 |
| S1 |
10,903.53 |
10,878.33 |
|