| Trading Metrics calculated at close of trading on 04-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,977.0 |
2,986.0 |
9.0 |
0.3% |
2,983.0 |
| High |
3,008.0 |
3,000.0 |
-8.0 |
-0.3% |
3,043.0 |
| Low |
2,954.0 |
2,922.0 |
-32.0 |
-1.1% |
2,922.0 |
| Close |
2,966.0 |
2,946.0 |
-20.0 |
-0.7% |
2,946.0 |
| Range |
54.0 |
78.0 |
24.0 |
44.4% |
121.0 |
| ATR |
51.1 |
53.0 |
1.9 |
3.8% |
0.0 |
| Volume |
0 |
1,621,492 |
1,621,492 |
|
5,964,003 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,190.0 |
3,146.0 |
2,988.9 |
|
| R3 |
3,112.0 |
3,068.0 |
2,967.5 |
|
| R2 |
3,034.0 |
3,034.0 |
2,960.3 |
|
| R1 |
2,990.0 |
2,990.0 |
2,953.2 |
2,973.0 |
| PP |
2,956.0 |
2,956.0 |
2,956.0 |
2,947.5 |
| S1 |
2,912.0 |
2,912.0 |
2,938.9 |
2,895.0 |
| S2 |
2,878.0 |
2,878.0 |
2,931.7 |
|
| S3 |
2,800.0 |
2,834.0 |
2,924.6 |
|
| S4 |
2,722.0 |
2,756.0 |
2,903.1 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,333.3 |
3,260.7 |
3,012.6 |
|
| R3 |
3,212.3 |
3,139.7 |
2,979.3 |
|
| R2 |
3,091.3 |
3,091.3 |
2,968.2 |
|
| R1 |
3,018.7 |
3,018.7 |
2,957.1 |
2,994.5 |
| PP |
2,970.3 |
2,970.3 |
2,970.3 |
2,958.3 |
| S1 |
2,897.7 |
2,897.7 |
2,934.9 |
2,873.5 |
| S2 |
2,849.3 |
2,849.3 |
2,923.8 |
|
| S3 |
2,728.3 |
2,776.7 |
2,912.7 |
|
| S4 |
2,607.3 |
2,655.7 |
2,879.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,043.0 |
2,922.0 |
121.0 |
4.1% |
63.8 |
2.2% |
20% |
False |
True |
1,192,800 |
| 10 |
3,080.0 |
2,922.0 |
158.0 |
5.4% |
54.2 |
1.8% |
15% |
False |
True |
1,203,766 |
| 20 |
3,080.0 |
2,922.0 |
158.0 |
5.4% |
45.9 |
1.6% |
15% |
False |
True |
1,150,502 |
| 40 |
3,080.0 |
2,751.0 |
329.0 |
11.2% |
47.4 |
1.6% |
59% |
False |
False |
1,115,395 |
| 60 |
3,080.0 |
2,751.0 |
329.0 |
11.2% |
44.2 |
1.5% |
59% |
False |
False |
940,393 |
| 80 |
3,080.0 |
2,631.0 |
449.0 |
15.2% |
47.1 |
1.6% |
70% |
False |
False |
715,062 |
| 100 |
3,080.0 |
2,631.0 |
449.0 |
15.2% |
46.3 |
1.6% |
70% |
False |
False |
574,295 |
| 120 |
3,080.0 |
2,631.0 |
449.0 |
15.2% |
46.6 |
1.6% |
70% |
False |
False |
479,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,331.5 |
|
2.618 |
3,204.2 |
|
1.618 |
3,126.2 |
|
1.000 |
3,078.0 |
|
0.618 |
3,048.2 |
|
HIGH |
3,000.0 |
|
0.618 |
2,970.2 |
|
0.500 |
2,961.0 |
|
0.382 |
2,951.8 |
|
LOW |
2,922.0 |
|
0.618 |
2,873.8 |
|
1.000 |
2,844.0 |
|
1.618 |
2,795.8 |
|
2.618 |
2,717.8 |
|
4.250 |
2,590.5 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,961.0 |
2,965.0 |
| PP |
2,956.0 |
2,958.7 |
| S1 |
2,951.0 |
2,952.3 |
|