| Trading Metrics calculated at close of trading on 07-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,986.0 |
2,930.0 |
-56.0 |
-1.9% |
2,983.0 |
| High |
3,000.0 |
2,977.0 |
-23.0 |
-0.8% |
3,043.0 |
| Low |
2,922.0 |
2,911.0 |
-11.0 |
-0.4% |
2,922.0 |
| Close |
2,946.0 |
2,932.0 |
-14.0 |
-0.5% |
2,946.0 |
| Range |
78.0 |
66.0 |
-12.0 |
-15.4% |
121.0 |
| ATR |
53.0 |
53.9 |
0.9 |
1.8% |
0.0 |
| Volume |
1,621,492 |
1,621,429 |
-63 |
0.0% |
5,964,003 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,138.0 |
3,101.0 |
2,968.3 |
|
| R3 |
3,072.0 |
3,035.0 |
2,950.2 |
|
| R2 |
3,006.0 |
3,006.0 |
2,944.1 |
|
| R1 |
2,969.0 |
2,969.0 |
2,938.1 |
2,987.5 |
| PP |
2,940.0 |
2,940.0 |
2,940.0 |
2,949.3 |
| S1 |
2,903.0 |
2,903.0 |
2,926.0 |
2,921.5 |
| S2 |
2,874.0 |
2,874.0 |
2,919.9 |
|
| S3 |
2,808.0 |
2,837.0 |
2,913.9 |
|
| S4 |
2,742.0 |
2,771.0 |
2,895.7 |
|
|
| 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 |
2,911.0 |
132.0 |
4.5% |
64.0 |
2.2% |
16% |
False |
True |
1,271,059 |
| 10 |
3,043.0 |
2,911.0 |
132.0 |
4.5% |
57.5 |
2.0% |
16% |
False |
True |
1,365,909 |
| 20 |
3,080.0 |
2,911.0 |
169.0 |
5.8% |
47.8 |
1.6% |
12% |
False |
True |
1,182,681 |
| 40 |
3,080.0 |
2,751.0 |
329.0 |
11.2% |
47.8 |
1.6% |
55% |
False |
False |
1,130,208 |
| 60 |
3,080.0 |
2,751.0 |
329.0 |
11.2% |
44.5 |
1.5% |
55% |
False |
False |
963,217 |
| 80 |
3,080.0 |
2,631.0 |
449.0 |
15.3% |
47.5 |
1.6% |
67% |
False |
False |
734,625 |
| 100 |
3,080.0 |
2,631.0 |
449.0 |
15.3% |
46.5 |
1.6% |
67% |
False |
False |
590,509 |
| 120 |
3,080.0 |
2,631.0 |
449.0 |
15.3% |
46.9 |
1.6% |
67% |
False |
False |
492,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,257.5 |
|
2.618 |
3,149.8 |
|
1.618 |
3,083.8 |
|
1.000 |
3,043.0 |
|
0.618 |
3,017.8 |
|
HIGH |
2,977.0 |
|
0.618 |
2,951.8 |
|
0.500 |
2,944.0 |
|
0.382 |
2,936.2 |
|
LOW |
2,911.0 |
|
0.618 |
2,870.2 |
|
1.000 |
2,845.0 |
|
1.618 |
2,804.2 |
|
2.618 |
2,738.2 |
|
4.250 |
2,630.5 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,944.0 |
2,959.5 |
| PP |
2,940.0 |
2,950.3 |
| S1 |
2,936.0 |
2,941.2 |
|