| Trading Metrics calculated at close of trading on 08-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,930.0 |
2,940.0 |
10.0 |
0.3% |
2,983.0 |
| High |
2,977.0 |
2,954.0 |
-23.0 |
-0.8% |
3,043.0 |
| Low |
2,911.0 |
2,909.0 |
-2.0 |
-0.1% |
2,922.0 |
| Close |
2,932.0 |
2,943.0 |
11.0 |
0.4% |
2,946.0 |
| Range |
66.0 |
45.0 |
-21.0 |
-31.8% |
121.0 |
| ATR |
53.9 |
53.3 |
-0.6 |
-1.2% |
0.0 |
| Volume |
1,621,429 |
1,469,980 |
-151,449 |
-9.3% |
5,964,003 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,070.3 |
3,051.7 |
2,967.8 |
|
| R3 |
3,025.3 |
3,006.7 |
2,955.4 |
|
| R2 |
2,980.3 |
2,980.3 |
2,951.3 |
|
| R1 |
2,961.7 |
2,961.7 |
2,947.1 |
2,971.0 |
| PP |
2,935.3 |
2,935.3 |
2,935.3 |
2,940.0 |
| S1 |
2,916.7 |
2,916.7 |
2,938.9 |
2,926.0 |
| S2 |
2,890.3 |
2,890.3 |
2,934.8 |
|
| S3 |
2,845.3 |
2,871.7 |
2,930.6 |
|
| S4 |
2,800.3 |
2,826.7 |
2,918.3 |
|
|
| 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 |
3,008.0 |
2,909.0 |
99.0 |
3.4% |
55.8 |
1.9% |
34% |
False |
True |
1,235,742 |
| 10 |
3,043.0 |
2,909.0 |
134.0 |
4.6% |
57.0 |
1.9% |
25% |
False |
True |
1,333,122 |
| 20 |
3,080.0 |
2,909.0 |
171.0 |
5.8% |
48.0 |
1.6% |
20% |
False |
True |
1,201,460 |
| 40 |
3,080.0 |
2,751.0 |
329.0 |
11.2% |
47.7 |
1.6% |
58% |
False |
False |
1,132,310 |
| 60 |
3,080.0 |
2,751.0 |
329.0 |
11.2% |
44.3 |
1.5% |
58% |
False |
False |
986,439 |
| 80 |
3,080.0 |
2,631.0 |
449.0 |
15.3% |
47.4 |
1.6% |
69% |
False |
False |
752,985 |
| 100 |
3,080.0 |
2,631.0 |
449.0 |
15.3% |
46.3 |
1.6% |
69% |
False |
False |
605,207 |
| 120 |
3,080.0 |
2,631.0 |
449.0 |
15.3% |
47.0 |
1.6% |
69% |
False |
False |
504,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,145.3 |
|
2.618 |
3,071.8 |
|
1.618 |
3,026.8 |
|
1.000 |
2,999.0 |
|
0.618 |
2,981.8 |
|
HIGH |
2,954.0 |
|
0.618 |
2,936.8 |
|
0.500 |
2,931.5 |
|
0.382 |
2,926.2 |
|
LOW |
2,909.0 |
|
0.618 |
2,881.2 |
|
1.000 |
2,864.0 |
|
1.618 |
2,836.2 |
|
2.618 |
2,791.2 |
|
4.250 |
2,717.8 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,939.2 |
2,954.5 |
| PP |
2,935.3 |
2,950.7 |
| S1 |
2,931.5 |
2,946.8 |
|