| Trading Metrics calculated at close of trading on 09-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,940.0 |
2,935.0 |
-5.0 |
-0.2% |
2,983.0 |
| High |
2,954.0 |
2,964.0 |
10.0 |
0.3% |
3,043.0 |
| Low |
2,909.0 |
2,927.0 |
18.0 |
0.6% |
2,922.0 |
| Close |
2,943.0 |
2,933.0 |
-10.0 |
-0.3% |
2,946.0 |
| Range |
45.0 |
37.0 |
-8.0 |
-17.8% |
121.0 |
| ATR |
53.3 |
52.1 |
-1.2 |
-2.2% |
0.0 |
| Volume |
1,469,980 |
1,302,771 |
-167,209 |
-11.4% |
5,964,003 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,052.3 |
3,029.7 |
2,953.4 |
|
| R3 |
3,015.3 |
2,992.7 |
2,943.2 |
|
| R2 |
2,978.3 |
2,978.3 |
2,939.8 |
|
| R1 |
2,955.7 |
2,955.7 |
2,936.4 |
2,948.5 |
| PP |
2,941.3 |
2,941.3 |
2,941.3 |
2,937.8 |
| S1 |
2,918.7 |
2,918.7 |
2,929.6 |
2,911.5 |
| S2 |
2,904.3 |
2,904.3 |
2,926.2 |
|
| S3 |
2,867.3 |
2,881.7 |
2,922.8 |
|
| S4 |
2,830.3 |
2,844.7 |
2,912.7 |
|
|
| 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 |
3,008.0 |
2,909.0 |
99.0 |
3.4% |
56.0 |
1.9% |
24% |
False |
False |
1,203,134 |
| 10 |
3,043.0 |
2,909.0 |
134.0 |
4.6% |
54.8 |
1.9% |
18% |
False |
False |
1,301,145 |
| 20 |
3,080.0 |
2,909.0 |
171.0 |
5.8% |
48.2 |
1.6% |
14% |
False |
False |
1,215,056 |
| 40 |
3,080.0 |
2,758.0 |
322.0 |
11.0% |
47.5 |
1.6% |
54% |
False |
False |
1,132,654 |
| 60 |
3,080.0 |
2,751.0 |
329.0 |
11.2% |
44.5 |
1.5% |
55% |
False |
False |
1,004,456 |
| 80 |
3,080.0 |
2,631.0 |
449.0 |
15.3% |
47.4 |
1.6% |
67% |
False |
False |
765,614 |
| 100 |
3,080.0 |
2,631.0 |
449.0 |
15.3% |
46.4 |
1.6% |
67% |
False |
False |
618,234 |
| 120 |
3,080.0 |
2,631.0 |
449.0 |
15.3% |
47.2 |
1.6% |
67% |
False |
False |
515,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,121.3 |
|
2.618 |
3,060.9 |
|
1.618 |
3,023.9 |
|
1.000 |
3,001.0 |
|
0.618 |
2,986.9 |
|
HIGH |
2,964.0 |
|
0.618 |
2,949.9 |
|
0.500 |
2,945.5 |
|
0.382 |
2,941.1 |
|
LOW |
2,927.0 |
|
0.618 |
2,904.1 |
|
1.000 |
2,890.0 |
|
1.618 |
2,867.1 |
|
2.618 |
2,830.1 |
|
4.250 |
2,769.8 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,945.5 |
2,943.0 |
| PP |
2,941.3 |
2,939.7 |
| S1 |
2,937.2 |
2,936.3 |
|