| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,935.0 |
2,920.0 |
-15.0 |
-0.5% |
2,983.0 |
| High |
2,964.0 |
2,924.0 |
-40.0 |
-1.3% |
3,043.0 |
| Low |
2,927.0 |
2,888.0 |
-39.0 |
-1.3% |
2,922.0 |
| Close |
2,933.0 |
2,908.0 |
-25.0 |
-0.9% |
2,946.0 |
| Range |
37.0 |
36.0 |
-1.0 |
-2.7% |
121.0 |
| ATR |
52.1 |
51.6 |
-0.5 |
-1.0% |
0.0 |
| Volume |
1,302,771 |
1,649,001 |
346,230 |
26.6% |
5,964,003 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,014.7 |
2,997.3 |
2,927.8 |
|
| R3 |
2,978.7 |
2,961.3 |
2,917.9 |
|
| R2 |
2,942.7 |
2,942.7 |
2,914.6 |
|
| R1 |
2,925.3 |
2,925.3 |
2,911.3 |
2,916.0 |
| PP |
2,906.7 |
2,906.7 |
2,906.7 |
2,902.0 |
| S1 |
2,889.3 |
2,889.3 |
2,904.7 |
2,880.0 |
| S2 |
2,870.7 |
2,870.7 |
2,901.4 |
|
| S3 |
2,834.7 |
2,853.3 |
2,898.1 |
|
| S4 |
2,798.7 |
2,817.3 |
2,888.2 |
|
|
| 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 |
3,000.0 |
2,888.0 |
112.0 |
3.9% |
52.4 |
1.8% |
18% |
False |
True |
1,532,934 |
| 10 |
3,043.0 |
2,888.0 |
155.0 |
5.3% |
54.7 |
1.9% |
13% |
False |
True |
1,316,240 |
| 20 |
3,080.0 |
2,888.0 |
192.0 |
6.6% |
48.6 |
1.7% |
10% |
False |
True |
1,246,197 |
| 40 |
3,080.0 |
2,792.0 |
288.0 |
9.9% |
47.4 |
1.6% |
40% |
False |
False |
1,147,247 |
| 60 |
3,080.0 |
2,751.0 |
329.0 |
11.3% |
44.7 |
1.5% |
48% |
False |
False |
1,028,282 |
| 80 |
3,080.0 |
2,631.0 |
449.0 |
15.4% |
46.9 |
1.6% |
62% |
False |
False |
786,222 |
| 100 |
3,080.0 |
2,631.0 |
449.0 |
15.4% |
46.4 |
1.6% |
62% |
False |
False |
633,845 |
| 120 |
3,080.0 |
2,631.0 |
449.0 |
15.4% |
46.9 |
1.6% |
62% |
False |
False |
529,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,077.0 |
|
2.618 |
3,018.2 |
|
1.618 |
2,982.2 |
|
1.000 |
2,960.0 |
|
0.618 |
2,946.2 |
|
HIGH |
2,924.0 |
|
0.618 |
2,910.2 |
|
0.500 |
2,906.0 |
|
0.382 |
2,901.8 |
|
LOW |
2,888.0 |
|
0.618 |
2,865.8 |
|
1.000 |
2,852.0 |
|
1.618 |
2,829.8 |
|
2.618 |
2,793.8 |
|
4.250 |
2,735.0 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,907.3 |
2,926.0 |
| PP |
2,906.7 |
2,920.0 |
| S1 |
2,906.0 |
2,914.0 |
|