| Trading Metrics calculated at close of trading on 11-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,920.0 |
2,881.0 |
-39.0 |
-1.3% |
2,930.0 |
| High |
2,924.0 |
2,902.0 |
-22.0 |
-0.8% |
2,977.0 |
| Low |
2,888.0 |
2,872.0 |
-16.0 |
-0.6% |
2,872.0 |
| Close |
2,908.0 |
2,885.0 |
-23.0 |
-0.8% |
2,885.0 |
| Range |
36.0 |
30.0 |
-6.0 |
-16.7% |
105.0 |
| ATR |
51.6 |
50.5 |
-1.1 |
-2.2% |
0.0 |
| Volume |
1,649,001 |
1,759,594 |
110,593 |
6.7% |
7,802,775 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,976.3 |
2,960.7 |
2,901.5 |
|
| R3 |
2,946.3 |
2,930.7 |
2,893.3 |
|
| R2 |
2,916.3 |
2,916.3 |
2,890.5 |
|
| R1 |
2,900.7 |
2,900.7 |
2,887.8 |
2,908.5 |
| PP |
2,886.3 |
2,886.3 |
2,886.3 |
2,890.3 |
| S1 |
2,870.7 |
2,870.7 |
2,882.3 |
2,878.5 |
| S2 |
2,856.3 |
2,856.3 |
2,879.5 |
|
| S3 |
2,826.3 |
2,840.7 |
2,876.8 |
|
| S4 |
2,796.3 |
2,810.7 |
2,868.5 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,226.3 |
3,160.7 |
2,942.8 |
|
| R3 |
3,121.3 |
3,055.7 |
2,913.9 |
|
| R2 |
3,016.3 |
3,016.3 |
2,904.3 |
|
| R1 |
2,950.7 |
2,950.7 |
2,894.6 |
2,931.0 |
| PP |
2,911.3 |
2,911.3 |
2,911.3 |
2,901.5 |
| S1 |
2,845.7 |
2,845.7 |
2,875.4 |
2,826.0 |
| S2 |
2,806.3 |
2,806.3 |
2,865.8 |
|
| S3 |
2,701.3 |
2,740.7 |
2,856.1 |
|
| S4 |
2,596.3 |
2,635.7 |
2,827.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,977.0 |
2,872.0 |
105.0 |
3.6% |
42.8 |
1.5% |
12% |
False |
True |
1,560,555 |
| 10 |
3,043.0 |
2,872.0 |
171.0 |
5.9% |
53.3 |
1.8% |
8% |
False |
True |
1,376,677 |
| 20 |
3,080.0 |
2,872.0 |
208.0 |
7.2% |
47.8 |
1.7% |
6% |
False |
True |
1,267,173 |
| 40 |
3,080.0 |
2,872.0 |
208.0 |
7.2% |
45.9 |
1.6% |
6% |
False |
True |
1,156,607 |
| 60 |
3,080.0 |
2,751.0 |
329.0 |
11.4% |
44.7 |
1.5% |
41% |
False |
False |
1,046,227 |
| 80 |
3,080.0 |
2,631.0 |
449.0 |
15.6% |
46.6 |
1.6% |
57% |
False |
False |
807,843 |
| 100 |
3,080.0 |
2,631.0 |
449.0 |
15.6% |
46.3 |
1.6% |
57% |
False |
False |
651,433 |
| 120 |
3,080.0 |
2,631.0 |
449.0 |
15.6% |
46.7 |
1.6% |
57% |
False |
False |
543,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,029.5 |
|
2.618 |
2,980.5 |
|
1.618 |
2,950.5 |
|
1.000 |
2,932.0 |
|
0.618 |
2,920.5 |
|
HIGH |
2,902.0 |
|
0.618 |
2,890.5 |
|
0.500 |
2,887.0 |
|
0.382 |
2,883.5 |
|
LOW |
2,872.0 |
|
0.618 |
2,853.5 |
|
1.000 |
2,842.0 |
|
1.618 |
2,823.5 |
|
2.618 |
2,793.5 |
|
4.250 |
2,744.5 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,887.0 |
2,918.0 |
| PP |
2,886.3 |
2,907.0 |
| S1 |
2,885.7 |
2,896.0 |
|