| Trading Metrics calculated at close of trading on 14-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,881.0 |
2,868.0 |
-13.0 |
-0.5% |
2,930.0 |
| High |
2,902.0 |
2,897.0 |
-5.0 |
-0.2% |
2,977.0 |
| Low |
2,872.0 |
2,843.0 |
-29.0 |
-1.0% |
2,872.0 |
| Close |
2,885.0 |
2,854.0 |
-31.0 |
-1.1% |
2,885.0 |
| Range |
30.0 |
54.0 |
24.0 |
80.0% |
105.0 |
| ATR |
50.5 |
50.8 |
0.2 |
0.5% |
0.0 |
| Volume |
1,759,594 |
2,328,735 |
569,141 |
32.3% |
7,802,775 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,026.7 |
2,994.3 |
2,883.7 |
|
| R3 |
2,972.7 |
2,940.3 |
2,868.9 |
|
| R2 |
2,918.7 |
2,918.7 |
2,863.9 |
|
| R1 |
2,886.3 |
2,886.3 |
2,859.0 |
2,875.5 |
| PP |
2,864.7 |
2,864.7 |
2,864.7 |
2,859.3 |
| S1 |
2,832.3 |
2,832.3 |
2,849.1 |
2,821.5 |
| S2 |
2,810.7 |
2,810.7 |
2,844.1 |
|
| S3 |
2,756.7 |
2,778.3 |
2,839.2 |
|
| S4 |
2,702.7 |
2,724.3 |
2,824.3 |
|
|
| 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 |
2,964.0 |
2,843.0 |
121.0 |
4.2% |
40.4 |
1.4% |
9% |
False |
True |
1,702,016 |
| 10 |
3,043.0 |
2,843.0 |
200.0 |
7.0% |
52.2 |
1.8% |
6% |
False |
True |
1,486,537 |
| 20 |
3,080.0 |
2,843.0 |
237.0 |
8.3% |
47.7 |
1.7% |
5% |
False |
True |
1,326,230 |
| 40 |
3,080.0 |
2,843.0 |
237.0 |
8.3% |
46.3 |
1.6% |
5% |
False |
True |
1,177,300 |
| 60 |
3,080.0 |
2,751.0 |
329.0 |
11.5% |
45.1 |
1.6% |
31% |
False |
False |
1,068,551 |
| 80 |
3,080.0 |
2,631.0 |
449.0 |
15.7% |
46.5 |
1.6% |
50% |
False |
False |
836,948 |
| 100 |
3,080.0 |
2,631.0 |
449.0 |
15.7% |
46.4 |
1.6% |
50% |
False |
False |
674,703 |
| 120 |
3,080.0 |
2,631.0 |
449.0 |
15.7% |
46.8 |
1.6% |
50% |
False |
False |
563,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,126.5 |
|
2.618 |
3,038.4 |
|
1.618 |
2,984.4 |
|
1.000 |
2,951.0 |
|
0.618 |
2,930.4 |
|
HIGH |
2,897.0 |
|
0.618 |
2,876.4 |
|
0.500 |
2,870.0 |
|
0.382 |
2,863.6 |
|
LOW |
2,843.0 |
|
0.618 |
2,809.6 |
|
1.000 |
2,789.0 |
|
1.618 |
2,755.6 |
|
2.618 |
2,701.6 |
|
4.250 |
2,613.5 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,870.0 |
2,883.5 |
| PP |
2,864.7 |
2,873.7 |
| S1 |
2,859.3 |
2,863.8 |
|