| Trading Metrics calculated at close of trading on 15-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,868.0 |
2,791.0 |
-77.0 |
-2.7% |
2,930.0 |
| High |
2,897.0 |
2,808.0 |
-89.0 |
-3.1% |
2,977.0 |
| Low |
2,843.0 |
2,726.0 |
-117.0 |
-4.1% |
2,872.0 |
| Close |
2,854.0 |
2,793.0 |
-61.0 |
-2.1% |
2,885.0 |
| Range |
54.0 |
82.0 |
28.0 |
51.9% |
105.0 |
| ATR |
50.8 |
56.3 |
5.5 |
10.9% |
0.0 |
| Volume |
2,328,735 |
4,198,078 |
1,869,343 |
80.3% |
7,802,775 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,021.7 |
2,989.3 |
2,838.1 |
|
| R3 |
2,939.7 |
2,907.3 |
2,815.6 |
|
| R2 |
2,857.7 |
2,857.7 |
2,808.0 |
|
| R1 |
2,825.3 |
2,825.3 |
2,800.5 |
2,841.5 |
| PP |
2,775.7 |
2,775.7 |
2,775.7 |
2,783.8 |
| S1 |
2,743.3 |
2,743.3 |
2,785.5 |
2,759.5 |
| S2 |
2,693.7 |
2,693.7 |
2,778.0 |
|
| S3 |
2,611.7 |
2,661.3 |
2,770.5 |
|
| S4 |
2,529.7 |
2,579.3 |
2,747.9 |
|
|
| 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 |
2,726.0 |
238.0 |
8.5% |
47.8 |
1.7% |
28% |
False |
True |
2,247,635 |
| 10 |
3,008.0 |
2,726.0 |
282.0 |
10.1% |
51.8 |
1.9% |
24% |
False |
True |
1,741,688 |
| 20 |
3,080.0 |
2,726.0 |
354.0 |
12.7% |
49.8 |
1.8% |
19% |
False |
True |
1,489,684 |
| 40 |
3,080.0 |
2,726.0 |
354.0 |
12.7% |
47.1 |
1.7% |
19% |
False |
True |
1,255,402 |
| 60 |
3,080.0 |
2,726.0 |
354.0 |
12.7% |
46.1 |
1.6% |
19% |
False |
True |
1,117,667 |
| 80 |
3,080.0 |
2,631.0 |
449.0 |
16.1% |
47.1 |
1.7% |
36% |
False |
False |
889,418 |
| 100 |
3,080.0 |
2,631.0 |
449.0 |
16.1% |
46.8 |
1.7% |
36% |
False |
False |
716,682 |
| 120 |
3,080.0 |
2,631.0 |
449.0 |
16.1% |
47.0 |
1.7% |
36% |
False |
False |
598,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,156.5 |
|
2.618 |
3,022.7 |
|
1.618 |
2,940.7 |
|
1.000 |
2,890.0 |
|
0.618 |
2,858.7 |
|
HIGH |
2,808.0 |
|
0.618 |
2,776.7 |
|
0.500 |
2,767.0 |
|
0.382 |
2,757.3 |
|
LOW |
2,726.0 |
|
0.618 |
2,675.3 |
|
1.000 |
2,644.0 |
|
1.618 |
2,593.3 |
|
2.618 |
2,511.3 |
|
4.250 |
2,377.5 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,784.3 |
2,814.0 |
| PP |
2,775.7 |
2,807.0 |
| S1 |
2,767.0 |
2,800.0 |
|