| Trading Metrics calculated at close of trading on 17-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,773.0 |
2,724.0 |
-49.0 |
-1.8% |
2,930.0 |
| High |
2,811.0 |
2,801.0 |
-10.0 |
-0.4% |
2,977.0 |
| Low |
2,669.0 |
2,724.0 |
55.0 |
2.1% |
2,872.0 |
| Close |
2,729.0 |
2,785.0 |
56.0 |
2.1% |
2,885.0 |
| Range |
142.0 |
77.0 |
-65.0 |
-45.8% |
105.0 |
| ATR |
62.4 |
63.4 |
1.0 |
1.7% |
0.0 |
| Volume |
4,215,075 |
2,781,855 |
-1,433,220 |
-34.0% |
7,802,775 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,001.0 |
2,970.0 |
2,827.4 |
|
| R3 |
2,924.0 |
2,893.0 |
2,806.2 |
|
| R2 |
2,847.0 |
2,847.0 |
2,799.1 |
|
| R1 |
2,816.0 |
2,816.0 |
2,792.1 |
2,831.5 |
| PP |
2,770.0 |
2,770.0 |
2,770.0 |
2,777.8 |
| S1 |
2,739.0 |
2,739.0 |
2,777.9 |
2,754.5 |
| S2 |
2,693.0 |
2,693.0 |
2,770.9 |
|
| S3 |
2,616.0 |
2,662.0 |
2,763.8 |
|
| S4 |
2,539.0 |
2,585.0 |
2,742.7 |
|
|
| 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 |
2,902.0 |
2,669.0 |
233.0 |
8.4% |
77.0 |
2.8% |
50% |
False |
False |
3,056,667 |
| 10 |
3,000.0 |
2,669.0 |
331.0 |
11.9% |
64.7 |
2.3% |
35% |
False |
False |
2,294,801 |
| 20 |
3,080.0 |
2,669.0 |
411.0 |
14.8% |
57.1 |
2.1% |
28% |
False |
False |
1,725,551 |
| 40 |
3,080.0 |
2,669.0 |
411.0 |
14.8% |
50.4 |
1.8% |
28% |
False |
False |
1,371,202 |
| 60 |
3,080.0 |
2,669.0 |
411.0 |
14.8% |
48.5 |
1.7% |
28% |
False |
False |
1,201,314 |
| 80 |
3,080.0 |
2,631.0 |
449.0 |
16.1% |
48.7 |
1.7% |
34% |
False |
False |
976,743 |
| 100 |
3,080.0 |
2,631.0 |
449.0 |
16.1% |
48.3 |
1.7% |
34% |
False |
False |
786,645 |
| 120 |
3,080.0 |
2,631.0 |
449.0 |
16.1% |
47.6 |
1.7% |
34% |
False |
False |
656,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,128.3 |
|
2.618 |
3,002.6 |
|
1.618 |
2,925.6 |
|
1.000 |
2,878.0 |
|
0.618 |
2,848.6 |
|
HIGH |
2,801.0 |
|
0.618 |
2,771.6 |
|
0.500 |
2,762.5 |
|
0.382 |
2,753.4 |
|
LOW |
2,724.0 |
|
0.618 |
2,676.4 |
|
1.000 |
2,647.0 |
|
1.618 |
2,599.4 |
|
2.618 |
2,522.4 |
|
4.250 |
2,396.8 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,777.5 |
2,770.0 |
| PP |
2,770.0 |
2,755.0 |
| S1 |
2,762.5 |
2,740.0 |
|