| 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 |
7,087.5 |
6,991.5 |
-96.0 |
-1.4% |
7,146.0 |
| High |
7,111.5 |
7,018.0 |
-93.5 |
-1.3% |
7,274.0 |
| Low |
7,023.0 |
6,967.0 |
-56.0 |
-0.8% |
6,967.0 |
| Close |
7,055.0 |
6,982.5 |
-72.5 |
-1.0% |
6,982.5 |
| Range |
88.5 |
51.0 |
-37.5 |
-42.4% |
307.0 |
| ATR |
111.8 |
110.1 |
-1.7 |
-1.5% |
0.0 |
| Volume |
187,794 |
166,404 |
-21,390 |
-11.4% |
915,491 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,142.2 |
7,113.3 |
7,010.6 |
|
| R3 |
7,091.2 |
7,062.3 |
6,996.5 |
|
| R2 |
7,040.2 |
7,040.2 |
6,991.9 |
|
| R1 |
7,011.3 |
7,011.3 |
6,987.2 |
7,000.3 |
| PP |
6,989.2 |
6,989.2 |
6,989.2 |
6,983.6 |
| S1 |
6,960.3 |
6,960.3 |
6,977.8 |
6,949.3 |
| S2 |
6,938.2 |
6,938.2 |
6,973.2 |
|
| S3 |
6,887.2 |
6,909.3 |
6,968.5 |
|
| S4 |
6,836.2 |
6,858.3 |
6,954.5 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,995.5 |
7,796.0 |
7,151.4 |
|
| R3 |
7,688.5 |
7,489.0 |
7,066.9 |
|
| R2 |
7,381.5 |
7,381.5 |
7,038.8 |
|
| R1 |
7,182.0 |
7,182.0 |
7,010.6 |
7,128.3 |
| PP |
7,074.5 |
7,074.5 |
7,074.5 |
7,047.6 |
| S1 |
6,875.0 |
6,875.0 |
6,954.4 |
6,821.3 |
| S2 |
6,767.5 |
6,767.5 |
6,926.2 |
|
| S3 |
6,460.5 |
6,568.0 |
6,898.1 |
|
| S4 |
6,153.5 |
6,261.0 |
6,813.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,274.0 |
6,967.0 |
307.0 |
4.4% |
110.8 |
1.6% |
5% |
False |
True |
183,098 |
| 10 |
7,360.5 |
6,967.0 |
393.5 |
5.6% |
127.6 |
1.8% |
4% |
False |
True |
157,651 |
| 20 |
7,443.5 |
6,967.0 |
476.5 |
6.8% |
104.0 |
1.5% |
3% |
False |
True |
142,137 |
| 40 |
7,443.5 |
6,967.0 |
476.5 |
6.8% |
90.1 |
1.3% |
3% |
False |
True |
128,254 |
| 60 |
7,443.5 |
6,842.5 |
601.0 |
8.6% |
87.4 |
1.3% |
23% |
False |
False |
117,169 |
| 80 |
7,443.5 |
6,679.0 |
764.5 |
10.9% |
86.8 |
1.2% |
40% |
False |
False |
90,365 |
| 100 |
7,443.5 |
6,490.0 |
953.5 |
13.7% |
84.9 |
1.2% |
52% |
False |
False |
72,414 |
| 120 |
7,443.5 |
6,137.5 |
1,306.0 |
18.7% |
86.2 |
1.2% |
65% |
False |
False |
60,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,234.8 |
|
2.618 |
7,151.5 |
|
1.618 |
7,100.5 |
|
1.000 |
7,069.0 |
|
0.618 |
7,049.5 |
|
HIGH |
7,018.0 |
|
0.618 |
6,998.5 |
|
0.500 |
6,992.5 |
|
0.382 |
6,986.5 |
|
LOW |
6,967.0 |
|
0.618 |
6,935.5 |
|
1.000 |
6,916.0 |
|
1.618 |
6,884.5 |
|
2.618 |
6,833.5 |
|
4.250 |
6,750.3 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,992.5 |
7,093.5 |
| PP |
6,989.2 |
7,056.5 |
| S1 |
6,985.8 |
7,019.5 |
|