| 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 |
6,991.5 |
6,935.0 |
-56.5 |
-0.8% |
7,146.0 |
| High |
7,018.0 |
6,949.0 |
-69.0 |
-1.0% |
7,274.0 |
| Low |
6,967.0 |
6,848.0 |
-119.0 |
-1.7% |
6,967.0 |
| Close |
6,982.5 |
6,875.0 |
-107.5 |
-1.5% |
6,982.5 |
| Range |
51.0 |
101.0 |
50.0 |
98.0% |
307.0 |
| ATR |
110.1 |
111.8 |
1.7 |
1.6% |
0.0 |
| Volume |
166,404 |
288,524 |
122,120 |
73.4% |
915,491 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,193.7 |
7,135.3 |
6,930.6 |
|
| R3 |
7,092.7 |
7,034.3 |
6,902.8 |
|
| R2 |
6,991.7 |
6,991.7 |
6,893.5 |
|
| R1 |
6,933.3 |
6,933.3 |
6,884.3 |
6,912.0 |
| PP |
6,890.7 |
6,890.7 |
6,890.7 |
6,880.0 |
| S1 |
6,832.3 |
6,832.3 |
6,865.7 |
6,811.0 |
| S2 |
6,789.7 |
6,789.7 |
6,856.5 |
|
| S3 |
6,688.7 |
6,731.3 |
6,847.2 |
|
| S4 |
6,587.7 |
6,630.3 |
6,819.5 |
|
|
| 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 |
7,226.5 |
6,848.0 |
378.5 |
5.5% |
101.1 |
1.5% |
7% |
False |
True |
203,323 |
| 10 |
7,360.5 |
6,848.0 |
512.5 |
7.5% |
121.9 |
1.8% |
5% |
False |
True |
171,967 |
| 20 |
7,443.5 |
6,848.0 |
595.5 |
8.7% |
103.2 |
1.5% |
5% |
False |
True |
149,807 |
| 40 |
7,443.5 |
6,848.0 |
595.5 |
8.7% |
91.4 |
1.3% |
5% |
False |
True |
132,411 |
| 60 |
7,443.5 |
6,842.5 |
601.0 |
8.7% |
87.9 |
1.3% |
5% |
False |
False |
119,888 |
| 80 |
7,443.5 |
6,679.0 |
764.5 |
11.1% |
87.5 |
1.3% |
26% |
False |
False |
93,940 |
| 100 |
7,443.5 |
6,532.5 |
911.0 |
13.3% |
85.2 |
1.2% |
38% |
False |
False |
75,294 |
| 120 |
7,443.5 |
6,137.5 |
1,306.0 |
19.0% |
86.2 |
1.3% |
56% |
False |
False |
62,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,378.3 |
|
2.618 |
7,213.4 |
|
1.618 |
7,112.4 |
|
1.000 |
7,050.0 |
|
0.618 |
7,011.4 |
|
HIGH |
6,949.0 |
|
0.618 |
6,910.4 |
|
0.500 |
6,898.5 |
|
0.382 |
6,886.6 |
|
LOW |
6,848.0 |
|
0.618 |
6,785.6 |
|
1.000 |
6,747.0 |
|
1.618 |
6,684.6 |
|
2.618 |
6,583.6 |
|
4.250 |
6,418.8 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,898.5 |
6,979.8 |
| PP |
6,890.7 |
6,944.8 |
| S1 |
6,882.8 |
6,909.9 |
|