| 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 |
6,935.0 |
6,661.5 |
-273.5 |
-3.9% |
7,146.0 |
| High |
6,949.0 |
6,717.5 |
-231.5 |
-3.3% |
7,274.0 |
| Low |
6,848.0 |
6,483.5 |
-364.5 |
-5.3% |
6,967.0 |
| Close |
6,875.0 |
6,664.0 |
-211.0 |
-3.1% |
6,982.5 |
| Range |
101.0 |
234.0 |
133.0 |
131.7% |
307.0 |
| ATR |
111.8 |
131.8 |
20.0 |
17.9% |
0.0 |
| Volume |
288,524 |
407,263 |
118,739 |
41.2% |
915,491 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,323.7 |
7,227.8 |
6,792.7 |
|
| R3 |
7,089.7 |
6,993.8 |
6,728.4 |
|
| R2 |
6,855.7 |
6,855.7 |
6,706.9 |
|
| R1 |
6,759.8 |
6,759.8 |
6,685.5 |
6,807.8 |
| PP |
6,621.7 |
6,621.7 |
6,621.7 |
6,645.6 |
| S1 |
6,525.8 |
6,525.8 |
6,642.6 |
6,573.8 |
| S2 |
6,387.7 |
6,387.7 |
6,621.1 |
|
| S3 |
6,153.7 |
6,291.8 |
6,599.7 |
|
| S4 |
5,919.7 |
6,057.8 |
6,535.3 |
|
|
| 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 |
7,220.0 |
6,483.5 |
736.5 |
11.1% |
117.0 |
1.8% |
25% |
False |
True |
243,748 |
| 10 |
7,315.0 |
6,483.5 |
831.5 |
12.5% |
126.1 |
1.9% |
22% |
False |
True |
195,446 |
| 20 |
7,443.5 |
6,483.5 |
960.0 |
14.4% |
112.7 |
1.7% |
19% |
False |
True |
165,337 |
| 40 |
7,443.5 |
6,483.5 |
960.0 |
14.4% |
95.0 |
1.4% |
19% |
False |
True |
139,563 |
| 60 |
7,443.5 |
6,483.5 |
960.0 |
14.4% |
91.1 |
1.4% |
19% |
False |
True |
125,017 |
| 80 |
7,443.5 |
6,483.5 |
960.0 |
14.4% |
89.6 |
1.3% |
19% |
False |
True |
99,005 |
| 100 |
7,443.5 |
6,483.5 |
960.0 |
14.4% |
86.4 |
1.3% |
19% |
False |
True |
79,363 |
| 120 |
7,443.5 |
6,137.5 |
1,306.0 |
19.6% |
87.1 |
1.3% |
40% |
False |
False |
66,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,712.0 |
|
2.618 |
7,330.1 |
|
1.618 |
7,096.1 |
|
1.000 |
6,951.5 |
|
0.618 |
6,862.1 |
|
HIGH |
6,717.5 |
|
0.618 |
6,628.1 |
|
0.500 |
6,600.5 |
|
0.382 |
6,572.9 |
|
LOW |
6,483.5 |
|
0.618 |
6,338.9 |
|
1.000 |
6,249.5 |
|
1.618 |
6,104.9 |
|
2.618 |
5,870.9 |
|
4.250 |
5,489.0 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,642.8 |
6,750.8 |
| PP |
6,621.7 |
6,721.8 |
| S1 |
6,600.5 |
6,692.9 |
|