| 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 |
6,623.5 |
6,520.0 |
-103.5 |
-1.6% |
7,146.0 |
| High |
6,736.0 |
6,692.5 |
-43.5 |
-0.6% |
7,274.0 |
| Low |
6,412.5 |
6,515.0 |
102.5 |
1.6% |
6,967.0 |
| Close |
6,529.5 |
6,653.5 |
124.0 |
1.9% |
6,982.5 |
| Range |
323.5 |
177.5 |
-146.0 |
-45.1% |
307.0 |
| ATR |
145.5 |
147.8 |
2.3 |
1.6% |
0.0 |
| Volume |
394,085 |
248,294 |
-145,791 |
-37.0% |
915,491 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,152.8 |
7,080.7 |
6,751.1 |
|
| R3 |
6,975.3 |
6,903.2 |
6,702.3 |
|
| R2 |
6,797.8 |
6,797.8 |
6,686.0 |
|
| R1 |
6,725.7 |
6,725.7 |
6,669.8 |
6,761.8 |
| PP |
6,620.3 |
6,620.3 |
6,620.3 |
6,638.4 |
| S1 |
6,548.2 |
6,548.2 |
6,637.2 |
6,584.3 |
| S2 |
6,442.8 |
6,442.8 |
6,621.0 |
|
| S3 |
6,265.3 |
6,370.7 |
6,604.7 |
|
| S4 |
6,087.8 |
6,193.2 |
6,555.9 |
|
|
| 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 |
7,018.0 |
6,412.5 |
605.5 |
9.1% |
177.4 |
2.7% |
40% |
False |
False |
300,914 |
| 10 |
7,315.0 |
6,412.5 |
902.5 |
13.6% |
157.5 |
2.4% |
27% |
False |
False |
243,511 |
| 20 |
7,439.0 |
6,412.5 |
1,026.5 |
15.4% |
133.6 |
2.0% |
23% |
False |
False |
185,932 |
| 40 |
7,443.5 |
6,412.5 |
1,031.0 |
15.5% |
102.5 |
1.5% |
23% |
False |
False |
149,481 |
| 60 |
7,443.5 |
6,412.5 |
1,031.0 |
15.5% |
97.0 |
1.5% |
23% |
False |
False |
132,308 |
| 80 |
7,443.5 |
6,412.5 |
1,031.0 |
15.5% |
93.7 |
1.4% |
23% |
False |
False |
107,021 |
| 100 |
7,443.5 |
6,412.5 |
1,031.0 |
15.5% |
90.6 |
1.4% |
23% |
False |
False |
85,779 |
| 120 |
7,443.5 |
6,137.5 |
1,306.0 |
19.6% |
89.4 |
1.3% |
40% |
False |
False |
71,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,446.9 |
|
2.618 |
7,157.2 |
|
1.618 |
6,979.7 |
|
1.000 |
6,870.0 |
|
0.618 |
6,802.2 |
|
HIGH |
6,692.5 |
|
0.618 |
6,624.7 |
|
0.500 |
6,603.8 |
|
0.382 |
6,582.8 |
|
LOW |
6,515.0 |
|
0.618 |
6,405.3 |
|
1.000 |
6,337.5 |
|
1.618 |
6,227.8 |
|
2.618 |
6,050.3 |
|
4.250 |
5,760.6 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,636.9 |
6,627.1 |
| PP |
6,620.3 |
6,600.7 |
| S1 |
6,603.8 |
6,574.3 |
|