| 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 |
1,302.25 |
1,295.50 |
-6.75 |
-0.5% |
1,320.25 |
| High |
1,305.75 |
1,298.00 |
-7.75 |
-0.6% |
1,327.25 |
| Low |
1,286.00 |
1,256.00 |
-30.00 |
-2.3% |
1,283.00 |
| Close |
1,295.50 |
1,280.00 |
-15.50 |
-1.2% |
1,306.00 |
| Range |
19.75 |
42.00 |
22.25 |
112.7% |
44.25 |
| ATR |
19.04 |
20.68 |
1.64 |
8.6% |
0.00 |
| Volume |
817,826 |
1,006,452 |
188,626 |
23.1% |
10,827,149 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,404.00 |
1,384.00 |
1,303.00 |
|
| R3 |
1,362.00 |
1,342.00 |
1,291.50 |
|
| R2 |
1,320.00 |
1,320.00 |
1,287.75 |
|
| R1 |
1,300.00 |
1,300.00 |
1,283.75 |
1,289.00 |
| PP |
1,278.00 |
1,278.00 |
1,278.00 |
1,272.50 |
| S1 |
1,258.00 |
1,258.00 |
1,276.25 |
1,247.00 |
| S2 |
1,236.00 |
1,236.00 |
1,272.25 |
|
| S3 |
1,194.00 |
1,216.00 |
1,268.50 |
|
| S4 |
1,152.00 |
1,174.00 |
1,257.00 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,438.25 |
1,416.25 |
1,330.25 |
|
| R3 |
1,394.00 |
1,372.00 |
1,318.25 |
|
| R2 |
1,349.75 |
1,349.75 |
1,314.00 |
|
| R1 |
1,327.75 |
1,327.75 |
1,310.00 |
1,316.50 |
| PP |
1,305.50 |
1,305.50 |
1,305.50 |
1,299.75 |
| S1 |
1,283.50 |
1,283.50 |
1,302.00 |
1,272.50 |
| S2 |
1,261.25 |
1,261.25 |
1,298.00 |
|
| S3 |
1,217.00 |
1,239.25 |
1,293.75 |
|
| S4 |
1,172.75 |
1,195.00 |
1,281.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,325.00 |
1,256.00 |
69.00 |
5.4% |
25.00 |
2.0% |
35% |
False |
True |
1,548,779 |
| 10 |
1,334.50 |
1,256.00 |
78.50 |
6.1% |
23.75 |
1.9% |
31% |
False |
True |
2,062,323 |
| 20 |
1,343.00 |
1,256.00 |
87.00 |
6.8% |
21.00 |
1.6% |
28% |
False |
True |
1,991,362 |
| 40 |
1,343.00 |
1,256.00 |
87.00 |
6.8% |
17.50 |
1.4% |
28% |
False |
True |
1,939,870 |
| 60 |
1,343.00 |
1,234.00 |
109.00 |
8.5% |
15.25 |
1.2% |
42% |
False |
False |
1,711,710 |
| 80 |
1,343.00 |
1,167.25 |
175.75 |
13.7% |
15.50 |
1.2% |
64% |
False |
False |
1,418,560 |
| 100 |
1,343.00 |
1,162.25 |
180.75 |
14.1% |
15.25 |
1.2% |
65% |
False |
False |
1,135,280 |
| 120 |
1,343.00 |
1,112.75 |
230.25 |
18.0% |
15.50 |
1.2% |
73% |
False |
False |
946,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,476.50 |
|
2.618 |
1,408.00 |
|
1.618 |
1,366.00 |
|
1.000 |
1,340.00 |
|
0.618 |
1,324.00 |
|
HIGH |
1,298.00 |
|
0.618 |
1,282.00 |
|
0.500 |
1,277.00 |
|
0.382 |
1,272.00 |
|
LOW |
1,256.00 |
|
0.618 |
1,230.00 |
|
1.000 |
1,214.00 |
|
1.618 |
1,188.00 |
|
2.618 |
1,146.00 |
|
4.250 |
1,077.50 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,279.00 |
1,282.50 |
| PP |
1,278.00 |
1,281.50 |
| S1 |
1,277.00 |
1,280.75 |
|