| Trading Metrics calculated at close of trading on 16-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1,295.50 |
1,280.00 |
-15.50 |
-1.2% |
1,320.25 |
| High |
1,298.00 |
1,288.25 |
-9.75 |
-0.8% |
1,327.25 |
| Low |
1,256.00 |
1,248.00 |
-8.00 |
-0.6% |
1,283.00 |
| Close |
1,280.00 |
1,258.75 |
-21.25 |
-1.7% |
1,306.00 |
| Range |
42.00 |
40.25 |
-1.75 |
-4.2% |
44.25 |
| ATR |
20.68 |
22.08 |
1.40 |
6.8% |
0.00 |
| Volume |
1,006,452 |
761,403 |
-245,049 |
-24.3% |
10,827,149 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,385.75 |
1,362.50 |
1,281.00 |
|
| R3 |
1,345.50 |
1,322.25 |
1,269.75 |
|
| R2 |
1,305.25 |
1,305.25 |
1,266.25 |
|
| R1 |
1,282.00 |
1,282.00 |
1,262.50 |
1,273.50 |
| PP |
1,265.00 |
1,265.00 |
1,265.00 |
1,260.75 |
| S1 |
1,241.75 |
1,241.75 |
1,255.00 |
1,233.25 |
| S2 |
1,224.75 |
1,224.75 |
1,251.25 |
|
| S3 |
1,184.50 |
1,201.50 |
1,247.75 |
|
| S4 |
1,144.25 |
1,161.25 |
1,236.50 |
|
|
| 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 |
1,317.25 |
1,248.00 |
69.25 |
5.5% |
30.50 |
2.4% |
16% |
False |
True |
1,261,925 |
| 10 |
1,334.50 |
1,248.00 |
86.50 |
6.9% |
26.00 |
2.1% |
12% |
False |
True |
1,870,473 |
| 20 |
1,343.00 |
1,248.00 |
95.00 |
7.5% |
22.50 |
1.8% |
11% |
False |
True |
1,957,074 |
| 40 |
1,343.00 |
1,248.00 |
95.00 |
7.5% |
18.25 |
1.5% |
11% |
False |
True |
1,918,126 |
| 60 |
1,343.00 |
1,234.00 |
109.00 |
8.7% |
15.75 |
1.3% |
23% |
False |
False |
1,702,092 |
| 80 |
1,343.00 |
1,167.25 |
175.75 |
14.0% |
15.75 |
1.2% |
52% |
False |
False |
1,428,022 |
| 100 |
1,343.00 |
1,163.00 |
180.00 |
14.3% |
15.50 |
1.2% |
53% |
False |
False |
1,142,887 |
| 120 |
1,343.00 |
1,113.75 |
229.25 |
18.2% |
15.50 |
1.2% |
63% |
False |
False |
952,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,459.25 |
|
2.618 |
1,393.50 |
|
1.618 |
1,353.25 |
|
1.000 |
1,328.50 |
|
0.618 |
1,313.00 |
|
HIGH |
1,288.25 |
|
0.618 |
1,272.75 |
|
0.500 |
1,268.00 |
|
0.382 |
1,263.50 |
|
LOW |
1,248.00 |
|
0.618 |
1,223.25 |
|
1.000 |
1,207.75 |
|
1.618 |
1,183.00 |
|
2.618 |
1,142.75 |
|
4.250 |
1,077.00 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,268.00 |
1,277.00 |
| PP |
1,265.00 |
1,270.75 |
| S1 |
1,262.00 |
1,264.75 |
|