| Trading Metrics calculated at close of trading on 07-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,371.25 |
2,360.25 |
-11.00 |
-0.5% |
2,345.25 |
| High |
2,378.75 |
2,374.25 |
-4.50 |
-0.2% |
2,378.75 |
| Low |
2,344.25 |
2,306.25 |
-38.00 |
-1.6% |
2,301.75 |
| Close |
2,359.75 |
2,324.50 |
-35.25 |
-1.5% |
2,359.75 |
| Range |
34.50 |
68.00 |
33.50 |
97.1% |
77.00 |
| ATR |
35.89 |
38.19 |
2.29 |
6.4% |
0.00 |
| Volume |
297,721 |
402,341 |
104,620 |
35.1% |
1,500,586 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,539.00 |
2,499.75 |
2,362.00 |
|
| R3 |
2,471.00 |
2,431.75 |
2,343.25 |
|
| R2 |
2,403.00 |
2,403.00 |
2,337.00 |
|
| R1 |
2,363.75 |
2,363.75 |
2,330.75 |
2,349.50 |
| PP |
2,335.00 |
2,335.00 |
2,335.00 |
2,327.75 |
| S1 |
2,295.75 |
2,295.75 |
2,318.25 |
2,281.50 |
| S2 |
2,267.00 |
2,267.00 |
2,312.00 |
|
| S3 |
2,199.00 |
2,227.75 |
2,305.75 |
|
| S4 |
2,131.00 |
2,159.75 |
2,287.00 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,577.75 |
2,545.75 |
2,402.00 |
|
| R3 |
2,500.75 |
2,468.75 |
2,381.00 |
|
| R2 |
2,423.75 |
2,423.75 |
2,373.75 |
|
| R1 |
2,391.75 |
2,391.75 |
2,366.75 |
2,407.75 |
| PP |
2,346.75 |
2,346.75 |
2,346.75 |
2,354.75 |
| S1 |
2,314.75 |
2,314.75 |
2,352.75 |
2,330.75 |
| S2 |
2,269.75 |
2,269.75 |
2,345.75 |
|
| S3 |
2,192.75 |
2,237.75 |
2,338.50 |
|
| S4 |
2,115.75 |
2,160.75 |
2,317.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,378.75 |
2,301.75 |
77.00 |
3.3% |
52.25 |
2.2% |
30% |
False |
False |
334,078 |
| 10 |
2,394.00 |
2,280.25 |
113.75 |
4.9% |
50.00 |
2.2% |
39% |
False |
False |
291,801 |
| 20 |
2,403.00 |
2,280.25 |
122.75 |
5.3% |
35.50 |
1.5% |
36% |
False |
False |
250,033 |
| 40 |
2,403.00 |
2,248.50 |
154.50 |
6.6% |
33.50 |
1.4% |
49% |
False |
False |
246,435 |
| 60 |
2,403.00 |
2,192.50 |
210.50 |
9.1% |
29.50 |
1.3% |
63% |
False |
False |
219,778 |
| 80 |
2,403.00 |
2,082.25 |
320.75 |
13.8% |
30.75 |
1.3% |
76% |
False |
False |
165,330 |
| 100 |
2,403.00 |
2,034.00 |
369.00 |
15.9% |
30.00 |
1.3% |
79% |
False |
False |
132,310 |
| 120 |
2,403.00 |
1,914.25 |
488.75 |
21.0% |
30.00 |
1.3% |
84% |
False |
False |
110,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,663.25 |
|
2.618 |
2,552.25 |
|
1.618 |
2,484.25 |
|
1.000 |
2,442.25 |
|
0.618 |
2,416.25 |
|
HIGH |
2,374.25 |
|
0.618 |
2,348.25 |
|
0.500 |
2,340.25 |
|
0.382 |
2,332.25 |
|
LOW |
2,306.25 |
|
0.618 |
2,264.25 |
|
1.000 |
2,238.25 |
|
1.618 |
2,196.25 |
|
2.618 |
2,128.25 |
|
4.250 |
2,017.25 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,340.25 |
2,342.50 |
| PP |
2,335.00 |
2,336.50 |
| S1 |
2,329.75 |
2,330.50 |
|