| Trading Metrics calculated at close of trading on 08-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,360.25 |
2,324.00 |
-36.25 |
-1.5% |
2,345.25 |
| High |
2,374.25 |
2,348.00 |
-26.25 |
-1.1% |
2,378.75 |
| Low |
2,306.25 |
2,310.50 |
4.25 |
0.2% |
2,301.75 |
| Close |
2,324.50 |
2,333.75 |
9.25 |
0.4% |
2,359.75 |
| Range |
68.00 |
37.50 |
-30.50 |
-44.9% |
77.00 |
| ATR |
38.19 |
38.14 |
-0.05 |
-0.1% |
0.00 |
| Volume |
402,341 |
363,782 |
-38,559 |
-9.6% |
1,500,586 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,443.25 |
2,426.00 |
2,354.50 |
|
| R3 |
2,405.75 |
2,388.50 |
2,344.00 |
|
| R2 |
2,368.25 |
2,368.25 |
2,340.50 |
|
| R1 |
2,351.00 |
2,351.00 |
2,337.25 |
2,359.50 |
| PP |
2,330.75 |
2,330.75 |
2,330.75 |
2,335.00 |
| S1 |
2,313.50 |
2,313.50 |
2,330.25 |
2,322.00 |
| S2 |
2,293.25 |
2,293.25 |
2,327.00 |
|
| S3 |
2,255.75 |
2,276.00 |
2,323.50 |
|
| S4 |
2,218.25 |
2,238.50 |
2,313.00 |
|
|
| 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% |
46.75 |
2.0% |
42% |
False |
False |
337,632 |
| 10 |
2,378.75 |
2,280.25 |
98.50 |
4.2% |
46.25 |
2.0% |
54% |
False |
False |
328,179 |
| 20 |
2,403.00 |
2,280.25 |
122.75 |
5.3% |
36.00 |
1.5% |
44% |
False |
False |
256,187 |
| 40 |
2,403.00 |
2,248.50 |
154.50 |
6.6% |
33.75 |
1.4% |
55% |
False |
False |
248,546 |
| 60 |
2,403.00 |
2,196.00 |
207.00 |
8.9% |
29.75 |
1.3% |
67% |
False |
False |
223,540 |
| 80 |
2,403.00 |
2,082.25 |
320.75 |
13.7% |
30.75 |
1.3% |
78% |
False |
False |
169,877 |
| 100 |
2,403.00 |
2,039.00 |
364.00 |
15.6% |
30.00 |
1.3% |
81% |
False |
False |
135,947 |
| 120 |
2,403.00 |
1,929.00 |
474.00 |
20.3% |
30.25 |
1.3% |
85% |
False |
False |
113,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,507.50 |
|
2.618 |
2,446.25 |
|
1.618 |
2,408.75 |
|
1.000 |
2,385.50 |
|
0.618 |
2,371.25 |
|
HIGH |
2,348.00 |
|
0.618 |
2,333.75 |
|
0.500 |
2,329.25 |
|
0.382 |
2,324.75 |
|
LOW |
2,310.50 |
|
0.618 |
2,287.25 |
|
1.000 |
2,273.00 |
|
1.618 |
2,249.75 |
|
2.618 |
2,212.25 |
|
4.250 |
2,151.00 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,332.25 |
2,342.50 |
| PP |
2,330.75 |
2,339.50 |
| S1 |
2,329.25 |
2,336.75 |
|