| Trading Metrics calculated at close of trading on 09-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,324.00 |
2,332.75 |
8.75 |
0.4% |
2,345.25 |
| High |
2,348.00 |
2,340.50 |
-7.50 |
-0.3% |
2,378.75 |
| Low |
2,310.50 |
2,308.25 |
-2.25 |
-0.1% |
2,301.75 |
| Close |
2,333.75 |
2,310.50 |
-23.25 |
-1.0% |
2,359.75 |
| Range |
37.50 |
32.25 |
-5.25 |
-14.0% |
77.00 |
| ATR |
38.14 |
37.72 |
-0.42 |
-1.1% |
0.00 |
| Volume |
363,782 |
374,349 |
10,567 |
2.9% |
1,500,586 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,416.50 |
2,395.75 |
2,328.25 |
|
| R3 |
2,384.25 |
2,363.50 |
2,319.25 |
|
| R2 |
2,352.00 |
2,352.00 |
2,316.50 |
|
| R1 |
2,331.25 |
2,331.25 |
2,313.50 |
2,325.50 |
| PP |
2,319.75 |
2,319.75 |
2,319.75 |
2,317.00 |
| S1 |
2,299.00 |
2,299.00 |
2,307.50 |
2,293.25 |
| S2 |
2,287.50 |
2,287.50 |
2,304.50 |
|
| S3 |
2,255.25 |
2,266.75 |
2,301.75 |
|
| S4 |
2,223.00 |
2,234.50 |
2,292.75 |
|
|
| 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 |
2,306.25 |
72.50 |
3.1% |
45.50 |
2.0% |
6% |
False |
False |
345,396 |
| 10 |
2,378.75 |
2,280.25 |
98.50 |
4.3% |
44.50 |
1.9% |
31% |
False |
False |
324,830 |
| 20 |
2,403.00 |
2,280.25 |
122.75 |
5.3% |
36.50 |
1.6% |
25% |
False |
False |
265,528 |
| 40 |
2,403.00 |
2,248.50 |
154.50 |
6.7% |
33.75 |
1.5% |
40% |
False |
False |
252,955 |
| 60 |
2,403.00 |
2,196.00 |
207.00 |
9.0% |
30.00 |
1.3% |
55% |
False |
False |
226,457 |
| 80 |
2,403.00 |
2,082.25 |
320.75 |
13.9% |
30.75 |
1.3% |
71% |
False |
False |
174,552 |
| 100 |
2,403.00 |
2,049.75 |
353.25 |
15.3% |
30.25 |
1.3% |
74% |
False |
False |
139,688 |
| 120 |
2,403.00 |
1,944.00 |
459.00 |
19.9% |
30.50 |
1.3% |
80% |
False |
False |
116,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,477.50 |
|
2.618 |
2,425.00 |
|
1.618 |
2,392.75 |
|
1.000 |
2,372.75 |
|
0.618 |
2,360.50 |
|
HIGH |
2,340.50 |
|
0.618 |
2,328.25 |
|
0.500 |
2,324.50 |
|
0.382 |
2,320.50 |
|
LOW |
2,308.25 |
|
0.618 |
2,288.25 |
|
1.000 |
2,276.00 |
|
1.618 |
2,256.00 |
|
2.618 |
2,223.75 |
|
4.250 |
2,171.25 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,324.50 |
2,340.25 |
| PP |
2,319.75 |
2,330.25 |
| S1 |
2,315.00 |
2,320.50 |
|