| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,332.75 |
2,312.25 |
-20.50 |
-0.9% |
2,345.25 |
| High |
2,340.50 |
2,315.50 |
-25.00 |
-1.1% |
2,378.75 |
| Low |
2,308.25 |
2,275.50 |
-32.75 |
-1.4% |
2,301.75 |
| Close |
2,310.50 |
2,283.00 |
-27.50 |
-1.2% |
2,359.75 |
| Range |
32.25 |
40.00 |
7.75 |
24.0% |
77.00 |
| ATR |
37.72 |
37.88 |
0.16 |
0.4% |
0.00 |
| Volume |
374,349 |
346,788 |
-27,561 |
-7.4% |
1,500,586 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,411.25 |
2,387.25 |
2,305.00 |
|
| R3 |
2,371.25 |
2,347.25 |
2,294.00 |
|
| R2 |
2,331.25 |
2,331.25 |
2,290.25 |
|
| R1 |
2,307.25 |
2,307.25 |
2,286.75 |
2,299.25 |
| PP |
2,291.25 |
2,291.25 |
2,291.25 |
2,287.50 |
| S1 |
2,267.25 |
2,267.25 |
2,279.25 |
2,259.25 |
| S2 |
2,251.25 |
2,251.25 |
2,275.75 |
|
| S3 |
2,211.25 |
2,227.25 |
2,272.00 |
|
| S4 |
2,171.25 |
2,187.25 |
2,261.00 |
|
|
| 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 |
2,275.50 |
103.25 |
4.5% |
42.50 |
1.9% |
7% |
False |
True |
356,996 |
| 10 |
2,378.75 |
2,275.50 |
103.25 |
4.5% |
44.25 |
1.9% |
7% |
False |
True |
323,254 |
| 20 |
2,403.00 |
2,275.50 |
127.50 |
5.6% |
37.75 |
1.7% |
6% |
False |
True |
272,938 |
| 40 |
2,403.00 |
2,248.50 |
154.50 |
6.8% |
34.50 |
1.5% |
22% |
False |
False |
256,415 |
| 60 |
2,403.00 |
2,196.00 |
207.00 |
9.1% |
30.25 |
1.3% |
42% |
False |
False |
227,941 |
| 80 |
2,403.00 |
2,082.25 |
320.75 |
14.0% |
30.75 |
1.3% |
63% |
False |
False |
178,885 |
| 100 |
2,403.00 |
2,049.75 |
353.25 |
15.5% |
30.25 |
1.3% |
66% |
False |
False |
143,155 |
| 120 |
2,403.00 |
1,949.00 |
454.00 |
19.9% |
30.50 |
1.3% |
74% |
False |
False |
119,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,485.50 |
|
2.618 |
2,420.25 |
|
1.618 |
2,380.25 |
|
1.000 |
2,355.50 |
|
0.618 |
2,340.25 |
|
HIGH |
2,315.50 |
|
0.618 |
2,300.25 |
|
0.500 |
2,295.50 |
|
0.382 |
2,290.75 |
|
LOW |
2,275.50 |
|
0.618 |
2,250.75 |
|
1.000 |
2,235.50 |
|
1.618 |
2,210.75 |
|
2.618 |
2,170.75 |
|
4.250 |
2,105.50 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,295.50 |
2,311.75 |
| PP |
2,291.25 |
2,302.25 |
| S1 |
2,287.25 |
2,292.50 |
|