| Trading Metrics calculated at close of trading on 14-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1,411.8 |
1,421.9 |
10.1 |
0.7% |
1,435.0 |
| High |
1,424.6 |
1,433.5 |
8.9 |
0.6% |
1,445.7 |
| Low |
1,404.8 |
1,418.2 |
13.4 |
1.0% |
1,403.0 |
| Close |
1,421.8 |
1,424.9 |
3.1 |
0.2% |
1,421.8 |
| Range |
19.8 |
15.3 |
-4.5 |
-22.7% |
42.7 |
| ATR |
18.9 |
18.6 |
-0.3 |
-1.4% |
0.0 |
| Volume |
158,041 |
102,550 |
-55,491 |
-35.1% |
731,518 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,471.4 |
1,463.5 |
1,433.3 |
|
| R3 |
1,456.1 |
1,448.2 |
1,429.1 |
|
| R2 |
1,440.8 |
1,440.8 |
1,427.7 |
|
| R1 |
1,432.9 |
1,432.9 |
1,426.3 |
1,436.9 |
| PP |
1,425.5 |
1,425.5 |
1,425.5 |
1,427.5 |
| S1 |
1,417.6 |
1,417.6 |
1,423.5 |
1,421.6 |
| S2 |
1,410.2 |
1,410.2 |
1,422.1 |
|
| S3 |
1,394.9 |
1,402.3 |
1,420.7 |
|
| S4 |
1,379.6 |
1,387.0 |
1,416.5 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,551.6 |
1,529.4 |
1,445.3 |
|
| R3 |
1,508.9 |
1,486.7 |
1,433.5 |
|
| R2 |
1,466.2 |
1,466.2 |
1,429.6 |
|
| R1 |
1,444.0 |
1,444.0 |
1,425.7 |
1,433.8 |
| PP |
1,423.5 |
1,423.5 |
1,423.5 |
1,418.4 |
| S1 |
1,401.3 |
1,401.3 |
1,417.9 |
1,391.1 |
| S2 |
1,380.8 |
1,380.8 |
1,414.0 |
|
| S3 |
1,338.1 |
1,358.6 |
1,410.1 |
|
| S4 |
1,295.4 |
1,315.9 |
1,398.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,437.2 |
1,403.0 |
34.2 |
2.4% |
18.2 |
1.3% |
64% |
False |
False |
135,643 |
| 10 |
1,445.7 |
1,403.0 |
42.7 |
3.0% |
19.2 |
1.4% |
51% |
False |
False |
145,224 |
| 20 |
1,445.7 |
1,354.4 |
91.3 |
6.4% |
17.6 |
1.2% |
77% |
False |
False |
124,754 |
| 40 |
1,445.7 |
1,309.1 |
136.6 |
9.6% |
19.0 |
1.3% |
85% |
False |
False |
107,874 |
| 60 |
1,445.7 |
1,309.1 |
136.6 |
9.6% |
18.3 |
1.3% |
85% |
False |
False |
75,396 |
| 80 |
1,445.7 |
1,309.1 |
136.6 |
9.6% |
18.8 |
1.3% |
85% |
False |
False |
57,660 |
| 100 |
1,445.7 |
1,309.1 |
136.6 |
9.6% |
19.8 |
1.4% |
85% |
False |
False |
46,607 |
| 120 |
1,445.7 |
1,282.5 |
163.2 |
11.5% |
19.1 |
1.3% |
87% |
False |
False |
39,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,498.5 |
|
2.618 |
1,473.6 |
|
1.618 |
1,458.3 |
|
1.000 |
1,448.8 |
|
0.618 |
1,443.0 |
|
HIGH |
1,433.5 |
|
0.618 |
1,427.7 |
|
0.500 |
1,425.9 |
|
0.382 |
1,424.0 |
|
LOW |
1,418.2 |
|
0.618 |
1,408.7 |
|
1.000 |
1,402.9 |
|
1.618 |
1,393.4 |
|
2.618 |
1,378.1 |
|
4.250 |
1,353.2 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,425.9 |
1,422.7 |
| PP |
1,425.5 |
1,420.5 |
| S1 |
1,425.2 |
1,418.3 |
|