| Trading Metrics calculated at close of trading on 18-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1,400.0 |
1,404.9 |
4.9 |
0.4% |
1,421.9 |
| High |
1,405.4 |
1,424.1 |
18.7 |
1.3% |
1,433.5 |
| Low |
1,386.8 |
1,402.2 |
15.4 |
1.1% |
1,380.7 |
| Close |
1,404.2 |
1,416.1 |
11.9 |
0.8% |
1,416.1 |
| Range |
18.6 |
21.9 |
3.3 |
17.7% |
52.8 |
| ATR |
20.2 |
20.3 |
0.1 |
0.6% |
0.0 |
| Volume |
104,197 |
126,867 |
22,670 |
21.8% |
701,386 |
|
| Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,479.8 |
1,469.9 |
1,428.1 |
|
| R3 |
1,457.9 |
1,448.0 |
1,422.1 |
|
| R2 |
1,436.0 |
1,436.0 |
1,420.1 |
|
| R1 |
1,426.1 |
1,426.1 |
1,418.1 |
1,431.1 |
| PP |
1,414.1 |
1,414.1 |
1,414.1 |
1,416.6 |
| S1 |
1,404.2 |
1,404.2 |
1,414.1 |
1,409.2 |
| S2 |
1,392.2 |
1,392.2 |
1,412.1 |
|
| S3 |
1,370.3 |
1,382.3 |
1,410.1 |
|
| S4 |
1,348.4 |
1,360.4 |
1,404.1 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,568.5 |
1,545.1 |
1,445.1 |
|
| R3 |
1,515.7 |
1,492.3 |
1,430.6 |
|
| R2 |
1,462.9 |
1,462.9 |
1,425.8 |
|
| R1 |
1,439.5 |
1,439.5 |
1,420.9 |
1,424.8 |
| PP |
1,410.1 |
1,410.1 |
1,410.1 |
1,402.8 |
| S1 |
1,386.7 |
1,386.7 |
1,411.3 |
1,372.0 |
| S2 |
1,357.3 |
1,357.3 |
1,406.4 |
|
| S3 |
1,304.5 |
1,333.9 |
1,401.6 |
|
| S4 |
1,251.7 |
1,281.1 |
1,387.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,433.5 |
1,380.7 |
52.8 |
3.7% |
23.7 |
1.7% |
67% |
False |
False |
140,277 |
| 10 |
1,445.7 |
1,380.7 |
65.0 |
4.6% |
21.2 |
1.5% |
54% |
False |
False |
143,290 |
| 20 |
1,445.7 |
1,380.7 |
65.0 |
4.6% |
20.0 |
1.4% |
54% |
False |
False |
134,479 |
| 40 |
1,445.7 |
1,309.1 |
136.6 |
9.6% |
19.5 |
1.4% |
78% |
False |
False |
120,213 |
| 60 |
1,445.7 |
1,309.1 |
136.6 |
9.6% |
19.0 |
1.3% |
78% |
False |
False |
84,948 |
| 80 |
1,445.7 |
1,309.1 |
136.6 |
9.6% |
19.1 |
1.3% |
78% |
False |
False |
64,946 |
| 100 |
1,445.7 |
1,309.1 |
136.6 |
9.6% |
20.2 |
1.4% |
78% |
False |
False |
52,564 |
| 120 |
1,445.7 |
1,282.5 |
163.2 |
11.5% |
19.8 |
1.4% |
82% |
False |
False |
44,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,517.2 |
|
2.618 |
1,481.4 |
|
1.618 |
1,459.5 |
|
1.000 |
1,446.0 |
|
0.618 |
1,437.6 |
|
HIGH |
1,424.1 |
|
0.618 |
1,415.7 |
|
0.500 |
1,413.2 |
|
0.382 |
1,410.6 |
|
LOW |
1,402.2 |
|
0.618 |
1,388.7 |
|
1.000 |
1,380.3 |
|
1.618 |
1,366.8 |
|
2.618 |
1,344.9 |
|
4.250 |
1,309.1 |
|
|
| Fisher Pivots for day following 18-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,415.1 |
1,412.6 |
| PP |
1,414.1 |
1,409.0 |
| S1 |
1,413.2 |
1,405.5 |
|