| Trading Metrics calculated at close of trading on 04-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1,436.8 |
1,417.6 |
-19.2 |
-1.3% |
1,410.3 |
| High |
1,438.3 |
1,434.0 |
-4.3 |
-0.3% |
1,442.2 |
| Low |
1,412.1 |
1,415.4 |
3.3 |
0.2% |
1,406.7 |
| Close |
1,417.9 |
1,430.1 |
12.2 |
0.9% |
1,430.1 |
| Range |
26.2 |
18.6 |
-7.6 |
-29.0% |
35.5 |
| ATR |
18.5 |
18.5 |
0.0 |
0.1% |
0.0 |
| Volume |
17,224 |
4,374 |
-12,850 |
-74.6% |
53,305 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,482.3 |
1,474.8 |
1,440.3 |
|
| R3 |
1,463.7 |
1,456.2 |
1,435.2 |
|
| R2 |
1,445.1 |
1,445.1 |
1,433.5 |
|
| R1 |
1,437.6 |
1,437.6 |
1,431.8 |
1,441.4 |
| PP |
1,426.5 |
1,426.5 |
1,426.5 |
1,428.4 |
| S1 |
1,419.0 |
1,419.0 |
1,428.4 |
1,422.8 |
| S2 |
1,407.9 |
1,407.9 |
1,426.7 |
|
| S3 |
1,389.3 |
1,400.4 |
1,425.0 |
|
| S4 |
1,370.7 |
1,381.8 |
1,419.9 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,532.8 |
1,517.0 |
1,449.6 |
|
| R3 |
1,497.3 |
1,481.5 |
1,439.9 |
|
| R2 |
1,461.8 |
1,461.8 |
1,436.6 |
|
| R1 |
1,446.0 |
1,446.0 |
1,433.4 |
1,453.9 |
| PP |
1,426.3 |
1,426.3 |
1,426.3 |
1,430.3 |
| S1 |
1,410.5 |
1,410.5 |
1,426.8 |
1,418.4 |
| S2 |
1,390.8 |
1,390.8 |
1,423.6 |
|
| S3 |
1,355.3 |
1,375.0 |
1,420.3 |
|
| S4 |
1,319.8 |
1,339.5 |
1,410.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,442.2 |
1,406.7 |
35.5 |
2.5% |
18.9 |
1.3% |
66% |
False |
False |
10,661 |
| 10 |
1,442.2 |
1,383.5 |
58.7 |
4.1% |
18.5 |
1.3% |
79% |
False |
False |
9,342 |
| 20 |
1,442.2 |
1,346.0 |
96.2 |
6.7% |
16.0 |
1.1% |
87% |
False |
False |
6,116 |
| 40 |
1,442.2 |
1,310.9 |
131.3 |
9.2% |
18.2 |
1.3% |
91% |
False |
False |
5,271 |
| 60 |
1,442.2 |
1,310.9 |
131.3 |
9.2% |
17.8 |
1.2% |
91% |
False |
False |
4,189 |
| 80 |
1,442.2 |
1,310.9 |
131.3 |
9.2% |
19.1 |
1.3% |
91% |
False |
False |
3,927 |
| 100 |
1,442.2 |
1,310.9 |
131.3 |
9.2% |
19.5 |
1.4% |
91% |
False |
False |
3,565 |
| 120 |
1,442.2 |
1,271.1 |
171.1 |
12.0% |
18.2 |
1.3% |
93% |
False |
False |
3,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,513.1 |
|
2.618 |
1,482.7 |
|
1.618 |
1,464.1 |
|
1.000 |
1,452.6 |
|
0.618 |
1,445.5 |
|
HIGH |
1,434.0 |
|
0.618 |
1,426.9 |
|
0.500 |
1,424.7 |
|
0.382 |
1,422.5 |
|
LOW |
1,415.4 |
|
0.618 |
1,403.9 |
|
1.000 |
1,396.8 |
|
1.618 |
1,385.3 |
|
2.618 |
1,366.7 |
|
4.250 |
1,336.4 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,428.3 |
1,429.1 |
| PP |
1,426.5 |
1,428.1 |
| S1 |
1,424.7 |
1,427.2 |
|