| 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 |
1,438.4 |
1,422.5 |
-15.9 |
-1.1% |
1,416.9 |
| High |
1,438.4 |
1,436.5 |
-1.9 |
-0.1% |
1,443.1 |
| Low |
1,414.6 |
1,419.5 |
4.9 |
0.3% |
1,408.9 |
| Close |
1,419.3 |
1,431.5 |
12.2 |
0.9% |
1,431.5 |
| Range |
23.8 |
17.0 |
-6.8 |
-28.6% |
34.2 |
| ATR |
16.3 |
16.4 |
0.1 |
0.4% |
0.0 |
| Volume |
1,467 |
1,547 |
80 |
5.5% |
7,733 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,480.2 |
1,472.8 |
1,440.9 |
|
| R3 |
1,463.2 |
1,455.8 |
1,436.2 |
|
| R2 |
1,446.2 |
1,446.2 |
1,434.6 |
|
| R1 |
1,438.8 |
1,438.8 |
1,433.1 |
1,442.5 |
| PP |
1,429.2 |
1,429.2 |
1,429.2 |
1,431.0 |
| S1 |
1,421.8 |
1,421.8 |
1,429.9 |
1,425.5 |
| S2 |
1,412.2 |
1,412.2 |
1,428.4 |
|
| S3 |
1,395.2 |
1,404.8 |
1,426.8 |
|
| S4 |
1,378.2 |
1,387.8 |
1,422.2 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,530.4 |
1,515.2 |
1,450.3 |
|
| R3 |
1,496.2 |
1,481.0 |
1,440.9 |
|
| R2 |
1,462.0 |
1,462.0 |
1,437.8 |
|
| R1 |
1,446.8 |
1,446.8 |
1,434.6 |
1,454.4 |
| PP |
1,427.8 |
1,427.8 |
1,427.8 |
1,431.7 |
| S1 |
1,412.6 |
1,412.6 |
1,428.4 |
1,420.2 |
| S2 |
1,393.6 |
1,393.6 |
1,425.2 |
|
| S3 |
1,359.4 |
1,378.4 |
1,422.1 |
|
| S4 |
1,325.2 |
1,344.2 |
1,412.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,443.1 |
1,408.9 |
34.2 |
2.4% |
16.9 |
1.2% |
66% |
False |
False |
1,546 |
| 10 |
1,443.1 |
1,385.6 |
57.5 |
4.0% |
15.4 |
1.1% |
80% |
False |
False |
1,120 |
| 20 |
1,443.1 |
1,347.4 |
95.7 |
6.7% |
13.2 |
0.9% |
88% |
False |
False |
1,471 |
| 40 |
1,443.1 |
1,314.2 |
128.9 |
9.0% |
15.6 |
1.1% |
91% |
False |
False |
1,169 |
| 60 |
1,443.1 |
1,314.2 |
128.9 |
9.0% |
14.5 |
1.0% |
91% |
False |
False |
886 |
| 80 |
1,443.1 |
1,314.2 |
128.9 |
9.0% |
15.2 |
1.1% |
91% |
False |
False |
806 |
| 100 |
1,443.1 |
1,314.2 |
128.9 |
9.0% |
13.5 |
0.9% |
91% |
False |
False |
885 |
| 120 |
1,443.1 |
1,274.8 |
168.3 |
11.8% |
11.8 |
0.8% |
93% |
False |
False |
779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,508.8 |
|
2.618 |
1,481.0 |
|
1.618 |
1,464.0 |
|
1.000 |
1,453.5 |
|
0.618 |
1,447.0 |
|
HIGH |
1,436.5 |
|
0.618 |
1,430.0 |
|
0.500 |
1,428.0 |
|
0.382 |
1,426.0 |
|
LOW |
1,419.5 |
|
0.618 |
1,409.0 |
|
1.000 |
1,402.5 |
|
1.618 |
1,392.0 |
|
2.618 |
1,375.0 |
|
4.250 |
1,347.3 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,430.3 |
1,430.6 |
| PP |
1,429.2 |
1,429.7 |
| S1 |
1,428.0 |
1,428.9 |
|