| 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 |
1,395.0 |
1,411.0 |
16.0 |
1.1% |
1,431.3 |
| High |
1,407.8 |
1,425.8 |
18.0 |
1.3% |
1,433.4 |
| Low |
1,389.8 |
1,411.0 |
21.2 |
1.5% |
1,389.8 |
| Close |
1,406.9 |
1,418.9 |
12.0 |
0.9% |
1,418.9 |
| Range |
18.0 |
14.8 |
-3.2 |
-17.8% |
43.6 |
| ATR |
17.5 |
17.6 |
0.1 |
0.6% |
0.0 |
| Volume |
417 |
1,956 |
1,539 |
369.1% |
5,825 |
|
| Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,463.0 |
1,455.7 |
1,427.0 |
|
| R3 |
1,448.2 |
1,440.9 |
1,423.0 |
|
| R2 |
1,433.4 |
1,433.4 |
1,421.6 |
|
| R1 |
1,426.1 |
1,426.1 |
1,420.3 |
1,429.8 |
| PP |
1,418.6 |
1,418.6 |
1,418.6 |
1,420.4 |
| S1 |
1,411.3 |
1,411.3 |
1,417.5 |
1,415.0 |
| S2 |
1,403.8 |
1,403.8 |
1,416.2 |
|
| S3 |
1,389.0 |
1,396.5 |
1,414.8 |
|
| S4 |
1,374.2 |
1,381.7 |
1,410.8 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,544.8 |
1,525.5 |
1,442.9 |
|
| R3 |
1,501.2 |
1,481.9 |
1,430.9 |
|
| R2 |
1,457.6 |
1,457.6 |
1,426.9 |
|
| R1 |
1,438.3 |
1,438.3 |
1,422.9 |
1,426.2 |
| PP |
1,414.0 |
1,414.0 |
1,414.0 |
1,408.0 |
| S1 |
1,394.7 |
1,394.7 |
1,414.9 |
1,382.6 |
| S2 |
1,370.4 |
1,370.4 |
1,410.9 |
|
| S3 |
1,326.8 |
1,351.1 |
1,406.9 |
|
| S4 |
1,283.2 |
1,307.5 |
1,394.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,433.4 |
1,389.8 |
43.6 |
3.1% |
19.0 |
1.3% |
67% |
False |
False |
1,165 |
| 10 |
1,447.0 |
1,389.8 |
57.2 |
4.0% |
17.6 |
1.2% |
51% |
False |
False |
1,729 |
| 20 |
1,447.0 |
1,385.6 |
61.4 |
4.3% |
16.5 |
1.2% |
54% |
False |
False |
1,425 |
| 40 |
1,447.0 |
1,314.2 |
132.8 |
9.4% |
16.2 |
1.1% |
79% |
False |
False |
1,369 |
| 60 |
1,447.0 |
1,314.2 |
132.8 |
9.4% |
15.4 |
1.1% |
79% |
False |
False |
1,121 |
| 80 |
1,447.0 |
1,314.2 |
132.8 |
9.4% |
15.1 |
1.1% |
79% |
False |
False |
935 |
| 100 |
1,447.0 |
1,314.2 |
132.8 |
9.4% |
15.0 |
1.1% |
79% |
False |
False |
1,020 |
| 120 |
1,447.0 |
1,312.0 |
135.0 |
9.5% |
13.1 |
0.9% |
79% |
False |
False |
903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,488.7 |
|
2.618 |
1,464.5 |
|
1.618 |
1,449.7 |
|
1.000 |
1,440.6 |
|
0.618 |
1,434.9 |
|
HIGH |
1,425.8 |
|
0.618 |
1,420.1 |
|
0.500 |
1,418.4 |
|
0.382 |
1,416.7 |
|
LOW |
1,411.0 |
|
0.618 |
1,401.9 |
|
1.000 |
1,396.2 |
|
1.618 |
1,387.1 |
|
2.618 |
1,372.3 |
|
4.250 |
1,348.1 |
|
|
| Fisher Pivots for day following 18-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,418.7 |
1,415.2 |
| PP |
1,418.6 |
1,411.5 |
| S1 |
1,418.4 |
1,407.8 |
|