| 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 |
2,898.0 |
2,907.0 |
9.0 |
0.3% |
2,903.0 |
| High |
2,927.0 |
2,920.0 |
-7.0 |
-0.2% |
2,961.0 |
| Low |
2,878.0 |
2,845.0 |
-33.0 |
-1.1% |
2,845.0 |
| Close |
2,888.0 |
2,869.0 |
-19.0 |
-0.7% |
2,869.0 |
| Range |
49.0 |
75.0 |
26.0 |
53.1% |
116.0 |
| ATR |
46.6 |
48.7 |
2.0 |
4.3% |
0.0 |
| Volume |
0 |
58,608 |
58,608 |
|
92,010 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,103.0 |
3,061.0 |
2,910.3 |
|
| R3 |
3,028.0 |
2,986.0 |
2,889.6 |
|
| R2 |
2,953.0 |
2,953.0 |
2,882.8 |
|
| R1 |
2,911.0 |
2,911.0 |
2,875.9 |
2,894.5 |
| PP |
2,878.0 |
2,878.0 |
2,878.0 |
2,869.8 |
| S1 |
2,836.0 |
2,836.0 |
2,862.1 |
2,819.5 |
| S2 |
2,803.0 |
2,803.0 |
2,855.3 |
|
| S3 |
2,728.0 |
2,761.0 |
2,848.4 |
|
| S4 |
2,653.0 |
2,686.0 |
2,827.8 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,239.7 |
3,170.3 |
2,932.8 |
|
| R3 |
3,123.7 |
3,054.3 |
2,900.9 |
|
| R2 |
3,007.7 |
3,007.7 |
2,890.3 |
|
| R1 |
2,938.3 |
2,938.3 |
2,879.6 |
2,915.0 |
| PP |
2,891.7 |
2,891.7 |
2,891.7 |
2,880.0 |
| S1 |
2,822.3 |
2,822.3 |
2,858.4 |
2,799.0 |
| S2 |
2,775.7 |
2,775.7 |
2,847.7 |
|
| S3 |
2,659.7 |
2,706.3 |
2,837.1 |
|
| S4 |
2,543.7 |
2,590.3 |
2,805.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,961.0 |
2,845.0 |
116.0 |
4.0% |
60.6 |
2.1% |
21% |
False |
True |
18,402 |
| 10 |
2,990.0 |
2,844.0 |
146.0 |
5.1% |
54.4 |
1.9% |
17% |
False |
False |
12,741 |
| 20 |
2,998.0 |
2,844.0 |
154.0 |
5.4% |
44.1 |
1.5% |
16% |
False |
False |
7,881 |
| 40 |
2,998.0 |
2,678.0 |
320.0 |
11.2% |
43.7 |
1.5% |
60% |
False |
False |
4,704 |
| 60 |
2,998.0 |
2,678.0 |
320.0 |
11.2% |
40.0 |
1.4% |
60% |
False |
False |
4,857 |
| 80 |
2,998.0 |
2,561.0 |
437.0 |
15.2% |
41.6 |
1.5% |
70% |
False |
False |
4,129 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.2% |
38.6 |
1.3% |
70% |
False |
False |
3,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,238.8 |
|
2.618 |
3,116.4 |
|
1.618 |
3,041.4 |
|
1.000 |
2,995.0 |
|
0.618 |
2,966.4 |
|
HIGH |
2,920.0 |
|
0.618 |
2,891.4 |
|
0.500 |
2,882.5 |
|
0.382 |
2,873.7 |
|
LOW |
2,845.0 |
|
0.618 |
2,798.7 |
|
1.000 |
2,770.0 |
|
1.618 |
2,723.7 |
|
2.618 |
2,648.7 |
|
4.250 |
2,526.3 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,882.5 |
2,886.0 |
| PP |
2,878.0 |
2,880.3 |
| S1 |
2,873.5 |
2,874.7 |
|