| Trading Metrics calculated at close of trading on 07-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,907.0 |
2,853.0 |
-54.0 |
-1.9% |
2,903.0 |
| High |
2,920.0 |
2,897.0 |
-23.0 |
-0.8% |
2,961.0 |
| Low |
2,845.0 |
2,833.0 |
-12.0 |
-0.4% |
2,845.0 |
| Close |
2,869.0 |
2,855.0 |
-14.0 |
-0.5% |
2,869.0 |
| Range |
75.0 |
64.0 |
-11.0 |
-14.7% |
116.0 |
| ATR |
48.7 |
49.7 |
1.1 |
2.3% |
0.0 |
| Volume |
58,608 |
25,475 |
-33,133 |
-56.5% |
92,010 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,053.7 |
3,018.3 |
2,890.2 |
|
| R3 |
2,989.7 |
2,954.3 |
2,872.6 |
|
| R2 |
2,925.7 |
2,925.7 |
2,866.7 |
|
| R1 |
2,890.3 |
2,890.3 |
2,860.9 |
2,908.0 |
| PP |
2,861.7 |
2,861.7 |
2,861.7 |
2,870.5 |
| S1 |
2,826.3 |
2,826.3 |
2,849.1 |
2,844.0 |
| S2 |
2,797.7 |
2,797.7 |
2,843.3 |
|
| S3 |
2,733.7 |
2,762.3 |
2,837.4 |
|
| S4 |
2,669.7 |
2,698.3 |
2,819.8 |
|
|
| 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 |
2,833.0 |
128.0 |
4.5% |
60.6 |
2.1% |
17% |
False |
True |
23,198 |
| 10 |
2,961.0 |
2,833.0 |
128.0 |
4.5% |
54.5 |
1.9% |
17% |
False |
True |
14,963 |
| 20 |
2,998.0 |
2,833.0 |
165.0 |
5.8% |
45.7 |
1.6% |
13% |
False |
True |
9,148 |
| 40 |
2,998.0 |
2,688.0 |
310.0 |
10.9% |
44.2 |
1.5% |
54% |
False |
False |
5,337 |
| 60 |
2,998.0 |
2,678.0 |
320.0 |
11.2% |
40.7 |
1.4% |
55% |
False |
False |
5,158 |
| 80 |
2,998.0 |
2,561.0 |
437.0 |
15.3% |
42.0 |
1.5% |
67% |
False |
False |
4,411 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.3% |
38.9 |
1.4% |
67% |
False |
False |
3,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,169.0 |
|
2.618 |
3,064.6 |
|
1.618 |
3,000.6 |
|
1.000 |
2,961.0 |
|
0.618 |
2,936.6 |
|
HIGH |
2,897.0 |
|
0.618 |
2,872.6 |
|
0.500 |
2,865.0 |
|
0.382 |
2,857.4 |
|
LOW |
2,833.0 |
|
0.618 |
2,793.4 |
|
1.000 |
2,769.0 |
|
1.618 |
2,729.4 |
|
2.618 |
2,665.4 |
|
4.250 |
2,561.0 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,865.0 |
2,880.0 |
| PP |
2,861.7 |
2,871.7 |
| S1 |
2,858.3 |
2,863.3 |
|