| Trading Metrics calculated at close of trading on 08-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,853.0 |
2,862.0 |
9.0 |
0.3% |
2,903.0 |
| High |
2,897.0 |
2,875.0 |
-22.0 |
-0.8% |
2,961.0 |
| Low |
2,833.0 |
2,832.0 |
-1.0 |
0.0% |
2,845.0 |
| Close |
2,855.0 |
2,866.0 |
11.0 |
0.4% |
2,869.0 |
| Range |
64.0 |
43.0 |
-21.0 |
-32.8% |
116.0 |
| ATR |
49.7 |
49.3 |
-0.5 |
-1.0% |
0.0 |
| Volume |
25,475 |
77,453 |
51,978 |
204.0% |
92,010 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,986.7 |
2,969.3 |
2,889.7 |
|
| R3 |
2,943.7 |
2,926.3 |
2,877.8 |
|
| R2 |
2,900.7 |
2,900.7 |
2,873.9 |
|
| R1 |
2,883.3 |
2,883.3 |
2,869.9 |
2,892.0 |
| PP |
2,857.7 |
2,857.7 |
2,857.7 |
2,862.0 |
| S1 |
2,840.3 |
2,840.3 |
2,862.1 |
2,849.0 |
| S2 |
2,814.7 |
2,814.7 |
2,858.1 |
|
| S3 |
2,771.7 |
2,797.3 |
2,854.2 |
|
| S4 |
2,728.7 |
2,754.3 |
2,842.4 |
|
|
| 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 |
2,927.0 |
2,832.0 |
95.0 |
3.3% |
53.0 |
1.8% |
36% |
False |
True |
34,718 |
| 10 |
2,961.0 |
2,832.0 |
129.0 |
4.5% |
54.0 |
1.9% |
26% |
False |
True |
22,370 |
| 20 |
2,998.0 |
2,832.0 |
166.0 |
5.8% |
46.3 |
1.6% |
20% |
False |
True |
13,010 |
| 40 |
2,998.0 |
2,718.0 |
280.0 |
9.8% |
44.4 |
1.6% |
53% |
False |
False |
7,226 |
| 60 |
2,998.0 |
2,678.0 |
320.0 |
11.2% |
41.0 |
1.4% |
59% |
False |
False |
6,388 |
| 80 |
2,998.0 |
2,561.0 |
437.0 |
15.2% |
41.8 |
1.5% |
70% |
False |
False |
5,332 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.2% |
39.1 |
1.4% |
70% |
False |
False |
4,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,057.8 |
|
2.618 |
2,987.6 |
|
1.618 |
2,944.6 |
|
1.000 |
2,918.0 |
|
0.618 |
2,901.6 |
|
HIGH |
2,875.0 |
|
0.618 |
2,858.6 |
|
0.500 |
2,853.5 |
|
0.382 |
2,848.4 |
|
LOW |
2,832.0 |
|
0.618 |
2,805.4 |
|
1.000 |
2,789.0 |
|
1.618 |
2,762.4 |
|
2.618 |
2,719.4 |
|
4.250 |
2,649.3 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,861.8 |
2,876.0 |
| PP |
2,857.7 |
2,872.7 |
| S1 |
2,853.5 |
2,869.3 |
|