| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,857.0 |
2,844.0 |
-13.0 |
-0.5% |
2,903.0 |
| High |
2,885.0 |
2,846.0 |
-39.0 |
-1.4% |
2,961.0 |
| Low |
2,850.0 |
2,811.0 |
-39.0 |
-1.4% |
2,845.0 |
| Close |
2,856.0 |
2,830.0 |
-26.0 |
-0.9% |
2,869.0 |
| Range |
35.0 |
35.0 |
0.0 |
0.0% |
116.0 |
| ATR |
48.2 |
48.0 |
-0.2 |
-0.5% |
0.0 |
| Volume |
88,502 |
108,069 |
19,567 |
22.1% |
92,010 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,934.0 |
2,917.0 |
2,849.3 |
|
| R3 |
2,899.0 |
2,882.0 |
2,839.6 |
|
| R2 |
2,864.0 |
2,864.0 |
2,836.4 |
|
| R1 |
2,847.0 |
2,847.0 |
2,833.2 |
2,838.0 |
| PP |
2,829.0 |
2,829.0 |
2,829.0 |
2,824.5 |
| S1 |
2,812.0 |
2,812.0 |
2,826.8 |
2,803.0 |
| S2 |
2,794.0 |
2,794.0 |
2,823.6 |
|
| S3 |
2,759.0 |
2,777.0 |
2,820.4 |
|
| S4 |
2,724.0 |
2,742.0 |
2,810.8 |
|
|
| 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 |
2,920.0 |
2,811.0 |
109.0 |
3.9% |
50.4 |
1.8% |
17% |
False |
True |
71,621 |
| 10 |
2,961.0 |
2,811.0 |
150.0 |
5.3% |
51.6 |
1.8% |
13% |
False |
True |
40,889 |
| 20 |
2,998.0 |
2,811.0 |
187.0 |
6.6% |
46.5 |
1.6% |
10% |
False |
True |
21,784 |
| 40 |
2,998.0 |
2,811.0 |
187.0 |
6.6% |
43.1 |
1.5% |
10% |
False |
True |
12,109 |
| 60 |
2,998.0 |
2,678.0 |
320.0 |
11.3% |
41.4 |
1.5% |
48% |
False |
False |
9,245 |
| 80 |
2,998.0 |
2,561.0 |
437.0 |
15.4% |
41.7 |
1.5% |
62% |
False |
False |
7,780 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.4% |
39.2 |
1.4% |
62% |
False |
False |
6,380 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.4% |
37.9 |
1.3% |
62% |
False |
False |
5,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,994.8 |
|
2.618 |
2,937.6 |
|
1.618 |
2,902.6 |
|
1.000 |
2,881.0 |
|
0.618 |
2,867.6 |
|
HIGH |
2,846.0 |
|
0.618 |
2,832.6 |
|
0.500 |
2,828.5 |
|
0.382 |
2,824.4 |
|
LOW |
2,811.0 |
|
0.618 |
2,789.4 |
|
1.000 |
2,776.0 |
|
1.618 |
2,754.4 |
|
2.618 |
2,719.4 |
|
4.250 |
2,662.3 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,829.5 |
2,848.0 |
| PP |
2,829.0 |
2,842.0 |
| S1 |
2,828.5 |
2,836.0 |
|