| Trading Metrics calculated at close of trading on 11-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,844.0 |
2,804.0 |
-40.0 |
-1.4% |
2,853.0 |
| High |
2,846.0 |
2,824.0 |
-22.0 |
-0.8% |
2,897.0 |
| Low |
2,811.0 |
2,795.0 |
-16.0 |
-0.6% |
2,795.0 |
| Close |
2,830.0 |
2,807.0 |
-23.0 |
-0.8% |
2,807.0 |
| Range |
35.0 |
29.0 |
-6.0 |
-17.1% |
102.0 |
| ATR |
48.0 |
47.1 |
-0.9 |
-1.9% |
0.0 |
| Volume |
108,069 |
290,486 |
182,417 |
168.8% |
589,985 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,895.7 |
2,880.3 |
2,823.0 |
|
| R3 |
2,866.7 |
2,851.3 |
2,815.0 |
|
| R2 |
2,837.7 |
2,837.7 |
2,812.3 |
|
| R1 |
2,822.3 |
2,822.3 |
2,809.7 |
2,830.0 |
| PP |
2,808.7 |
2,808.7 |
2,808.7 |
2,812.5 |
| S1 |
2,793.3 |
2,793.3 |
2,804.3 |
2,801.0 |
| S2 |
2,779.7 |
2,779.7 |
2,801.7 |
|
| S3 |
2,750.7 |
2,764.3 |
2,799.0 |
|
| S4 |
2,721.7 |
2,735.3 |
2,791.1 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,139.0 |
3,075.0 |
2,863.1 |
|
| R3 |
3,037.0 |
2,973.0 |
2,835.1 |
|
| R2 |
2,935.0 |
2,935.0 |
2,825.7 |
|
| R1 |
2,871.0 |
2,871.0 |
2,816.4 |
2,852.0 |
| PP |
2,833.0 |
2,833.0 |
2,833.0 |
2,823.5 |
| S1 |
2,769.0 |
2,769.0 |
2,797.7 |
2,750.0 |
| S2 |
2,731.0 |
2,731.0 |
2,788.3 |
|
| S3 |
2,629.0 |
2,667.0 |
2,779.0 |
|
| S4 |
2,527.0 |
2,565.0 |
2,750.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,897.0 |
2,795.0 |
102.0 |
3.6% |
41.2 |
1.5% |
12% |
False |
True |
117,997 |
| 10 |
2,961.0 |
2,795.0 |
166.0 |
5.9% |
50.9 |
1.8% |
7% |
False |
True |
68,199 |
| 20 |
2,998.0 |
2,795.0 |
203.0 |
7.2% |
45.3 |
1.6% |
6% |
False |
True |
36,100 |
| 40 |
2,998.0 |
2,795.0 |
203.0 |
7.2% |
42.6 |
1.5% |
6% |
False |
True |
19,363 |
| 60 |
2,998.0 |
2,678.0 |
320.0 |
11.4% |
41.5 |
1.5% |
40% |
False |
False |
13,889 |
| 80 |
2,998.0 |
2,561.0 |
437.0 |
15.6% |
41.7 |
1.5% |
56% |
False |
False |
11,411 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.6% |
39.4 |
1.4% |
56% |
False |
False |
9,284 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.6% |
37.7 |
1.3% |
56% |
False |
False |
7,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,947.3 |
|
2.618 |
2,899.9 |
|
1.618 |
2,870.9 |
|
1.000 |
2,853.0 |
|
0.618 |
2,841.9 |
|
HIGH |
2,824.0 |
|
0.618 |
2,812.9 |
|
0.500 |
2,809.5 |
|
0.382 |
2,806.1 |
|
LOW |
2,795.0 |
|
0.618 |
2,777.1 |
|
1.000 |
2,766.0 |
|
1.618 |
2,748.1 |
|
2.618 |
2,719.1 |
|
4.250 |
2,671.8 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,809.5 |
2,840.0 |
| PP |
2,808.7 |
2,829.0 |
| S1 |
2,807.8 |
2,818.0 |
|