| Trading Metrics calculated at close of trading on 14-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,804.0 |
2,786.0 |
-18.0 |
-0.6% |
2,853.0 |
| High |
2,824.0 |
2,819.0 |
-5.0 |
-0.2% |
2,897.0 |
| Low |
2,795.0 |
2,766.0 |
-29.0 |
-1.0% |
2,795.0 |
| Close |
2,807.0 |
2,777.0 |
-30.0 |
-1.1% |
2,807.0 |
| Range |
29.0 |
53.0 |
24.0 |
82.8% |
102.0 |
| ATR |
47.1 |
47.5 |
0.4 |
0.9% |
0.0 |
| Volume |
290,486 |
576,076 |
285,590 |
98.3% |
589,985 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,946.3 |
2,914.7 |
2,806.2 |
|
| R3 |
2,893.3 |
2,861.7 |
2,791.6 |
|
| R2 |
2,840.3 |
2,840.3 |
2,786.7 |
|
| R1 |
2,808.7 |
2,808.7 |
2,781.9 |
2,798.0 |
| PP |
2,787.3 |
2,787.3 |
2,787.3 |
2,782.0 |
| S1 |
2,755.7 |
2,755.7 |
2,772.1 |
2,745.0 |
| S2 |
2,734.3 |
2,734.3 |
2,767.3 |
|
| S3 |
2,681.3 |
2,702.7 |
2,762.4 |
|
| S4 |
2,628.3 |
2,649.7 |
2,747.9 |
|
|
| 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 |
2,885.0 |
2,766.0 |
119.0 |
4.3% |
39.0 |
1.4% |
9% |
False |
True |
228,117 |
| 10 |
2,961.0 |
2,766.0 |
195.0 |
7.0% |
49.8 |
1.8% |
6% |
False |
True |
125,657 |
| 20 |
2,998.0 |
2,766.0 |
232.0 |
8.4% |
46.2 |
1.7% |
5% |
False |
True |
64,890 |
| 40 |
2,998.0 |
2,766.0 |
232.0 |
8.4% |
43.4 |
1.6% |
5% |
False |
True |
33,763 |
| 60 |
2,998.0 |
2,678.0 |
320.0 |
11.5% |
41.8 |
1.5% |
31% |
False |
False |
23,009 |
| 80 |
2,998.0 |
2,561.0 |
437.0 |
15.7% |
42.0 |
1.5% |
49% |
False |
False |
18,612 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.7% |
39.7 |
1.4% |
49% |
False |
False |
15,043 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.7% |
38.0 |
1.4% |
49% |
False |
False |
12,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,044.3 |
|
2.618 |
2,957.8 |
|
1.618 |
2,904.8 |
|
1.000 |
2,872.0 |
|
0.618 |
2,851.8 |
|
HIGH |
2,819.0 |
|
0.618 |
2,798.8 |
|
0.500 |
2,792.5 |
|
0.382 |
2,786.2 |
|
LOW |
2,766.0 |
|
0.618 |
2,733.2 |
|
1.000 |
2,713.0 |
|
1.618 |
2,680.2 |
|
2.618 |
2,627.2 |
|
4.250 |
2,540.8 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,792.5 |
2,806.0 |
| PP |
2,787.3 |
2,796.3 |
| S1 |
2,782.2 |
2,786.7 |
|