| Trading Metrics calculated at close of trading on 16-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,730.0 |
2,693.0 |
-37.0 |
-1.4% |
2,853.0 |
| High |
2,730.0 |
2,733.0 |
3.0 |
0.1% |
2,897.0 |
| Low |
2,648.0 |
2,590.0 |
-58.0 |
-2.2% |
2,795.0 |
| Close |
2,716.0 |
2,651.0 |
-65.0 |
-2.4% |
2,807.0 |
| Range |
82.0 |
143.0 |
61.0 |
74.4% |
102.0 |
| ATR |
53.3 |
59.7 |
6.4 |
12.0% |
0.0 |
| Volume |
1,339,136 |
1,912,439 |
573,303 |
42.8% |
589,985 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,087.0 |
3,012.0 |
2,729.7 |
|
| R3 |
2,944.0 |
2,869.0 |
2,690.3 |
|
| R2 |
2,801.0 |
2,801.0 |
2,677.2 |
|
| R1 |
2,726.0 |
2,726.0 |
2,664.1 |
2,692.0 |
| PP |
2,658.0 |
2,658.0 |
2,658.0 |
2,641.0 |
| S1 |
2,583.0 |
2,583.0 |
2,637.9 |
2,549.0 |
| S2 |
2,515.0 |
2,515.0 |
2,624.8 |
|
| S3 |
2,372.0 |
2,440.0 |
2,611.7 |
|
| S4 |
2,229.0 |
2,297.0 |
2,572.4 |
|
|
| 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 |
2,846.0 |
2,590.0 |
256.0 |
9.7% |
68.4 |
2.6% |
24% |
False |
True |
845,241 |
| 10 |
2,927.0 |
2,590.0 |
337.0 |
12.7% |
60.8 |
2.3% |
18% |
False |
True |
447,624 |
| 20 |
2,998.0 |
2,590.0 |
408.0 |
15.4% |
54.4 |
2.1% |
15% |
False |
True |
227,324 |
| 40 |
2,998.0 |
2,590.0 |
408.0 |
15.4% |
47.2 |
1.8% |
15% |
False |
True |
114,888 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
15.4% |
44.3 |
1.7% |
15% |
False |
True |
77,011 |
| 80 |
2,998.0 |
2,561.0 |
437.0 |
16.5% |
43.7 |
1.6% |
21% |
False |
False |
59,254 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
16.5% |
41.7 |
1.6% |
21% |
False |
False |
47,555 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
16.5% |
39.4 |
1.5% |
21% |
False |
False |
39,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,340.8 |
|
2.618 |
3,107.4 |
|
1.618 |
2,964.4 |
|
1.000 |
2,876.0 |
|
0.618 |
2,821.4 |
|
HIGH |
2,733.0 |
|
0.618 |
2,678.4 |
|
0.500 |
2,661.5 |
|
0.382 |
2,644.6 |
|
LOW |
2,590.0 |
|
0.618 |
2,501.6 |
|
1.000 |
2,447.0 |
|
1.618 |
2,358.6 |
|
2.618 |
2,215.6 |
|
4.250 |
1,982.3 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,661.5 |
2,704.5 |
| PP |
2,658.0 |
2,686.7 |
| S1 |
2,654.5 |
2,668.8 |
|