| Trading Metrics calculated at close of trading on 17-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,693.0 |
2,647.0 |
-46.0 |
-1.7% |
2,853.0 |
| High |
2,733.0 |
2,722.0 |
-11.0 |
-0.4% |
2,897.0 |
| Low |
2,590.0 |
2,645.0 |
55.0 |
2.1% |
2,795.0 |
| Close |
2,651.0 |
2,707.0 |
56.0 |
2.1% |
2,807.0 |
| Range |
143.0 |
77.0 |
-66.0 |
-46.2% |
102.0 |
| ATR |
59.7 |
61.0 |
1.2 |
2.1% |
0.0 |
| Volume |
1,912,439 |
1,565,634 |
-346,805 |
-18.1% |
589,985 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,922.3 |
2,891.7 |
2,749.4 |
|
| R3 |
2,845.3 |
2,814.7 |
2,728.2 |
|
| R2 |
2,768.3 |
2,768.3 |
2,721.1 |
|
| R1 |
2,737.7 |
2,737.7 |
2,714.1 |
2,753.0 |
| PP |
2,691.3 |
2,691.3 |
2,691.3 |
2,699.0 |
| S1 |
2,660.7 |
2,660.7 |
2,699.9 |
2,676.0 |
| S2 |
2,614.3 |
2,614.3 |
2,692.9 |
|
| S3 |
2,537.3 |
2,583.7 |
2,685.8 |
|
| S4 |
2,460.3 |
2,506.7 |
2,664.7 |
|
|
| 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 |
2,824.0 |
2,590.0 |
234.0 |
8.6% |
76.8 |
2.8% |
50% |
False |
False |
1,136,754 |
| 10 |
2,920.0 |
2,590.0 |
330.0 |
12.2% |
63.6 |
2.3% |
35% |
False |
False |
604,187 |
| 20 |
2,998.0 |
2,590.0 |
408.0 |
15.1% |
56.7 |
2.1% |
29% |
False |
False |
305,550 |
| 40 |
2,998.0 |
2,590.0 |
408.0 |
15.1% |
48.3 |
1.8% |
29% |
False |
False |
154,024 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
15.1% |
45.1 |
1.7% |
29% |
False |
False |
103,103 |
| 80 |
2,998.0 |
2,561.0 |
437.0 |
16.1% |
44.1 |
1.6% |
33% |
False |
False |
78,815 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
16.1% |
42.4 |
1.6% |
33% |
False |
False |
63,201 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
16.1% |
39.8 |
1.5% |
33% |
False |
False |
52,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,049.3 |
|
2.618 |
2,923.6 |
|
1.618 |
2,846.6 |
|
1.000 |
2,799.0 |
|
0.618 |
2,769.6 |
|
HIGH |
2,722.0 |
|
0.618 |
2,692.6 |
|
0.500 |
2,683.5 |
|
0.382 |
2,674.4 |
|
LOW |
2,645.0 |
|
0.618 |
2,597.4 |
|
1.000 |
2,568.0 |
|
1.618 |
2,520.4 |
|
2.618 |
2,443.4 |
|
4.250 |
2,317.8 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,699.2 |
2,691.8 |
| PP |
2,691.3 |
2,676.7 |
| S1 |
2,683.5 |
2,661.5 |
|