| Trading Metrics calculated at close of trading on 18-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,647.0 |
2,727.0 |
80.0 |
3.0% |
2,786.0 |
| High |
2,722.0 |
2,758.0 |
36.0 |
1.3% |
2,819.0 |
| Low |
2,645.0 |
2,701.0 |
56.0 |
2.1% |
2,590.0 |
| Close |
2,707.0 |
2,717.0 |
10.0 |
0.4% |
2,717.0 |
| Range |
77.0 |
57.0 |
-20.0 |
-26.0% |
229.0 |
| ATR |
61.0 |
60.7 |
-0.3 |
-0.5% |
0.0 |
| Volume |
1,565,634 |
1,873,308 |
307,674 |
19.7% |
7,266,593 |
|
| Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,896.3 |
2,863.7 |
2,748.4 |
|
| R3 |
2,839.3 |
2,806.7 |
2,732.7 |
|
| R2 |
2,782.3 |
2,782.3 |
2,727.5 |
|
| R1 |
2,749.7 |
2,749.7 |
2,722.2 |
2,737.5 |
| PP |
2,725.3 |
2,725.3 |
2,725.3 |
2,719.3 |
| S1 |
2,692.7 |
2,692.7 |
2,711.8 |
2,680.5 |
| S2 |
2,668.3 |
2,668.3 |
2,706.6 |
|
| S3 |
2,611.3 |
2,635.7 |
2,701.3 |
|
| S4 |
2,554.3 |
2,578.7 |
2,685.7 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,395.7 |
3,285.3 |
2,843.0 |
|
| R3 |
3,166.7 |
3,056.3 |
2,780.0 |
|
| R2 |
2,937.7 |
2,937.7 |
2,759.0 |
|
| R1 |
2,827.3 |
2,827.3 |
2,738.0 |
2,768.0 |
| PP |
2,708.7 |
2,708.7 |
2,708.7 |
2,679.0 |
| S1 |
2,598.3 |
2,598.3 |
2,696.0 |
2,539.0 |
| S2 |
2,479.7 |
2,479.7 |
2,675.0 |
|
| S3 |
2,250.7 |
2,369.3 |
2,654.0 |
|
| S4 |
2,021.7 |
2,140.3 |
2,591.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,819.0 |
2,590.0 |
229.0 |
8.4% |
82.4 |
3.0% |
55% |
False |
False |
1,453,318 |
| 10 |
2,897.0 |
2,590.0 |
307.0 |
11.3% |
61.8 |
2.3% |
41% |
False |
False |
785,657 |
| 20 |
2,990.0 |
2,590.0 |
400.0 |
14.7% |
58.1 |
2.1% |
32% |
False |
False |
399,199 |
| 40 |
2,998.0 |
2,590.0 |
408.0 |
15.0% |
48.2 |
1.8% |
31% |
False |
False |
200,782 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
15.0% |
45.8 |
1.7% |
31% |
False |
False |
134,195 |
| 80 |
2,998.0 |
2,561.0 |
437.0 |
16.1% |
44.5 |
1.6% |
36% |
False |
False |
102,220 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
16.1% |
42.6 |
1.6% |
36% |
False |
False |
81,913 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
16.1% |
40.0 |
1.5% |
36% |
False |
False |
68,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,000.3 |
|
2.618 |
2,907.2 |
|
1.618 |
2,850.2 |
|
1.000 |
2,815.0 |
|
0.618 |
2,793.2 |
|
HIGH |
2,758.0 |
|
0.618 |
2,736.2 |
|
0.500 |
2,729.5 |
|
0.382 |
2,722.8 |
|
LOW |
2,701.0 |
|
0.618 |
2,665.8 |
|
1.000 |
2,644.0 |
|
1.618 |
2,608.8 |
|
2.618 |
2,551.8 |
|
4.250 |
2,458.8 |
|
|
| Fisher Pivots for day following 18-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,729.5 |
2,702.7 |
| PP |
2,725.3 |
2,688.3 |
| S1 |
2,721.2 |
2,674.0 |
|