| Trading Metrics calculated at close of trading on 21-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,727.0 |
2,737.0 |
10.0 |
0.4% |
2,786.0 |
| High |
2,758.0 |
2,791.0 |
33.0 |
1.2% |
2,819.0 |
| Low |
2,701.0 |
2,735.0 |
34.0 |
1.3% |
2,590.0 |
| Close |
2,717.0 |
2,780.0 |
63.0 |
2.3% |
2,717.0 |
| Range |
57.0 |
56.0 |
-1.0 |
-1.8% |
229.0 |
| ATR |
60.7 |
61.6 |
1.0 |
1.6% |
0.0 |
| Volume |
1,873,308 |
1,190,866 |
-682,442 |
-36.4% |
7,266,593 |
|
| Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,936.7 |
2,914.3 |
2,810.8 |
|
| R3 |
2,880.7 |
2,858.3 |
2,795.4 |
|
| R2 |
2,824.7 |
2,824.7 |
2,790.3 |
|
| R1 |
2,802.3 |
2,802.3 |
2,785.1 |
2,813.5 |
| PP |
2,768.7 |
2,768.7 |
2,768.7 |
2,774.3 |
| S1 |
2,746.3 |
2,746.3 |
2,774.9 |
2,757.5 |
| S2 |
2,712.7 |
2,712.7 |
2,769.7 |
|
| S3 |
2,656.7 |
2,690.3 |
2,764.6 |
|
| S4 |
2,600.7 |
2,634.3 |
2,749.2 |
|
|
| 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 |
2,791.0 |
2,590.0 |
201.0 |
7.2% |
83.0 |
3.0% |
95% |
True |
False |
1,576,276 |
| 10 |
2,885.0 |
2,590.0 |
295.0 |
10.6% |
61.0 |
2.2% |
64% |
False |
False |
902,196 |
| 20 |
2,961.0 |
2,590.0 |
371.0 |
13.3% |
57.8 |
2.1% |
51% |
False |
False |
458,580 |
| 40 |
2,998.0 |
2,590.0 |
408.0 |
14.7% |
48.6 |
1.7% |
47% |
False |
False |
230,471 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.7% |
46.4 |
1.7% |
47% |
False |
False |
154,041 |
| 80 |
2,998.0 |
2,561.0 |
437.0 |
15.7% |
45.1 |
1.6% |
50% |
False |
False |
117,106 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.7% |
43.0 |
1.5% |
50% |
False |
False |
93,820 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.7% |
40.1 |
1.4% |
50% |
False |
False |
78,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,029.0 |
|
2.618 |
2,937.6 |
|
1.618 |
2,881.6 |
|
1.000 |
2,847.0 |
|
0.618 |
2,825.6 |
|
HIGH |
2,791.0 |
|
0.618 |
2,769.6 |
|
0.500 |
2,763.0 |
|
0.382 |
2,756.4 |
|
LOW |
2,735.0 |
|
0.618 |
2,700.4 |
|
1.000 |
2,679.0 |
|
1.618 |
2,644.4 |
|
2.618 |
2,588.4 |
|
4.250 |
2,497.0 |
|
|
| Fisher Pivots for day following 21-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,774.3 |
2,759.3 |
| PP |
2,768.7 |
2,738.7 |
| S1 |
2,763.0 |
2,718.0 |
|