| Trading Metrics calculated at close of trading on 22-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,737.0 |
2,789.0 |
52.0 |
1.9% |
2,786.0 |
| High |
2,791.0 |
2,807.0 |
16.0 |
0.6% |
2,819.0 |
| Low |
2,735.0 |
2,766.0 |
31.0 |
1.1% |
2,590.0 |
| Close |
2,780.0 |
2,779.0 |
-1.0 |
0.0% |
2,717.0 |
| Range |
56.0 |
41.0 |
-15.0 |
-26.8% |
229.0 |
| ATR |
61.6 |
60.2 |
-1.5 |
-2.4% |
0.0 |
| Volume |
1,190,866 |
1,191,861 |
995 |
0.1% |
7,266,593 |
|
| Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,907.0 |
2,884.0 |
2,801.6 |
|
| R3 |
2,866.0 |
2,843.0 |
2,790.3 |
|
| R2 |
2,825.0 |
2,825.0 |
2,786.5 |
|
| R1 |
2,802.0 |
2,802.0 |
2,782.8 |
2,793.0 |
| PP |
2,784.0 |
2,784.0 |
2,784.0 |
2,779.5 |
| S1 |
2,761.0 |
2,761.0 |
2,775.2 |
2,752.0 |
| S2 |
2,743.0 |
2,743.0 |
2,771.5 |
|
| S3 |
2,702.0 |
2,720.0 |
2,767.7 |
|
| S4 |
2,661.0 |
2,679.0 |
2,756.5 |
|
|
| 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 |
2,807.0 |
2,590.0 |
217.0 |
7.8% |
74.8 |
2.7% |
87% |
True |
False |
1,546,821 |
| 10 |
2,885.0 |
2,590.0 |
295.0 |
10.6% |
60.8 |
2.2% |
64% |
False |
False |
1,013,637 |
| 20 |
2,961.0 |
2,590.0 |
371.0 |
13.4% |
57.4 |
2.1% |
51% |
False |
False |
518,004 |
| 40 |
2,998.0 |
2,590.0 |
408.0 |
14.7% |
48.4 |
1.7% |
46% |
False |
False |
260,261 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.7% |
46.3 |
1.7% |
46% |
False |
False |
173,904 |
| 80 |
2,998.0 |
2,561.0 |
437.0 |
15.7% |
45.1 |
1.6% |
50% |
False |
False |
131,988 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.7% |
43.0 |
1.5% |
50% |
False |
False |
105,727 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.7% |
40.2 |
1.4% |
50% |
False |
False |
88,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,981.3 |
|
2.618 |
2,914.3 |
|
1.618 |
2,873.3 |
|
1.000 |
2,848.0 |
|
0.618 |
2,832.3 |
|
HIGH |
2,807.0 |
|
0.618 |
2,791.3 |
|
0.500 |
2,786.5 |
|
0.382 |
2,781.7 |
|
LOW |
2,766.0 |
|
0.618 |
2,740.7 |
|
1.000 |
2,725.0 |
|
1.618 |
2,699.7 |
|
2.618 |
2,658.7 |
|
4.250 |
2,591.8 |
|
|
| Fisher Pivots for day following 22-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,786.5 |
2,770.7 |
| PP |
2,784.0 |
2,762.3 |
| S1 |
2,781.5 |
2,754.0 |
|