| Trading Metrics calculated at close of trading on 23-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,789.0 |
2,771.0 |
-18.0 |
-0.6% |
2,786.0 |
| High |
2,807.0 |
2,796.0 |
-11.0 |
-0.4% |
2,819.0 |
| Low |
2,766.0 |
2,757.0 |
-9.0 |
-0.3% |
2,590.0 |
| Close |
2,779.0 |
2,787.0 |
8.0 |
0.3% |
2,717.0 |
| Range |
41.0 |
39.0 |
-2.0 |
-4.9% |
229.0 |
| ATR |
60.2 |
58.6 |
-1.5 |
-2.5% |
0.0 |
| Volume |
1,191,861 |
1,349,739 |
157,878 |
13.2% |
7,266,593 |
|
| Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,897.0 |
2,881.0 |
2,808.5 |
|
| R3 |
2,858.0 |
2,842.0 |
2,797.7 |
|
| R2 |
2,819.0 |
2,819.0 |
2,794.2 |
|
| R1 |
2,803.0 |
2,803.0 |
2,790.6 |
2,811.0 |
| PP |
2,780.0 |
2,780.0 |
2,780.0 |
2,784.0 |
| S1 |
2,764.0 |
2,764.0 |
2,783.4 |
2,772.0 |
| S2 |
2,741.0 |
2,741.0 |
2,779.9 |
|
| S3 |
2,702.0 |
2,725.0 |
2,776.3 |
|
| S4 |
2,663.0 |
2,686.0 |
2,765.6 |
|
|
| 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 |
2,645.0 |
162.0 |
5.8% |
54.0 |
1.9% |
88% |
False |
False |
1,434,281 |
| 10 |
2,846.0 |
2,590.0 |
256.0 |
9.2% |
61.2 |
2.2% |
77% |
False |
False |
1,139,761 |
| 20 |
2,961.0 |
2,590.0 |
371.0 |
13.3% |
56.5 |
2.0% |
53% |
False |
False |
584,963 |
| 40 |
2,998.0 |
2,590.0 |
408.0 |
14.6% |
48.8 |
1.8% |
48% |
False |
False |
294,000 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.6% |
46.8 |
1.7% |
48% |
False |
False |
196,398 |
| 80 |
2,998.0 |
2,561.0 |
437.0 |
15.7% |
44.1 |
1.6% |
52% |
False |
False |
148,843 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.7% |
43.3 |
1.6% |
52% |
False |
False |
119,218 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.7% |
40.3 |
1.4% |
52% |
False |
False |
99,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,961.8 |
|
2.618 |
2,898.1 |
|
1.618 |
2,859.1 |
|
1.000 |
2,835.0 |
|
0.618 |
2,820.1 |
|
HIGH |
2,796.0 |
|
0.618 |
2,781.1 |
|
0.500 |
2,776.5 |
|
0.382 |
2,771.9 |
|
LOW |
2,757.0 |
|
0.618 |
2,732.9 |
|
1.000 |
2,718.0 |
|
1.618 |
2,693.9 |
|
2.618 |
2,654.9 |
|
4.250 |
2,591.3 |
|
|
| Fisher Pivots for day following 23-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,783.5 |
2,781.7 |
| PP |
2,780.0 |
2,776.3 |
| S1 |
2,776.5 |
2,771.0 |
|