| Trading Metrics calculated at close of trading on 24-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,771.0 |
2,785.0 |
14.0 |
0.5% |
2,786.0 |
| High |
2,796.0 |
2,844.0 |
48.0 |
1.7% |
2,819.0 |
| Low |
2,757.0 |
2,769.0 |
12.0 |
0.4% |
2,590.0 |
| Close |
2,787.0 |
2,835.0 |
48.0 |
1.7% |
2,717.0 |
| Range |
39.0 |
75.0 |
36.0 |
92.3% |
229.0 |
| ATR |
58.6 |
59.8 |
1.2 |
2.0% |
0.0 |
| Volume |
1,349,739 |
1,463,208 |
113,469 |
8.4% |
7,266,593 |
|
| Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,041.0 |
3,013.0 |
2,876.3 |
|
| R3 |
2,966.0 |
2,938.0 |
2,855.6 |
|
| R2 |
2,891.0 |
2,891.0 |
2,848.8 |
|
| R1 |
2,863.0 |
2,863.0 |
2,841.9 |
2,877.0 |
| PP |
2,816.0 |
2,816.0 |
2,816.0 |
2,823.0 |
| S1 |
2,788.0 |
2,788.0 |
2,828.1 |
2,802.0 |
| S2 |
2,741.0 |
2,741.0 |
2,821.3 |
|
| S3 |
2,666.0 |
2,713.0 |
2,814.4 |
|
| S4 |
2,591.0 |
2,638.0 |
2,793.8 |
|
|
| 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 |
2,844.0 |
2,701.0 |
143.0 |
5.0% |
53.6 |
1.9% |
94% |
True |
False |
1,413,796 |
| 10 |
2,844.0 |
2,590.0 |
254.0 |
9.0% |
65.2 |
2.3% |
96% |
True |
False |
1,275,275 |
| 20 |
2,961.0 |
2,590.0 |
371.0 |
13.1% |
58.4 |
2.1% |
66% |
False |
False |
658,082 |
| 40 |
2,998.0 |
2,590.0 |
408.0 |
14.4% |
49.4 |
1.7% |
60% |
False |
False |
330,566 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.4% |
47.7 |
1.7% |
60% |
False |
False |
220,783 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.4% |
44.5 |
1.6% |
60% |
False |
False |
167,080 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.4% |
43.7 |
1.5% |
63% |
False |
False |
133,850 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.4% |
40.3 |
1.4% |
63% |
False |
False |
111,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,162.8 |
|
2.618 |
3,040.4 |
|
1.618 |
2,965.4 |
|
1.000 |
2,919.0 |
|
0.618 |
2,890.4 |
|
HIGH |
2,844.0 |
|
0.618 |
2,815.4 |
|
0.500 |
2,806.5 |
|
0.382 |
2,797.7 |
|
LOW |
2,769.0 |
|
0.618 |
2,722.7 |
|
1.000 |
2,694.0 |
|
1.618 |
2,647.7 |
|
2.618 |
2,572.7 |
|
4.250 |
2,450.3 |
|
|
| Fisher Pivots for day following 24-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,825.5 |
2,823.5 |
| PP |
2,816.0 |
2,812.0 |
| S1 |
2,806.5 |
2,800.5 |
|