| Trading Metrics calculated at close of trading on 07-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
7,293.0 |
7,168.0 |
-125.0 |
-1.7% |
7,202.5 |
| High |
7,338.0 |
7,298.0 |
-40.0 |
-0.5% |
7,383.0 |
| Low |
7,158.5 |
7,157.0 |
-1.5 |
0.0% |
7,150.0 |
| Close |
7,198.5 |
7,191.0 |
-7.5 |
-0.1% |
7,198.5 |
| Range |
179.5 |
141.0 |
-38.5 |
-21.4% |
233.0 |
| ATR |
100.3 |
103.2 |
2.9 |
2.9% |
0.0 |
| Volume |
14,444 |
4,100 |
-10,344 |
-71.6% |
22,498 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,638.3 |
7,555.7 |
7,268.6 |
|
| R3 |
7,497.3 |
7,414.7 |
7,229.8 |
|
| R2 |
7,356.3 |
7,356.3 |
7,216.9 |
|
| R1 |
7,273.7 |
7,273.7 |
7,203.9 |
7,315.0 |
| PP |
7,215.3 |
7,215.3 |
7,215.3 |
7,236.0 |
| S1 |
7,132.7 |
7,132.7 |
7,178.1 |
7,174.0 |
| S2 |
7,074.3 |
7,074.3 |
7,165.2 |
|
| S3 |
6,933.3 |
6,991.7 |
7,152.2 |
|
| S4 |
6,792.3 |
6,850.7 |
7,113.5 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,942.8 |
7,803.7 |
7,326.7 |
|
| R3 |
7,709.8 |
7,570.7 |
7,262.6 |
|
| R2 |
7,476.8 |
7,476.8 |
7,241.2 |
|
| R1 |
7,337.7 |
7,337.7 |
7,219.9 |
7,290.8 |
| PP |
7,243.8 |
7,243.8 |
7,243.8 |
7,220.4 |
| S1 |
7,104.7 |
7,104.7 |
7,177.1 |
7,057.8 |
| S2 |
7,010.8 |
7,010.8 |
7,155.8 |
|
| S3 |
6,777.8 |
6,871.7 |
7,134.4 |
|
| S4 |
6,544.8 |
6,638.7 |
7,070.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,383.0 |
7,150.0 |
233.0 |
3.2% |
136.7 |
1.9% |
18% |
False |
False |
5,257 |
| 10 |
7,383.0 |
7,112.0 |
271.0 |
3.8% |
125.1 |
1.7% |
29% |
False |
False |
3,807 |
| 20 |
7,470.0 |
7,112.0 |
358.0 |
5.0% |
94.0 |
1.3% |
22% |
False |
False |
2,248 |
| 40 |
7,470.0 |
6,890.5 |
579.5 |
8.1% |
82.5 |
1.1% |
52% |
False |
False |
1,323 |
| 60 |
7,470.0 |
6,867.5 |
602.5 |
8.4% |
74.8 |
1.0% |
54% |
False |
False |
1,459 |
| 80 |
7,470.0 |
6,700.0 |
770.0 |
10.7% |
78.9 |
1.1% |
64% |
False |
False |
1,194 |
| 100 |
7,470.0 |
6,490.0 |
980.0 |
13.6% |
74.1 |
1.0% |
72% |
False |
False |
1,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,897.3 |
|
2.618 |
7,667.1 |
|
1.618 |
7,526.1 |
|
1.000 |
7,439.0 |
|
0.618 |
7,385.1 |
|
HIGH |
7,298.0 |
|
0.618 |
7,244.1 |
|
0.500 |
7,227.5 |
|
0.382 |
7,210.9 |
|
LOW |
7,157.0 |
|
0.618 |
7,069.9 |
|
1.000 |
7,016.0 |
|
1.618 |
6,928.9 |
|
2.618 |
6,787.9 |
|
4.250 |
6,557.8 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
7,227.5 |
7,247.5 |
| PP |
7,215.3 |
7,228.7 |
| S1 |
7,203.2 |
7,209.8 |
|