| Trading Metrics calculated at close of trading on 17-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
6,645.0 |
6,548.0 |
-97.0 |
-1.5% |
7,168.0 |
| High |
6,760.0 |
6,716.0 |
-44.0 |
-0.7% |
7,298.0 |
| Low |
6,436.0 |
6,538.0 |
102.0 |
1.6% |
6,995.0 |
| Close |
6,552.5 |
6,676.0 |
123.5 |
1.9% |
7,008.0 |
| Range |
324.0 |
178.0 |
-146.0 |
-45.1% |
303.0 |
| ATR |
141.6 |
144.2 |
2.6 |
1.8% |
0.0 |
| Volume |
141,274 |
100,424 |
-40,850 |
-28.9% |
45,425 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,177.3 |
7,104.7 |
6,773.9 |
|
| R3 |
6,999.3 |
6,926.7 |
6,725.0 |
|
| R2 |
6,821.3 |
6,821.3 |
6,708.6 |
|
| R1 |
6,748.7 |
6,748.7 |
6,692.3 |
6,785.0 |
| PP |
6,643.3 |
6,643.3 |
6,643.3 |
6,661.5 |
| S1 |
6,570.7 |
6,570.7 |
6,659.7 |
6,607.0 |
| S2 |
6,465.3 |
6,465.3 |
6,643.4 |
|
| S3 |
6,287.3 |
6,392.7 |
6,627.1 |
|
| S4 |
6,109.3 |
6,214.7 |
6,578.1 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,009.3 |
7,811.7 |
7,174.7 |
|
| R3 |
7,706.3 |
7,508.7 |
7,091.3 |
|
| R2 |
7,403.3 |
7,403.3 |
7,063.6 |
|
| R1 |
7,205.7 |
7,205.7 |
7,035.8 |
7,153.0 |
| PP |
7,100.3 |
7,100.3 |
7,100.3 |
7,074.0 |
| S1 |
6,902.7 |
6,902.7 |
6,980.2 |
6,850.0 |
| S2 |
6,797.3 |
6,797.3 |
6,952.5 |
|
| S3 |
6,494.3 |
6,599.7 |
6,924.7 |
|
| S4 |
6,191.3 |
6,296.7 |
6,841.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,042.5 |
6,436.0 |
606.5 |
9.1% |
176.7 |
2.6% |
40% |
False |
False |
90,773 |
| 10 |
7,338.0 |
6,436.0 |
902.0 |
13.5% |
154.9 |
2.3% |
27% |
False |
False |
49,683 |
| 20 |
7,470.0 |
6,436.0 |
1,034.0 |
15.5% |
132.4 |
2.0% |
23% |
False |
False |
25,892 |
| 40 |
7,470.0 |
6,436.0 |
1,034.0 |
15.5% |
98.3 |
1.5% |
23% |
False |
False |
13,195 |
| 60 |
7,470.0 |
6,436.0 |
1,034.0 |
15.5% |
89.0 |
1.3% |
23% |
False |
False |
8,922 |
| 80 |
7,470.0 |
6,436.0 |
1,034.0 |
15.5% |
85.6 |
1.3% |
23% |
False |
False |
7,146 |
| 100 |
7,470.0 |
6,436.0 |
1,034.0 |
15.5% |
82.2 |
1.2% |
23% |
False |
False |
5,766 |
| 120 |
7,470.0 |
6,158.0 |
1,312.0 |
19.7% |
79.1 |
1.2% |
39% |
False |
False |
4,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,472.5 |
|
2.618 |
7,182.0 |
|
1.618 |
7,004.0 |
|
1.000 |
6,894.0 |
|
0.618 |
6,826.0 |
|
HIGH |
6,716.0 |
|
0.618 |
6,648.0 |
|
0.500 |
6,627.0 |
|
0.382 |
6,606.0 |
|
LOW |
6,538.0 |
|
0.618 |
6,428.0 |
|
1.000 |
6,360.0 |
|
1.618 |
6,250.0 |
|
2.618 |
6,072.0 |
|
4.250 |
5,781.5 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,659.7 |
6,650.0 |
| PP |
6,643.3 |
6,624.0 |
| S1 |
6,627.0 |
6,598.0 |
|