| Trading Metrics calculated at close of trading on 21-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
6,744.0 |
6,740.0 |
-4.0 |
-0.1% |
6,950.0 |
| High |
6,784.5 |
6,849.0 |
64.5 |
1.0% |
6,971.5 |
| Low |
6,644.0 |
6,733.0 |
89.0 |
1.3% |
6,436.0 |
| Close |
6,694.5 |
6,828.0 |
133.5 |
2.0% |
6,694.5 |
| Range |
140.5 |
116.0 |
-24.5 |
-17.4% |
535.5 |
| ATR |
143.9 |
144.7 |
0.8 |
0.5% |
0.0 |
| Volume |
185,141 |
138,090 |
-47,051 |
-25.4% |
622,105 |
|
| Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,151.3 |
7,105.7 |
6,891.8 |
|
| R3 |
7,035.3 |
6,989.7 |
6,859.9 |
|
| R2 |
6,919.3 |
6,919.3 |
6,849.3 |
|
| R1 |
6,873.7 |
6,873.7 |
6,838.6 |
6,896.5 |
| PP |
6,803.3 |
6,803.3 |
6,803.3 |
6,814.8 |
| S1 |
6,757.7 |
6,757.7 |
6,817.4 |
6,780.5 |
| S2 |
6,687.3 |
6,687.3 |
6,806.7 |
|
| S3 |
6,571.3 |
6,641.7 |
6,796.1 |
|
| S4 |
6,455.3 |
6,525.7 |
6,764.2 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,307.2 |
8,036.3 |
6,989.0 |
|
| R3 |
7,771.7 |
7,500.8 |
6,841.8 |
|
| R2 |
7,236.2 |
7,236.2 |
6,792.7 |
|
| R1 |
6,965.3 |
6,965.3 |
6,743.6 |
6,833.0 |
| PP |
6,700.7 |
6,700.7 |
6,700.7 |
6,634.5 |
| S1 |
6,429.8 |
6,429.8 |
6,645.4 |
6,297.5 |
| S2 |
6,165.2 |
6,165.2 |
6,596.3 |
|
| S3 |
5,629.7 |
5,894.3 |
6,547.2 |
|
| S4 |
5,094.2 |
5,358.8 |
6,400.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,849.0 |
6,436.0 |
413.0 |
6.0% |
198.7 |
2.9% |
95% |
True |
False |
133,906 |
| 10 |
7,251.0 |
6,436.0 |
815.0 |
11.9% |
148.5 |
2.2% |
48% |
False |
False |
80,152 |
| 20 |
7,383.0 |
6,436.0 |
947.0 |
13.9% |
136.8 |
2.0% |
41% |
False |
False |
41,979 |
| 40 |
7,470.0 |
6,436.0 |
1,034.0 |
15.1% |
100.7 |
1.5% |
38% |
False |
False |
21,261 |
| 60 |
7,470.0 |
6,436.0 |
1,034.0 |
15.1% |
92.6 |
1.4% |
38% |
False |
False |
14,285 |
| 80 |
7,470.0 |
6,436.0 |
1,034.0 |
15.1% |
86.4 |
1.3% |
38% |
False |
False |
11,182 |
| 100 |
7,470.0 |
6,436.0 |
1,034.0 |
15.1% |
83.6 |
1.2% |
38% |
False |
False |
8,995 |
| 120 |
7,470.0 |
6,158.0 |
1,312.0 |
19.2% |
79.6 |
1.2% |
51% |
False |
False |
7,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,342.0 |
|
2.618 |
7,152.7 |
|
1.618 |
7,036.7 |
|
1.000 |
6,965.0 |
|
0.618 |
6,920.7 |
|
HIGH |
6,849.0 |
|
0.618 |
6,804.7 |
|
0.500 |
6,791.0 |
|
0.382 |
6,777.3 |
|
LOW |
6,733.0 |
|
0.618 |
6,661.3 |
|
1.000 |
6,617.0 |
|
1.618 |
6,545.3 |
|
2.618 |
6,429.3 |
|
4.250 |
6,240.0 |
|
|
| Fisher Pivots for day following 21-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,815.7 |
6,783.2 |
| PP |
6,803.3 |
6,738.3 |
| S1 |
6,791.0 |
6,693.5 |
|