| Trading Metrics calculated at close of trading on 22-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
6,740.0 |
6,841.0 |
101.0 |
1.5% |
6,950.0 |
| High |
6,849.0 |
6,847.5 |
-1.5 |
0.0% |
6,971.5 |
| Low |
6,733.0 |
6,785.5 |
52.5 |
0.8% |
6,436.0 |
| Close |
6,828.0 |
6,807.5 |
-20.5 |
-0.3% |
6,694.5 |
| Range |
116.0 |
62.0 |
-54.0 |
-46.6% |
535.5 |
| ATR |
144.7 |
138.8 |
-5.9 |
-4.1% |
0.0 |
| Volume |
138,090 |
131,016 |
-7,074 |
-5.1% |
622,105 |
|
| Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,999.5 |
6,965.5 |
6,841.6 |
|
| R3 |
6,937.5 |
6,903.5 |
6,824.6 |
|
| R2 |
6,875.5 |
6,875.5 |
6,818.9 |
|
| R1 |
6,841.5 |
6,841.5 |
6,813.2 |
6,827.5 |
| PP |
6,813.5 |
6,813.5 |
6,813.5 |
6,806.5 |
| S1 |
6,779.5 |
6,779.5 |
6,801.8 |
6,765.5 |
| S2 |
6,751.5 |
6,751.5 |
6,796.1 |
|
| S3 |
6,689.5 |
6,717.5 |
6,790.5 |
|
| S4 |
6,627.5 |
6,655.5 |
6,773.4 |
|
|
| 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 |
6.1% |
164.1 |
2.4% |
90% |
False |
False |
139,189 |
| 10 |
7,244.0 |
6,436.0 |
808.0 |
11.9% |
139.5 |
2.0% |
46% |
False |
False |
91,840 |
| 20 |
7,383.0 |
6,436.0 |
947.0 |
13.9% |
134.8 |
2.0% |
39% |
False |
False |
48,229 |
| 40 |
7,470.0 |
6,436.0 |
1,034.0 |
15.2% |
101.0 |
1.5% |
36% |
False |
False |
24,529 |
| 60 |
7,470.0 |
6,436.0 |
1,034.0 |
15.2% |
91.7 |
1.3% |
36% |
False |
False |
16,458 |
| 80 |
7,470.0 |
6,436.0 |
1,034.0 |
15.2% |
86.1 |
1.3% |
36% |
False |
False |
12,818 |
| 100 |
7,470.0 |
6,436.0 |
1,034.0 |
15.2% |
83.8 |
1.2% |
36% |
False |
False |
10,303 |
| 120 |
7,470.0 |
6,158.0 |
1,312.0 |
19.3% |
79.3 |
1.2% |
50% |
False |
False |
8,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,111.0 |
|
2.618 |
7,009.8 |
|
1.618 |
6,947.8 |
|
1.000 |
6,909.5 |
|
0.618 |
6,885.8 |
|
HIGH |
6,847.5 |
|
0.618 |
6,823.8 |
|
0.500 |
6,816.5 |
|
0.382 |
6,809.2 |
|
LOW |
6,785.5 |
|
0.618 |
6,747.2 |
|
1.000 |
6,723.5 |
|
1.618 |
6,685.2 |
|
2.618 |
6,623.2 |
|
4.250 |
6,522.0 |
|
|
| Fisher Pivots for day following 22-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,816.5 |
6,787.2 |
| PP |
6,813.5 |
6,766.8 |
| S1 |
6,810.5 |
6,746.5 |
|