| Trading Metrics calculated at close of trading on 23-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
6,841.0 |
6,788.0 |
-53.0 |
-0.8% |
6,950.0 |
| High |
6,847.5 |
6,840.0 |
-7.5 |
-0.1% |
6,971.5 |
| Low |
6,785.5 |
6,738.5 |
-47.0 |
-0.7% |
6,436.0 |
| Close |
6,807.5 |
6,822.0 |
14.5 |
0.2% |
6,694.5 |
| Range |
62.0 |
101.5 |
39.5 |
63.7% |
535.5 |
| ATR |
138.8 |
136.1 |
-2.7 |
-1.9% |
0.0 |
| Volume |
131,016 |
162,786 |
31,770 |
24.2% |
622,105 |
|
| Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,104.7 |
7,064.8 |
6,877.8 |
|
| R3 |
7,003.2 |
6,963.3 |
6,849.9 |
|
| R2 |
6,901.7 |
6,901.7 |
6,840.6 |
|
| R1 |
6,861.8 |
6,861.8 |
6,831.3 |
6,881.8 |
| PP |
6,800.2 |
6,800.2 |
6,800.2 |
6,810.1 |
| S1 |
6,760.3 |
6,760.3 |
6,812.7 |
6,780.3 |
| S2 |
6,698.7 |
6,698.7 |
6,803.4 |
|
| S3 |
6,597.2 |
6,658.8 |
6,794.1 |
|
| S4 |
6,495.7 |
6,557.3 |
6,766.2 |
|
|
| 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 |
6,538.0 |
311.0 |
4.6% |
119.6 |
1.8% |
91% |
False |
False |
143,491 |
| 10 |
7,137.0 |
6,436.0 |
701.0 |
10.3% |
139.1 |
2.0% |
55% |
False |
False |
107,782 |
| 20 |
7,383.0 |
6,436.0 |
947.0 |
13.9% |
131.7 |
1.9% |
41% |
False |
False |
56,143 |
| 40 |
7,470.0 |
6,436.0 |
1,034.0 |
15.2% |
101.7 |
1.5% |
37% |
False |
False |
28,588 |
| 60 |
7,470.0 |
6,436.0 |
1,034.0 |
15.2% |
92.9 |
1.4% |
37% |
False |
False |
19,170 |
| 80 |
7,470.0 |
6,436.0 |
1,034.0 |
15.2% |
84.8 |
1.2% |
37% |
False |
False |
14,849 |
| 100 |
7,470.0 |
6,436.0 |
1,034.0 |
15.2% |
83.8 |
1.2% |
37% |
False |
False |
11,930 |
| 120 |
7,470.0 |
6,176.0 |
1,294.0 |
19.0% |
79.7 |
1.2% |
50% |
False |
False |
9,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,271.4 |
|
2.618 |
7,105.7 |
|
1.618 |
7,004.2 |
|
1.000 |
6,941.5 |
|
0.618 |
6,902.7 |
|
HIGH |
6,840.0 |
|
0.618 |
6,801.2 |
|
0.500 |
6,789.3 |
|
0.382 |
6,777.3 |
|
LOW |
6,738.5 |
|
0.618 |
6,675.8 |
|
1.000 |
6,637.0 |
|
1.618 |
6,574.3 |
|
2.618 |
6,472.8 |
|
4.250 |
6,307.1 |
|
|
| Fisher Pivots for day following 23-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,811.1 |
6,811.7 |
| PP |
6,800.2 |
6,801.3 |
| S1 |
6,789.3 |
6,791.0 |
|