| Trading Metrics calculated at close of trading on 08-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1,315.00 |
1,303.75 |
-11.25 |
-0.9% |
1,314.50 |
| High |
1,322.00 |
1,321.00 |
-1.00 |
-0.1% |
1,331.25 |
| Low |
1,298.25 |
1,301.25 |
3.00 |
0.2% |
1,291.50 |
| Close |
1,304.25 |
1,315.25 |
11.00 |
0.8% |
1,315.50 |
| Range |
23.75 |
19.75 |
-4.00 |
-16.8% |
39.75 |
| ATR |
17.80 |
17.94 |
0.14 |
0.8% |
0.00 |
| Volume |
58,934 |
140,172 |
81,238 |
137.8% |
90,303 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,371.75 |
1,363.25 |
1,326.00 |
|
| R3 |
1,352.00 |
1,343.50 |
1,320.75 |
|
| R2 |
1,332.25 |
1,332.25 |
1,318.75 |
|
| R1 |
1,323.75 |
1,323.75 |
1,317.00 |
1,328.00 |
| PP |
1,312.50 |
1,312.50 |
1,312.50 |
1,314.50 |
| S1 |
1,304.00 |
1,304.00 |
1,313.50 |
1,308.25 |
| S2 |
1,292.75 |
1,292.75 |
1,311.75 |
|
| S3 |
1,273.00 |
1,284.25 |
1,309.75 |
|
| S4 |
1,253.25 |
1,264.50 |
1,304.50 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,432.00 |
1,413.50 |
1,337.25 |
|
| R3 |
1,392.25 |
1,373.75 |
1,326.50 |
|
| R2 |
1,352.50 |
1,352.50 |
1,322.75 |
|
| R1 |
1,334.00 |
1,334.00 |
1,319.25 |
1,343.25 |
| PP |
1,312.75 |
1,312.75 |
1,312.75 |
1,317.50 |
| S1 |
1,294.25 |
1,294.25 |
1,311.75 |
1,303.50 |
| S2 |
1,273.00 |
1,273.00 |
1,308.25 |
|
| S3 |
1,233.25 |
1,254.50 |
1,304.50 |
|
| S4 |
1,193.50 |
1,214.75 |
1,293.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,329.50 |
1,291.50 |
38.00 |
2.9% |
22.00 |
1.7% |
63% |
False |
False |
52,300 |
| 10 |
1,331.25 |
1,287.75 |
43.50 |
3.3% |
22.00 |
1.7% |
63% |
False |
False |
31,607 |
| 20 |
1,337.75 |
1,287.75 |
50.00 |
3.8% |
17.25 |
1.3% |
55% |
False |
False |
16,606 |
| 40 |
1,337.75 |
1,253.50 |
84.25 |
6.4% |
15.50 |
1.2% |
73% |
False |
False |
8,982 |
| 60 |
1,337.75 |
1,222.25 |
115.50 |
8.8% |
13.50 |
1.0% |
81% |
False |
False |
6,158 |
| 80 |
1,337.75 |
1,161.50 |
176.25 |
13.4% |
14.00 |
1.1% |
87% |
False |
False |
4,625 |
| 100 |
1,337.75 |
1,145.75 |
192.00 |
14.6% |
14.00 |
1.1% |
88% |
False |
False |
3,703 |
| 120 |
1,337.75 |
1,104.25 |
233.50 |
17.8% |
14.00 |
1.1% |
90% |
False |
False |
3,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,405.00 |
|
2.618 |
1,372.75 |
|
1.618 |
1,353.00 |
|
1.000 |
1,340.75 |
|
0.618 |
1,333.25 |
|
HIGH |
1,321.00 |
|
0.618 |
1,313.50 |
|
0.500 |
1,311.00 |
|
0.382 |
1,308.75 |
|
LOW |
1,301.25 |
|
0.618 |
1,289.00 |
|
1.000 |
1,281.50 |
|
1.618 |
1,269.25 |
|
2.618 |
1,249.50 |
|
4.250 |
1,217.25 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,314.00 |
1,314.75 |
| PP |
1,312.50 |
1,314.25 |
| S1 |
1,311.00 |
1,314.00 |
|