| Trading Metrics calculated at close of trading on 04-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,320.75 |
2,367.50 |
46.75 |
2.0% |
2,338.25 |
| High |
2,373.75 |
2,376.50 |
2.75 |
0.1% |
2,376.50 |
| Low |
2,319.50 |
2,342.25 |
22.75 |
1.0% |
2,300.25 |
| Close |
2,369.50 |
2,357.50 |
-12.00 |
-0.5% |
2,357.50 |
| Range |
54.25 |
34.25 |
-20.00 |
-36.9% |
76.25 |
| ATR |
34.81 |
34.77 |
-0.04 |
-0.1% |
0.00 |
| Volume |
1,061 |
990 |
-71 |
-6.7% |
3,643 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,461.50 |
2,443.75 |
2,376.25 |
|
| R3 |
2,427.25 |
2,409.50 |
2,367.00 |
|
| R2 |
2,393.00 |
2,393.00 |
2,363.75 |
|
| R1 |
2,375.25 |
2,375.25 |
2,360.75 |
2,367.00 |
| PP |
2,358.75 |
2,358.75 |
2,358.75 |
2,354.50 |
| S1 |
2,341.00 |
2,341.00 |
2,354.25 |
2,332.75 |
| S2 |
2,324.50 |
2,324.50 |
2,351.25 |
|
| S3 |
2,290.25 |
2,306.75 |
2,348.00 |
|
| S4 |
2,256.00 |
2,272.50 |
2,338.75 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,573.50 |
2,541.75 |
2,399.50 |
|
| R3 |
2,497.25 |
2,465.50 |
2,378.50 |
|
| R2 |
2,421.00 |
2,421.00 |
2,371.50 |
|
| R1 |
2,389.25 |
2,389.25 |
2,364.50 |
2,405.00 |
| PP |
2,344.75 |
2,344.75 |
2,344.75 |
2,352.75 |
| S1 |
2,313.00 |
2,313.00 |
2,350.50 |
2,329.00 |
| S2 |
2,268.50 |
2,268.50 |
2,343.50 |
|
| S3 |
2,192.25 |
2,236.75 |
2,336.50 |
|
| S4 |
2,116.00 |
2,160.50 |
2,315.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,376.50 |
2,300.25 |
76.25 |
3.2% |
43.25 |
1.8% |
75% |
True |
False |
728 |
| 10 |
2,397.00 |
2,278.50 |
118.50 |
5.0% |
44.25 |
1.9% |
67% |
False |
False |
585 |
| 20 |
2,400.00 |
2,278.50 |
121.50 |
5.2% |
32.00 |
1.4% |
65% |
False |
False |
397 |
| 40 |
2,400.00 |
2,245.75 |
154.25 |
6.5% |
31.00 |
1.3% |
72% |
False |
False |
285 |
| 60 |
2,400.00 |
2,175.00 |
225.00 |
9.5% |
26.25 |
1.1% |
81% |
False |
False |
205 |
| 80 |
2,400.00 |
2,092.50 |
307.50 |
13.0% |
20.50 |
0.9% |
86% |
False |
False |
154 |
| 100 |
2,400.00 |
2,031.75 |
368.25 |
15.6% |
17.00 |
0.7% |
88% |
False |
False |
123 |
| 120 |
2,400.00 |
1,917.50 |
482.50 |
20.5% |
14.50 |
0.6% |
91% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,522.00 |
|
2.618 |
2,466.25 |
|
1.618 |
2,432.00 |
|
1.000 |
2,410.75 |
|
0.618 |
2,397.75 |
|
HIGH |
2,376.50 |
|
0.618 |
2,363.50 |
|
0.500 |
2,359.50 |
|
0.382 |
2,355.25 |
|
LOW |
2,342.25 |
|
0.618 |
2,321.00 |
|
1.000 |
2,308.00 |
|
1.618 |
2,286.75 |
|
2.618 |
2,252.50 |
|
4.250 |
2,196.75 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,359.50 |
2,351.00 |
| PP |
2,358.75 |
2,344.75 |
| S1 |
2,358.00 |
2,338.50 |
|