| Trading Metrics calculated at close of trading on 07-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,367.50 |
2,354.75 |
-12.75 |
-0.5% |
2,338.25 |
| High |
2,376.50 |
2,371.75 |
-4.75 |
-0.2% |
2,376.50 |
| Low |
2,342.25 |
2,305.00 |
-37.25 |
-1.6% |
2,300.25 |
| Close |
2,357.50 |
2,322.00 |
-35.50 |
-1.5% |
2,357.50 |
| Range |
34.25 |
66.75 |
32.50 |
94.9% |
76.25 |
| ATR |
34.77 |
37.05 |
2.28 |
6.6% |
0.00 |
| Volume |
990 |
3,769 |
2,779 |
280.7% |
3,643 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,533.25 |
2,494.25 |
2,358.75 |
|
| R3 |
2,466.50 |
2,427.50 |
2,340.25 |
|
| R2 |
2,399.75 |
2,399.75 |
2,334.25 |
|
| R1 |
2,360.75 |
2,360.75 |
2,328.00 |
2,347.00 |
| PP |
2,333.00 |
2,333.00 |
2,333.00 |
2,326.00 |
| S1 |
2,294.00 |
2,294.00 |
2,316.00 |
2,280.00 |
| S2 |
2,266.25 |
2,266.25 |
2,309.75 |
|
| S3 |
2,199.50 |
2,227.25 |
2,303.75 |
|
| S4 |
2,132.75 |
2,160.50 |
2,285.25 |
|
|
| 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 |
3.3% |
51.50 |
2.2% |
29% |
False |
False |
1,450 |
| 10 |
2,389.00 |
2,278.50 |
110.50 |
4.8% |
49.00 |
2.1% |
39% |
False |
False |
946 |
| 20 |
2,400.00 |
2,278.50 |
121.50 |
5.2% |
34.50 |
1.5% |
36% |
False |
False |
583 |
| 40 |
2,400.00 |
2,245.75 |
154.25 |
6.6% |
32.50 |
1.4% |
49% |
False |
False |
365 |
| 60 |
2,400.00 |
2,199.25 |
200.75 |
8.6% |
26.75 |
1.2% |
61% |
False |
False |
268 |
| 80 |
2,400.00 |
2,092.50 |
307.50 |
13.2% |
21.25 |
0.9% |
75% |
False |
False |
201 |
| 100 |
2,400.00 |
2,041.00 |
359.00 |
15.5% |
17.75 |
0.8% |
78% |
False |
False |
161 |
| 120 |
2,400.00 |
1,934.50 |
465.50 |
20.0% |
15.00 |
0.7% |
83% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,655.50 |
|
2.618 |
2,546.50 |
|
1.618 |
2,479.75 |
|
1.000 |
2,438.50 |
|
0.618 |
2,413.00 |
|
HIGH |
2,371.75 |
|
0.618 |
2,346.25 |
|
0.500 |
2,338.50 |
|
0.382 |
2,330.50 |
|
LOW |
2,305.00 |
|
0.618 |
2,263.75 |
|
1.000 |
2,238.25 |
|
1.618 |
2,197.00 |
|
2.618 |
2,130.25 |
|
4.250 |
2,021.25 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,338.50 |
2,340.75 |
| PP |
2,333.00 |
2,334.50 |
| S1 |
2,327.50 |
2,328.25 |
|