| 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 |
2,354.75 |
2,324.75 |
-30.00 |
-1.3% |
2,338.25 |
| High |
2,371.75 |
2,345.25 |
-26.50 |
-1.1% |
2,376.50 |
| Low |
2,305.00 |
2,308.75 |
3.75 |
0.2% |
2,300.25 |
| Close |
2,322.00 |
2,331.50 |
9.50 |
0.4% |
2,357.50 |
| Range |
66.75 |
36.50 |
-30.25 |
-45.3% |
76.25 |
| ATR |
37.05 |
37.01 |
-0.04 |
-0.1% |
0.00 |
| Volume |
3,769 |
6,046 |
2,277 |
60.4% |
3,643 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,438.00 |
2,421.25 |
2,351.50 |
|
| R3 |
2,401.50 |
2,384.75 |
2,341.50 |
|
| R2 |
2,365.00 |
2,365.00 |
2,338.25 |
|
| R1 |
2,348.25 |
2,348.25 |
2,334.75 |
2,356.50 |
| PP |
2,328.50 |
2,328.50 |
2,328.50 |
2,332.75 |
| S1 |
2,311.75 |
2,311.75 |
2,328.25 |
2,320.00 |
| S2 |
2,292.00 |
2,292.00 |
2,324.75 |
|
| S3 |
2,255.50 |
2,275.25 |
2,321.50 |
|
| S4 |
2,219.00 |
2,238.75 |
2,311.50 |
|
|
| 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% |
46.00 |
2.0% |
41% |
False |
False |
2,595 |
| 10 |
2,376.50 |
2,278.50 |
98.00 |
4.2% |
45.25 |
1.9% |
54% |
False |
False |
1,538 |
| 20 |
2,400.00 |
2,278.50 |
121.50 |
5.2% |
35.00 |
1.5% |
44% |
False |
False |
881 |
| 40 |
2,400.00 |
2,245.75 |
154.25 |
6.6% |
32.50 |
1.4% |
56% |
False |
False |
514 |
| 60 |
2,400.00 |
2,199.25 |
200.75 |
8.6% |
27.50 |
1.2% |
66% |
False |
False |
368 |
| 80 |
2,400.00 |
2,092.50 |
307.50 |
13.2% |
21.50 |
0.9% |
78% |
False |
False |
276 |
| 100 |
2,400.00 |
2,056.75 |
343.25 |
14.7% |
18.00 |
0.8% |
80% |
False |
False |
221 |
| 120 |
2,400.00 |
1,944.75 |
455.25 |
19.5% |
15.50 |
0.7% |
85% |
False |
False |
185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,500.50 |
|
2.618 |
2,440.75 |
|
1.618 |
2,404.25 |
|
1.000 |
2,381.75 |
|
0.618 |
2,367.75 |
|
HIGH |
2,345.25 |
|
0.618 |
2,331.25 |
|
0.500 |
2,327.00 |
|
0.382 |
2,322.75 |
|
LOW |
2,308.75 |
|
0.618 |
2,286.25 |
|
1.000 |
2,272.25 |
|
1.618 |
2,249.75 |
|
2.618 |
2,213.25 |
|
4.250 |
2,153.50 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,330.00 |
2,340.75 |
| PP |
2,328.50 |
2,337.75 |
| S1 |
2,327.00 |
2,334.50 |
|