| Trading Metrics calculated at close of trading on 09-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,324.75 |
2,330.00 |
5.25 |
0.2% |
2,338.25 |
| High |
2,345.25 |
2,337.00 |
-8.25 |
-0.4% |
2,376.50 |
| Low |
2,308.75 |
2,306.25 |
-2.50 |
-0.1% |
2,300.25 |
| Close |
2,331.50 |
2,308.25 |
-23.25 |
-1.0% |
2,357.50 |
| Range |
36.50 |
30.75 |
-5.75 |
-15.8% |
76.25 |
| ATR |
37.01 |
36.57 |
-0.45 |
-1.2% |
0.00 |
| Volume |
6,046 |
41,457 |
35,411 |
585.7% |
3,643 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,409.50 |
2,389.50 |
2,325.25 |
|
| R3 |
2,378.75 |
2,358.75 |
2,316.75 |
|
| R2 |
2,348.00 |
2,348.00 |
2,314.00 |
|
| R1 |
2,328.00 |
2,328.00 |
2,311.00 |
2,322.50 |
| PP |
2,317.25 |
2,317.25 |
2,317.25 |
2,314.50 |
| S1 |
2,297.25 |
2,297.25 |
2,305.50 |
2,292.00 |
| S2 |
2,286.50 |
2,286.50 |
2,302.50 |
|
| S3 |
2,255.75 |
2,266.50 |
2,299.75 |
|
| S4 |
2,225.00 |
2,235.75 |
2,291.25 |
|
|
| 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 |
2,305.00 |
71.50 |
3.1% |
44.50 |
1.9% |
5% |
False |
False |
10,664 |
| 10 |
2,376.50 |
2,278.50 |
98.00 |
4.2% |
43.25 |
1.9% |
30% |
False |
False |
5,608 |
| 20 |
2,400.00 |
2,278.50 |
121.50 |
5.3% |
35.50 |
1.5% |
24% |
False |
False |
2,952 |
| 40 |
2,400.00 |
2,245.75 |
154.25 |
6.7% |
32.75 |
1.4% |
41% |
False |
False |
1,548 |
| 60 |
2,400.00 |
2,199.25 |
200.75 |
8.7% |
27.75 |
1.2% |
54% |
False |
False |
1,059 |
| 80 |
2,400.00 |
2,092.50 |
307.50 |
13.3% |
21.75 |
0.9% |
70% |
False |
False |
795 |
| 100 |
2,400.00 |
2,061.00 |
339.00 |
14.7% |
18.25 |
0.8% |
73% |
False |
False |
636 |
| 120 |
2,400.00 |
1,948.25 |
451.75 |
19.6% |
15.75 |
0.7% |
80% |
False |
False |
530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,467.75 |
|
2.618 |
2,417.50 |
|
1.618 |
2,386.75 |
|
1.000 |
2,367.75 |
|
0.618 |
2,356.00 |
|
HIGH |
2,337.00 |
|
0.618 |
2,325.25 |
|
0.500 |
2,321.50 |
|
0.382 |
2,318.00 |
|
LOW |
2,306.25 |
|
0.618 |
2,287.25 |
|
1.000 |
2,275.50 |
|
1.618 |
2,256.50 |
|
2.618 |
2,225.75 |
|
4.250 |
2,175.50 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,321.50 |
2,338.50 |
| PP |
2,317.25 |
2,328.25 |
| S1 |
2,312.75 |
2,318.25 |
|