| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,330.00 |
2,309.50 |
-20.50 |
-0.9% |
2,338.25 |
| High |
2,337.00 |
2,313.00 |
-24.00 |
-1.0% |
2,376.50 |
| Low |
2,306.25 |
2,273.00 |
-33.25 |
-1.4% |
2,300.25 |
| Close |
2,308.25 |
2,280.75 |
-27.50 |
-1.2% |
2,357.50 |
| Range |
30.75 |
40.00 |
9.25 |
30.1% |
76.25 |
| ATR |
36.57 |
36.81 |
0.25 |
0.7% |
0.00 |
| Volume |
41,457 |
219,741 |
178,284 |
430.0% |
3,643 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,409.00 |
2,384.75 |
2,302.75 |
|
| R3 |
2,369.00 |
2,344.75 |
2,291.75 |
|
| R2 |
2,329.00 |
2,329.00 |
2,288.00 |
|
| R1 |
2,304.75 |
2,304.75 |
2,284.50 |
2,297.00 |
| PP |
2,289.00 |
2,289.00 |
2,289.00 |
2,285.00 |
| S1 |
2,264.75 |
2,264.75 |
2,277.00 |
2,257.00 |
| S2 |
2,249.00 |
2,249.00 |
2,273.50 |
|
| S3 |
2,209.00 |
2,224.75 |
2,269.75 |
|
| S4 |
2,169.00 |
2,184.75 |
2,258.75 |
|
|
| 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 |
2,273.00 |
103.50 |
4.5% |
41.75 |
1.8% |
7% |
False |
True |
54,400 |
| 10 |
2,376.50 |
2,273.00 |
103.50 |
4.5% |
43.50 |
1.9% |
7% |
False |
True |
27,507 |
| 20 |
2,400.00 |
2,273.00 |
127.00 |
5.6% |
36.75 |
1.6% |
6% |
False |
True |
13,935 |
| 40 |
2,400.00 |
2,245.75 |
154.25 |
6.8% |
33.25 |
1.5% |
23% |
False |
False |
7,031 |
| 60 |
2,400.00 |
2,199.25 |
200.75 |
8.8% |
28.50 |
1.2% |
41% |
False |
False |
4,721 |
| 80 |
2,400.00 |
2,092.50 |
307.50 |
13.5% |
22.00 |
1.0% |
61% |
False |
False |
3,541 |
| 100 |
2,400.00 |
2,062.50 |
337.50 |
14.8% |
18.50 |
0.8% |
65% |
False |
False |
2,833 |
| 120 |
2,400.00 |
1,966.75 |
433.25 |
19.0% |
16.00 |
0.7% |
72% |
False |
False |
2,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,483.00 |
|
2.618 |
2,417.75 |
|
1.618 |
2,377.75 |
|
1.000 |
2,353.00 |
|
0.618 |
2,337.75 |
|
HIGH |
2,313.00 |
|
0.618 |
2,297.75 |
|
0.500 |
2,293.00 |
|
0.382 |
2,288.25 |
|
LOW |
2,273.00 |
|
0.618 |
2,248.25 |
|
1.000 |
2,233.00 |
|
1.618 |
2,208.25 |
|
2.618 |
2,168.25 |
|
4.250 |
2,103.00 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,293.00 |
2,309.00 |
| PP |
2,289.00 |
2,299.75 |
| S1 |
2,284.75 |
2,290.25 |
|