| Trading Metrics calculated at close of trading on 17-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,245.75 |
2,209.00 |
-36.75 |
-1.6% |
2,354.75 |
| High |
2,261.75 |
2,245.75 |
-16.00 |
-0.7% |
2,371.75 |
| Low |
2,186.50 |
2,185.75 |
-0.75 |
0.0% |
2,262.75 |
| Close |
2,208.50 |
2,226.00 |
17.50 |
0.8% |
2,302.75 |
| Range |
75.25 |
60.00 |
-15.25 |
-20.3% |
109.00 |
| ATR |
42.30 |
43.56 |
1.26 |
3.0% |
0.00 |
| Volume |
628,562 |
369,417 |
-259,145 |
-41.2% |
591,317 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,399.25 |
2,372.50 |
2,259.00 |
|
| R3 |
2,339.25 |
2,312.50 |
2,242.50 |
|
| R2 |
2,279.25 |
2,279.25 |
2,237.00 |
|
| R1 |
2,252.50 |
2,252.50 |
2,231.50 |
2,266.00 |
| PP |
2,219.25 |
2,219.25 |
2,219.25 |
2,225.75 |
| S1 |
2,192.50 |
2,192.50 |
2,220.50 |
2,206.00 |
| S2 |
2,159.25 |
2,159.25 |
2,215.00 |
|
| S3 |
2,099.25 |
2,132.50 |
2,209.50 |
|
| S4 |
2,039.25 |
2,072.50 |
2,193.00 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,639.50 |
2,580.00 |
2,362.75 |
|
| R3 |
2,530.50 |
2,471.00 |
2,332.75 |
|
| R2 |
2,421.50 |
2,421.50 |
2,322.75 |
|
| R1 |
2,362.00 |
2,362.00 |
2,312.75 |
2,337.25 |
| PP |
2,312.50 |
2,312.50 |
2,312.50 |
2,300.00 |
| S1 |
2,253.00 |
2,253.00 |
2,292.75 |
2,228.25 |
| S2 |
2,203.50 |
2,203.50 |
2,282.75 |
|
| S3 |
2,094.50 |
2,144.00 |
2,272.75 |
|
| S4 |
1,985.50 |
2,035.00 |
2,242.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,304.00 |
2,185.75 |
118.25 |
5.3% |
57.00 |
2.6% |
34% |
False |
True |
433,954 |
| 10 |
2,376.50 |
2,185.75 |
190.75 |
8.6% |
49.25 |
2.2% |
21% |
False |
True |
244,177 |
| 20 |
2,397.75 |
2,185.75 |
212.00 |
9.5% |
45.75 |
2.1% |
19% |
False |
True |
122,340 |
| 40 |
2,400.00 |
2,185.75 |
214.25 |
9.6% |
36.50 |
1.6% |
19% |
False |
True |
61,257 |
| 60 |
2,400.00 |
2,185.75 |
214.25 |
9.6% |
32.25 |
1.4% |
19% |
False |
True |
40,883 |
| 80 |
2,400.00 |
2,114.00 |
286.00 |
12.8% |
25.50 |
1.1% |
39% |
False |
False |
30,663 |
| 100 |
2,400.00 |
2,092.50 |
307.50 |
13.8% |
21.00 |
0.9% |
43% |
False |
False |
24,531 |
| 120 |
2,400.00 |
1,966.75 |
433.25 |
19.5% |
18.25 |
0.8% |
60% |
False |
False |
20,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,500.75 |
|
2.618 |
2,402.75 |
|
1.618 |
2,342.75 |
|
1.000 |
2,305.75 |
|
0.618 |
2,282.75 |
|
HIGH |
2,245.75 |
|
0.618 |
2,222.75 |
|
0.500 |
2,215.75 |
|
0.382 |
2,208.75 |
|
LOW |
2,185.75 |
|
0.618 |
2,148.75 |
|
1.000 |
2,125.75 |
|
1.618 |
2,088.75 |
|
2.618 |
2,028.75 |
|
4.250 |
1,930.75 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,222.50 |
2,239.50 |
| PP |
2,219.25 |
2,235.00 |
| S1 |
2,215.75 |
2,230.50 |
|