| Trading Metrics calculated at close of trading on 22-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,223.00 |
2,256.25 |
33.25 |
1.5% |
2,298.00 |
| High |
2,271.50 |
2,264.25 |
-7.25 |
-0.3% |
2,300.75 |
| Low |
2,219.00 |
2,249.25 |
30.25 |
1.4% |
2,185.75 |
| Close |
2,254.50 |
2,257.25 |
2.75 |
0.1% |
2,221.50 |
| Range |
52.50 |
15.00 |
-37.50 |
-71.4% |
115.00 |
| ATR |
43.88 |
41.82 |
-2.06 |
-4.7% |
0.00 |
| Volume |
250,481 |
214,276 |
-36,205 |
-14.5% |
2,206,020 |
|
| Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,302.00 |
2,294.50 |
2,265.50 |
|
| R3 |
2,287.00 |
2,279.50 |
2,261.50 |
|
| R2 |
2,272.00 |
2,272.00 |
2,260.00 |
|
| R1 |
2,264.50 |
2,264.50 |
2,258.50 |
2,268.25 |
| PP |
2,257.00 |
2,257.00 |
2,257.00 |
2,258.75 |
| S1 |
2,249.50 |
2,249.50 |
2,256.00 |
2,253.25 |
| S2 |
2,242.00 |
2,242.00 |
2,254.50 |
|
| S3 |
2,227.00 |
2,234.50 |
2,253.00 |
|
| S4 |
2,212.00 |
2,219.50 |
2,249.00 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,581.00 |
2,516.25 |
2,284.75 |
|
| R3 |
2,466.00 |
2,401.25 |
2,253.00 |
|
| R2 |
2,351.00 |
2,351.00 |
2,242.50 |
|
| R1 |
2,286.25 |
2,286.25 |
2,232.00 |
2,261.00 |
| PP |
2,236.00 |
2,236.00 |
2,236.00 |
2,223.50 |
| S1 |
2,171.25 |
2,171.25 |
2,211.00 |
2,146.00 |
| S2 |
2,121.00 |
2,121.00 |
2,200.50 |
|
| S3 |
2,006.00 |
2,056.25 |
2,190.00 |
|
| S4 |
1,891.00 |
1,941.25 |
2,158.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,271.50 |
2,185.75 |
85.75 |
3.8% |
48.25 |
2.1% |
83% |
False |
False |
363,858 |
| 10 |
2,337.00 |
2,185.75 |
151.25 |
6.7% |
46.25 |
2.0% |
47% |
False |
False |
325,227 |
| 20 |
2,376.50 |
2,185.75 |
190.75 |
8.5% |
45.75 |
2.0% |
37% |
False |
False |
163,383 |
| 40 |
2,400.00 |
2,185.75 |
214.25 |
9.5% |
36.75 |
1.6% |
33% |
False |
False |
81,783 |
| 60 |
2,400.00 |
2,185.75 |
214.25 |
9.5% |
33.25 |
1.5% |
33% |
False |
False |
54,565 |
| 80 |
2,400.00 |
2,118.75 |
281.25 |
12.5% |
26.75 |
1.2% |
49% |
False |
False |
40,930 |
| 100 |
2,400.00 |
2,092.50 |
307.50 |
13.6% |
22.00 |
1.0% |
54% |
False |
False |
32,744 |
| 120 |
2,400.00 |
1,966.75 |
433.25 |
19.2% |
19.25 |
0.9% |
67% |
False |
False |
27,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,328.00 |
|
2.618 |
2,303.50 |
|
1.618 |
2,288.50 |
|
1.000 |
2,279.25 |
|
0.618 |
2,273.50 |
|
HIGH |
2,264.25 |
|
0.618 |
2,258.50 |
|
0.500 |
2,256.75 |
|
0.382 |
2,255.00 |
|
LOW |
2,249.25 |
|
0.618 |
2,240.00 |
|
1.000 |
2,234.25 |
|
1.618 |
2,225.00 |
|
2.618 |
2,210.00 |
|
4.250 |
2,185.50 |
|
|
| Fisher Pivots for day following 22-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,257.00 |
2,252.50 |
| PP |
2,257.00 |
2,248.00 |
| S1 |
2,256.75 |
2,243.25 |
|