| Trading Metrics calculated at close of trading on 23-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,256.25 |
2,256.00 |
-0.25 |
0.0% |
2,298.00 |
| High |
2,264.25 |
2,274.75 |
10.50 |
0.5% |
2,300.75 |
| Low |
2,249.25 |
2,232.00 |
-17.25 |
-0.8% |
2,185.75 |
| Close |
2,257.25 |
2,265.00 |
7.75 |
0.3% |
2,221.50 |
| Range |
15.00 |
42.75 |
27.75 |
185.0% |
115.00 |
| ATR |
41.82 |
41.88 |
0.07 |
0.2% |
0.00 |
| Volume |
214,276 |
277,187 |
62,911 |
29.4% |
2,206,020 |
|
| Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,385.50 |
2,368.00 |
2,288.50 |
|
| R3 |
2,342.75 |
2,325.25 |
2,276.75 |
|
| R2 |
2,300.00 |
2,300.00 |
2,272.75 |
|
| R1 |
2,282.50 |
2,282.50 |
2,269.00 |
2,291.25 |
| PP |
2,257.25 |
2,257.25 |
2,257.25 |
2,261.50 |
| S1 |
2,239.75 |
2,239.75 |
2,261.00 |
2,248.50 |
| S2 |
2,214.50 |
2,214.50 |
2,257.25 |
|
| S3 |
2,171.75 |
2,197.00 |
2,253.25 |
|
| S4 |
2,129.00 |
2,154.25 |
2,241.50 |
|
|
| 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 |
2,274.75 |
2,185.75 |
89.00 |
3.9% |
41.75 |
1.8% |
89% |
True |
False |
293,583 |
| 10 |
2,313.00 |
2,185.75 |
127.25 |
5.6% |
47.50 |
2.1% |
62% |
False |
False |
348,800 |
| 20 |
2,376.50 |
2,185.75 |
190.75 |
8.4% |
45.25 |
2.0% |
42% |
False |
False |
177,204 |
| 40 |
2,400.00 |
2,185.75 |
214.25 |
9.5% |
37.25 |
1.6% |
37% |
False |
False |
88,711 |
| 60 |
2,400.00 |
2,185.75 |
214.25 |
9.5% |
33.50 |
1.5% |
37% |
False |
False |
59,183 |
| 80 |
2,400.00 |
2,118.75 |
281.25 |
12.4% |
27.25 |
1.2% |
52% |
False |
False |
44,395 |
| 100 |
2,400.00 |
2,092.50 |
307.50 |
13.6% |
22.50 |
1.0% |
56% |
False |
False |
35,516 |
| 120 |
2,400.00 |
1,966.75 |
433.25 |
19.1% |
19.50 |
0.9% |
69% |
False |
False |
29,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,456.50 |
|
2.618 |
2,386.75 |
|
1.618 |
2,344.00 |
|
1.000 |
2,317.50 |
|
0.618 |
2,301.25 |
|
HIGH |
2,274.75 |
|
0.618 |
2,258.50 |
|
0.500 |
2,253.50 |
|
0.382 |
2,248.25 |
|
LOW |
2,232.00 |
|
0.618 |
2,205.50 |
|
1.000 |
2,189.25 |
|
1.618 |
2,162.75 |
|
2.618 |
2,120.00 |
|
4.250 |
2,050.25 |
|
|
| Fisher Pivots for day following 23-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,261.00 |
2,259.00 |
| PP |
2,257.25 |
2,253.00 |
| S1 |
2,253.50 |
2,247.00 |
|