| Trading Metrics calculated at close of trading on 25-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,265.00 |
2,305.50 |
40.50 |
1.8% |
2,223.00 |
| High |
2,313.50 |
2,335.00 |
21.50 |
0.9% |
2,335.00 |
| Low |
2,262.25 |
2,304.00 |
41.75 |
1.8% |
2,219.00 |
| Close |
2,308.50 |
2,317.00 |
8.50 |
0.4% |
2,317.00 |
| Range |
51.25 |
31.00 |
-20.25 |
-39.5% |
116.00 |
| ATR |
42.55 |
41.73 |
-0.83 |
-1.9% |
0.00 |
| Volume |
289,374 |
256,984 |
-32,390 |
-11.2% |
1,288,302 |
|
| Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,411.75 |
2,395.25 |
2,334.00 |
|
| R3 |
2,380.75 |
2,364.25 |
2,325.50 |
|
| R2 |
2,349.75 |
2,349.75 |
2,322.75 |
|
| R1 |
2,333.25 |
2,333.25 |
2,319.75 |
2,341.50 |
| PP |
2,318.75 |
2,318.75 |
2,318.75 |
2,322.75 |
| S1 |
2,302.25 |
2,302.25 |
2,314.25 |
2,310.50 |
| S2 |
2,287.75 |
2,287.75 |
2,311.25 |
|
| S3 |
2,256.75 |
2,271.25 |
2,308.50 |
|
| S4 |
2,225.75 |
2,240.25 |
2,300.00 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,638.25 |
2,593.75 |
2,380.75 |
|
| R3 |
2,522.25 |
2,477.75 |
2,349.00 |
|
| R2 |
2,406.25 |
2,406.25 |
2,338.25 |
|
| R1 |
2,361.75 |
2,361.75 |
2,327.75 |
2,384.00 |
| PP |
2,290.25 |
2,290.25 |
2,290.25 |
2,301.50 |
| S1 |
2,245.75 |
2,245.75 |
2,306.25 |
2,268.00 |
| S2 |
2,174.25 |
2,174.25 |
2,295.75 |
|
| S3 |
2,058.25 |
2,129.75 |
2,285.00 |
|
| S4 |
1,942.25 |
2,013.75 |
2,253.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,335.00 |
2,219.00 |
116.00 |
5.0% |
38.50 |
1.7% |
84% |
True |
False |
257,660 |
| 10 |
2,335.00 |
2,185.75 |
149.25 |
6.4% |
47.50 |
2.1% |
88% |
True |
False |
349,432 |
| 20 |
2,376.50 |
2,185.75 |
190.75 |
8.2% |
45.25 |
2.0% |
69% |
False |
False |
204,464 |
| 40 |
2,400.00 |
2,185.75 |
214.25 |
9.2% |
38.25 |
1.7% |
61% |
False |
False |
102,363 |
| 60 |
2,400.00 |
2,185.75 |
214.25 |
9.2% |
34.50 |
1.5% |
61% |
False |
False |
68,289 |
| 80 |
2,400.00 |
2,154.00 |
246.00 |
10.6% |
28.25 |
1.2% |
66% |
False |
False |
51,224 |
| 100 |
2,400.00 |
2,092.50 |
307.50 |
13.3% |
23.25 |
1.0% |
73% |
False |
False |
40,979 |
| 120 |
2,400.00 |
1,998.50 |
401.50 |
17.3% |
20.00 |
0.9% |
79% |
False |
False |
34,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,466.75 |
|
2.618 |
2,416.25 |
|
1.618 |
2,385.25 |
|
1.000 |
2,366.00 |
|
0.618 |
2,354.25 |
|
HIGH |
2,335.00 |
|
0.618 |
2,323.25 |
|
0.500 |
2,319.50 |
|
0.382 |
2,315.75 |
|
LOW |
2,304.00 |
|
0.618 |
2,284.75 |
|
1.000 |
2,273.00 |
|
1.618 |
2,253.75 |
|
2.618 |
2,222.75 |
|
4.250 |
2,172.25 |
|
|
| Fisher Pivots for day following 25-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,319.50 |
2,305.75 |
| PP |
2,318.75 |
2,294.75 |
| S1 |
2,317.75 |
2,283.50 |
|