| Trading Metrics calculated at close of trading on 09-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
12,085.87 |
12,211.16 |
125.29 |
1.0% |
12,130.45 |
| High |
12,251.20 |
12,257.82 |
6.62 |
0.1% |
12,283.10 |
| Low |
12,072.21 |
12,156.60 |
84.39 |
0.7% |
12,018.63 |
| Close |
12,214.38 |
12,213.09 |
-1.29 |
0.0% |
12,169.88 |
| Range |
178.99 |
101.22 |
-77.77 |
-43.4% |
264.47 |
| ATR |
130.61 |
128.51 |
-2.10 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,512.83 |
12,464.18 |
12,268.76 |
|
| R3 |
12,411.61 |
12,362.96 |
12,240.93 |
|
| R2 |
12,310.39 |
12,310.39 |
12,231.65 |
|
| R1 |
12,261.74 |
12,261.74 |
12,222.37 |
12,286.07 |
| PP |
12,209.17 |
12,209.17 |
12,209.17 |
12,221.33 |
| S1 |
12,160.52 |
12,160.52 |
12,203.81 |
12,184.85 |
| S2 |
12,107.95 |
12,107.95 |
12,194.53 |
|
| S3 |
12,006.73 |
12,059.30 |
12,185.25 |
|
| S4 |
11,905.51 |
11,958.08 |
12,157.42 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,950.61 |
12,824.72 |
12,315.34 |
|
| R3 |
12,686.14 |
12,560.25 |
12,242.61 |
|
| R2 |
12,421.67 |
12,421.67 |
12,218.37 |
|
| R1 |
12,295.78 |
12,295.78 |
12,194.12 |
12,358.73 |
| PP |
12,157.20 |
12,157.20 |
12,157.20 |
12,188.68 |
| S1 |
12,031.31 |
12,031.31 |
12,145.64 |
12,094.26 |
| S2 |
11,892.73 |
11,892.73 |
12,121.39 |
|
| S3 |
11,628.26 |
11,766.84 |
12,097.15 |
|
| S4 |
11,363.79 |
11,502.37 |
12,024.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,283.10 |
12,041.60 |
241.50 |
2.0% |
177.80 |
1.5% |
71% |
False |
False |
|
| 10 |
12,283.10 |
11,983.17 |
299.93 |
2.5% |
153.33 |
1.3% |
77% |
False |
False |
|
| 20 |
12,391.29 |
11,983.17 |
408.12 |
3.3% |
126.15 |
1.0% |
56% |
False |
False |
|
| 40 |
12,391.29 |
11,635.48 |
755.81 |
6.2% |
107.99 |
0.9% |
76% |
False |
False |
|
| 60 |
12,391.29 |
11,405.33 |
985.96 |
8.1% |
96.23 |
0.8% |
82% |
False |
False |
|
| 80 |
12,391.29 |
10,929.28 |
1,462.01 |
12.0% |
102.91 |
0.8% |
88% |
False |
False |
|
| 100 |
12,391.29 |
10,917.62 |
1,473.67 |
12.1% |
107.00 |
0.9% |
88% |
False |
False |
|
| 120 |
12,391.29 |
10,567.36 |
1,823.93 |
14.9% |
109.16 |
0.9% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,688.01 |
|
2.618 |
12,522.81 |
|
1.618 |
12,421.59 |
|
1.000 |
12,359.04 |
|
0.618 |
12,320.37 |
|
HIGH |
12,257.82 |
|
0.618 |
12,219.15 |
|
0.500 |
12,207.21 |
|
0.382 |
12,195.27 |
|
LOW |
12,156.60 |
|
0.618 |
12,094.05 |
|
1.000 |
12,055.38 |
|
1.618 |
11,992.83 |
|
2.618 |
11,891.61 |
|
4.250 |
11,726.42 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,211.13 |
12,191.96 |
| PP |
12,209.17 |
12,170.84 |
| S1 |
12,207.21 |
12,149.71 |
|