| Trading Metrics calculated at close of trading on 16-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
11,988.69 |
11,854.20 |
-134.49 |
-1.1% |
12,171.09 |
| High |
11,988.69 |
11,856.70 |
-131.99 |
-1.1% |
12,257.82 |
| Low |
11,696.25 |
11,555.48 |
-140.77 |
-1.2% |
11,936.32 |
| Close |
11,855.42 |
11,613.30 |
-242.12 |
-2.0% |
12,044.40 |
| Range |
292.44 |
301.22 |
8.78 |
3.0% |
321.50 |
| ATR |
149.44 |
160.28 |
10.84 |
7.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,578.82 |
12,397.28 |
11,778.97 |
|
| R3 |
12,277.60 |
12,096.06 |
11,696.14 |
|
| R2 |
11,976.38 |
11,976.38 |
11,668.52 |
|
| R1 |
11,794.84 |
11,794.84 |
11,640.91 |
11,735.00 |
| PP |
11,675.16 |
11,675.16 |
11,675.16 |
11,645.24 |
| S1 |
11,493.62 |
11,493.62 |
11,585.69 |
11,433.78 |
| S2 |
11,373.94 |
11,373.94 |
11,558.08 |
|
| S3 |
11,072.72 |
11,192.40 |
11,530.46 |
|
| S4 |
10,771.50 |
10,891.18 |
11,447.63 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,044.01 |
12,865.71 |
12,221.23 |
|
| R3 |
12,722.51 |
12,544.21 |
12,132.81 |
|
| R2 |
12,401.01 |
12,401.01 |
12,103.34 |
|
| R1 |
12,222.71 |
12,222.71 |
12,073.87 |
12,151.11 |
| PP |
12,079.51 |
12,079.51 |
12,079.51 |
12,043.72 |
| S1 |
11,901.21 |
11,901.21 |
12,014.93 |
11,829.61 |
| S2 |
11,758.01 |
11,758.01 |
11,985.46 |
|
| S3 |
11,436.51 |
11,579.71 |
11,955.99 |
|
| S4 |
11,115.01 |
11,258.21 |
11,867.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,211.43 |
11,555.48 |
655.95 |
5.6% |
225.24 |
1.9% |
9% |
False |
True |
|
| 10 |
12,283.10 |
11,555.48 |
727.62 |
6.3% |
201.52 |
1.7% |
8% |
False |
True |
|
| 20 |
12,391.29 |
11,555.48 |
835.81 |
7.2% |
164.01 |
1.4% |
7% |
False |
True |
|
| 40 |
12,391.29 |
11,555.48 |
835.81 |
7.2% |
125.90 |
1.1% |
7% |
False |
True |
|
| 60 |
12,391.29 |
11,442.68 |
948.61 |
8.2% |
108.69 |
0.9% |
18% |
False |
False |
|
| 80 |
12,391.29 |
10,929.28 |
1,462.01 |
12.6% |
108.38 |
0.9% |
47% |
False |
False |
|
| 100 |
12,391.29 |
10,929.28 |
1,462.01 |
12.6% |
110.40 |
1.0% |
47% |
False |
False |
|
| 120 |
12,391.29 |
10,664.31 |
1,726.98 |
14.9% |
113.69 |
1.0% |
55% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,136.89 |
|
2.618 |
12,645.29 |
|
1.618 |
12,344.07 |
|
1.000 |
12,157.92 |
|
0.618 |
12,042.85 |
|
HIGH |
11,856.70 |
|
0.618 |
11,741.63 |
|
0.500 |
11,706.09 |
|
0.382 |
11,670.55 |
|
LOW |
11,555.48 |
|
0.618 |
11,369.33 |
|
1.000 |
11,254.26 |
|
1.618 |
11,068.11 |
|
2.618 |
10,766.89 |
|
4.250 |
10,275.30 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,706.09 |
11,798.81 |
| PP |
11,675.16 |
11,736.97 |
| S1 |
11,644.23 |
11,675.14 |
|