| Trading Metrics calculated at close of trading on 24-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
12,018.40 |
12,087.54 |
69.14 |
0.6% |
12,042.13 |
| High |
12,116.14 |
12,191.18 |
75.04 |
0.6% |
12,042.13 |
| Low |
11,972.61 |
12,087.54 |
114.93 |
1.0% |
11,555.48 |
| Close |
12,086.02 |
12,170.56 |
84.54 |
0.7% |
11,858.52 |
| Range |
143.53 |
103.64 |
-39.89 |
-27.8% |
486.65 |
| ATR |
156.30 |
152.65 |
-3.65 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,460.68 |
12,419.26 |
12,227.56 |
|
| R3 |
12,357.04 |
12,315.62 |
12,199.06 |
|
| R2 |
12,253.40 |
12,253.40 |
12,189.56 |
|
| R1 |
12,211.98 |
12,211.98 |
12,180.06 |
12,232.69 |
| PP |
12,149.76 |
12,149.76 |
12,149.76 |
12,160.12 |
| S1 |
12,108.34 |
12,108.34 |
12,161.06 |
12,129.05 |
| S2 |
12,046.12 |
12,046.12 |
12,151.56 |
|
| S3 |
11,942.48 |
12,004.70 |
12,142.06 |
|
| S4 |
11,838.84 |
11,901.06 |
12,113.56 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,278.66 |
13,055.24 |
12,126.18 |
|
| R3 |
12,792.01 |
12,568.59 |
11,992.35 |
|
| R2 |
12,305.36 |
12,305.36 |
11,947.74 |
|
| R1 |
12,081.94 |
12,081.94 |
11,903.13 |
11,950.33 |
| PP |
11,818.71 |
11,818.71 |
11,818.71 |
11,752.90 |
| S1 |
11,595.29 |
11,595.29 |
11,813.91 |
11,463.68 |
| S2 |
11,332.06 |
11,332.06 |
11,769.30 |
|
| S3 |
10,845.41 |
11,108.64 |
11,724.69 |
|
| S4 |
10,358.76 |
10,621.99 |
11,590.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,191.18 |
11,777.23 |
413.95 |
3.4% |
132.67 |
1.1% |
95% |
True |
False |
|
| 10 |
12,191.18 |
11,555.48 |
635.70 |
5.2% |
173.82 |
1.4% |
97% |
True |
False |
|
| 20 |
12,283.10 |
11,555.48 |
727.62 |
6.0% |
168.11 |
1.4% |
85% |
False |
False |
|
| 40 |
12,391.29 |
11,555.48 |
835.81 |
6.9% |
134.46 |
1.1% |
74% |
False |
False |
|
| 60 |
12,391.29 |
11,530.32 |
860.97 |
7.1% |
117.39 |
1.0% |
74% |
False |
False |
|
| 80 |
12,391.29 |
10,942.98 |
1,448.31 |
11.9% |
108.30 |
0.9% |
85% |
False |
False |
|
| 100 |
12,391.29 |
10,929.28 |
1,462.01 |
12.0% |
112.97 |
0.9% |
85% |
False |
False |
|
| 120 |
12,391.29 |
10,711.12 |
1,680.17 |
13.8% |
114.24 |
0.9% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,631.65 |
|
2.618 |
12,462.51 |
|
1.618 |
12,358.87 |
|
1.000 |
12,294.82 |
|
0.618 |
12,255.23 |
|
HIGH |
12,191.18 |
|
0.618 |
12,151.59 |
|
0.500 |
12,139.36 |
|
0.382 |
12,127.13 |
|
LOW |
12,087.54 |
|
0.618 |
12,023.49 |
|
1.000 |
11,983.90 |
|
1.618 |
11,919.85 |
|
2.618 |
11,816.21 |
|
4.250 |
11,647.07 |
|
|
| Fisher Pivots for day following 24-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,160.16 |
12,141.01 |
| PP |
12,149.76 |
12,111.45 |
| S1 |
12,139.36 |
12,081.90 |
|