| 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 |
2,289.25 |
2,245.75 |
-43.50 |
-1.9% |
2,354.75 |
| High |
2,293.00 |
2,261.75 |
-31.25 |
-1.4% |
2,371.75 |
| Low |
2,214.00 |
2,186.50 |
-27.50 |
-1.2% |
2,262.75 |
| Close |
2,245.00 |
2,208.50 |
-36.50 |
-1.6% |
2,302.75 |
| Range |
79.00 |
75.25 |
-3.75 |
-4.7% |
109.00 |
| ATR |
39.76 |
42.30 |
2.53 |
6.4% |
0.00 |
| Volume |
430,853 |
628,562 |
197,709 |
45.9% |
591,317 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,444.75 |
2,401.75 |
2,250.00 |
|
| R3 |
2,369.50 |
2,326.50 |
2,229.25 |
|
| R2 |
2,294.25 |
2,294.25 |
2,222.25 |
|
| R1 |
2,251.25 |
2,251.25 |
2,215.50 |
2,235.00 |
| PP |
2,219.00 |
2,219.00 |
2,219.00 |
2,210.75 |
| S1 |
2,176.00 |
2,176.00 |
2,201.50 |
2,160.00 |
| S2 |
2,143.75 |
2,143.75 |
2,194.75 |
|
| S3 |
2,068.50 |
2,100.75 |
2,187.75 |
|
| S4 |
1,993.25 |
2,025.50 |
2,167.00 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,639.50 |
2,580.00 |
2,362.75 |
|
| R3 |
2,530.50 |
2,471.00 |
2,332.75 |
|
| R2 |
2,421.50 |
2,421.50 |
2,322.75 |
|
| R1 |
2,362.00 |
2,362.00 |
2,312.75 |
2,337.25 |
| PP |
2,312.50 |
2,312.50 |
2,312.50 |
2,300.00 |
| S1 |
2,253.00 |
2,253.00 |
2,292.75 |
2,228.25 |
| S2 |
2,203.50 |
2,203.50 |
2,282.75 |
|
| S3 |
2,094.50 |
2,144.00 |
2,272.75 |
|
| S4 |
1,985.50 |
2,035.00 |
2,242.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,313.00 |
2,186.50 |
126.50 |
5.7% |
53.00 |
2.4% |
17% |
False |
True |
404,018 |
| 10 |
2,376.50 |
2,186.50 |
190.00 |
8.6% |
48.75 |
2.2% |
12% |
False |
True |
207,341 |
| 20 |
2,400.00 |
2,186.50 |
213.50 |
9.7% |
44.00 |
2.0% |
10% |
False |
True |
103,877 |
| 40 |
2,400.00 |
2,186.50 |
213.50 |
9.7% |
36.25 |
1.6% |
10% |
False |
True |
52,026 |
| 60 |
2,400.00 |
2,186.50 |
213.50 |
9.7% |
31.50 |
1.4% |
10% |
False |
True |
34,727 |
| 80 |
2,400.00 |
2,114.00 |
286.00 |
12.9% |
24.75 |
1.1% |
33% |
False |
False |
26,046 |
| 100 |
2,400.00 |
2,092.50 |
307.50 |
13.9% |
20.50 |
0.9% |
38% |
False |
False |
20,837 |
| 120 |
2,400.00 |
1,966.75 |
433.25 |
19.6% |
17.75 |
0.8% |
56% |
False |
False |
17,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,581.50 |
|
2.618 |
2,458.75 |
|
1.618 |
2,383.50 |
|
1.000 |
2,337.00 |
|
0.618 |
2,308.25 |
|
HIGH |
2,261.75 |
|
0.618 |
2,233.00 |
|
0.500 |
2,224.00 |
|
0.382 |
2,215.25 |
|
LOW |
2,186.50 |
|
0.618 |
2,140.00 |
|
1.000 |
2,111.25 |
|
1.618 |
2,064.75 |
|
2.618 |
1,989.50 |
|
4.250 |
1,866.75 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,224.00 |
2,243.50 |
| PP |
2,219.00 |
2,232.00 |
| S1 |
2,213.75 |
2,220.25 |
|