| 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 |
2,791.0 |
2,773.0 |
-18.0 |
-0.6% |
2,930.0 |
| High |
2,808.0 |
2,811.0 |
3.0 |
0.1% |
2,977.0 |
| Low |
2,726.0 |
2,669.0 |
-57.0 |
-2.1% |
2,872.0 |
| Close |
2,793.0 |
2,729.0 |
-64.0 |
-2.3% |
2,885.0 |
| Range |
82.0 |
142.0 |
60.0 |
73.2% |
105.0 |
| ATR |
56.3 |
62.4 |
6.1 |
10.9% |
0.0 |
| Volume |
4,198,078 |
4,215,075 |
16,997 |
0.4% |
7,802,775 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,162.3 |
3,087.7 |
2,807.1 |
|
| R3 |
3,020.3 |
2,945.7 |
2,768.1 |
|
| R2 |
2,878.3 |
2,878.3 |
2,755.0 |
|
| R1 |
2,803.7 |
2,803.7 |
2,742.0 |
2,770.0 |
| PP |
2,736.3 |
2,736.3 |
2,736.3 |
2,719.5 |
| S1 |
2,661.7 |
2,661.7 |
2,716.0 |
2,628.0 |
| S2 |
2,594.3 |
2,594.3 |
2,703.0 |
|
| S3 |
2,452.3 |
2,519.7 |
2,690.0 |
|
| S4 |
2,310.3 |
2,377.7 |
2,650.9 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,226.3 |
3,160.7 |
2,942.8 |
|
| R3 |
3,121.3 |
3,055.7 |
2,913.9 |
|
| R2 |
3,016.3 |
3,016.3 |
2,904.3 |
|
| R1 |
2,950.7 |
2,950.7 |
2,894.6 |
2,931.0 |
| PP |
2,911.3 |
2,911.3 |
2,911.3 |
2,901.5 |
| S1 |
2,845.7 |
2,845.7 |
2,875.4 |
2,826.0 |
| S2 |
2,806.3 |
2,806.3 |
2,865.8 |
|
| S3 |
2,701.3 |
2,740.7 |
2,856.1 |
|
| S4 |
2,596.3 |
2,635.7 |
2,827.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,924.0 |
2,669.0 |
255.0 |
9.3% |
68.8 |
2.5% |
24% |
False |
True |
2,830,096 |
| 10 |
3,008.0 |
2,669.0 |
339.0 |
12.4% |
62.4 |
2.3% |
18% |
False |
True |
2,016,615 |
| 20 |
3,080.0 |
2,669.0 |
411.0 |
15.1% |
55.3 |
2.0% |
15% |
False |
True |
1,649,658 |
| 40 |
3,080.0 |
2,669.0 |
411.0 |
15.1% |
49.7 |
1.8% |
15% |
False |
True |
1,333,107 |
| 60 |
3,080.0 |
2,669.0 |
411.0 |
15.1% |
47.9 |
1.8% |
15% |
False |
True |
1,171,861 |
| 80 |
3,080.0 |
2,631.0 |
449.0 |
16.5% |
48.5 |
1.8% |
22% |
False |
False |
942,097 |
| 100 |
3,080.0 |
2,631.0 |
449.0 |
16.5% |
47.7 |
1.7% |
22% |
False |
False |
758,830 |
| 120 |
3,080.0 |
2,631.0 |
449.0 |
16.5% |
47.6 |
1.7% |
22% |
False |
False |
633,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,414.5 |
|
2.618 |
3,182.8 |
|
1.618 |
3,040.8 |
|
1.000 |
2,953.0 |
|
0.618 |
2,898.8 |
|
HIGH |
2,811.0 |
|
0.618 |
2,756.8 |
|
0.500 |
2,740.0 |
|
0.382 |
2,723.2 |
|
LOW |
2,669.0 |
|
0.618 |
2,581.2 |
|
1.000 |
2,527.0 |
|
1.618 |
2,439.2 |
|
2.618 |
2,297.2 |
|
4.250 |
2,065.5 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,740.0 |
2,783.0 |
| PP |
2,736.3 |
2,765.0 |
| S1 |
2,732.7 |
2,747.0 |
|