| Trading Metrics calculated at close of trading on 04-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,322.00 |
2,371.25 |
49.25 |
2.1% |
2,345.25 |
| High |
2,376.00 |
2,378.75 |
2.75 |
0.1% |
2,378.75 |
| Low |
2,321.25 |
2,344.25 |
23.00 |
1.0% |
2,301.75 |
| Close |
2,371.75 |
2,359.75 |
-12.00 |
-0.5% |
2,359.75 |
| Range |
54.75 |
34.50 |
-20.25 |
-37.0% |
77.00 |
| ATR |
36.00 |
35.89 |
-0.11 |
-0.3% |
0.00 |
| Volume |
288,788 |
297,721 |
8,933 |
3.1% |
1,500,586 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,464.50 |
2,446.50 |
2,378.75 |
|
| R3 |
2,430.00 |
2,412.00 |
2,369.25 |
|
| R2 |
2,395.50 |
2,395.50 |
2,366.00 |
|
| R1 |
2,377.50 |
2,377.50 |
2,363.00 |
2,369.25 |
| PP |
2,361.00 |
2,361.00 |
2,361.00 |
2,356.75 |
| S1 |
2,343.00 |
2,343.00 |
2,356.50 |
2,334.75 |
| S2 |
2,326.50 |
2,326.50 |
2,353.50 |
|
| S3 |
2,292.00 |
2,308.50 |
2,350.25 |
|
| S4 |
2,257.50 |
2,274.00 |
2,340.75 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,577.75 |
2,545.75 |
2,402.00 |
|
| R3 |
2,500.75 |
2,468.75 |
2,381.00 |
|
| R2 |
2,423.75 |
2,423.75 |
2,373.75 |
|
| R1 |
2,391.75 |
2,391.75 |
2,366.75 |
2,407.75 |
| PP |
2,346.75 |
2,346.75 |
2,346.75 |
2,354.75 |
| S1 |
2,314.75 |
2,314.75 |
2,352.75 |
2,330.75 |
| S2 |
2,269.75 |
2,269.75 |
2,345.75 |
|
| S3 |
2,192.75 |
2,237.75 |
2,338.50 |
|
| S4 |
2,115.75 |
2,160.75 |
2,317.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,378.75 |
2,301.75 |
77.00 |
3.3% |
44.25 |
1.9% |
75% |
True |
False |
300,117 |
| 10 |
2,400.50 |
2,280.25 |
120.25 |
5.1% |
45.00 |
1.9% |
66% |
False |
False |
269,952 |
| 20 |
2,403.00 |
2,280.25 |
122.75 |
5.2% |
33.25 |
1.4% |
65% |
False |
False |
241,122 |
| 40 |
2,403.00 |
2,248.50 |
154.50 |
6.5% |
32.00 |
1.4% |
72% |
False |
False |
240,810 |
| 60 |
2,403.00 |
2,178.50 |
224.50 |
9.5% |
28.75 |
1.2% |
81% |
False |
False |
213,519 |
| 80 |
2,403.00 |
2,082.25 |
320.75 |
13.6% |
30.25 |
1.3% |
87% |
False |
False |
160,303 |
| 100 |
2,403.00 |
2,001.75 |
401.25 |
17.0% |
29.75 |
1.3% |
89% |
False |
False |
128,287 |
| 120 |
2,403.00 |
1,908.75 |
494.25 |
20.9% |
29.50 |
1.3% |
91% |
False |
False |
106,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,525.50 |
|
2.618 |
2,469.00 |
|
1.618 |
2,434.50 |
|
1.000 |
2,413.25 |
|
0.618 |
2,400.00 |
|
HIGH |
2,378.75 |
|
0.618 |
2,365.50 |
|
0.500 |
2,361.50 |
|
0.382 |
2,357.50 |
|
LOW |
2,344.25 |
|
0.618 |
2,323.00 |
|
1.000 |
2,309.75 |
|
1.618 |
2,288.50 |
|
2.618 |
2,254.00 |
|
4.250 |
2,197.50 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,361.50 |
2,353.25 |
| PP |
2,361.00 |
2,346.75 |
| S1 |
2,360.25 |
2,340.25 |
|