| Trading Metrics calculated at close of trading on 11-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,312.25 |
2,282.50 |
-29.75 |
-1.3% |
2,360.25 |
| High |
2,315.50 |
2,306.25 |
-9.25 |
-0.4% |
2,374.25 |
| Low |
2,275.50 |
2,265.00 |
-10.50 |
-0.5% |
2,265.00 |
| Close |
2,283.00 |
2,305.25 |
22.25 |
1.0% |
2,305.25 |
| Range |
40.00 |
41.25 |
1.25 |
3.1% |
109.25 |
| ATR |
37.88 |
38.12 |
0.24 |
0.6% |
0.00 |
| Volume |
346,788 |
140,465 |
-206,323 |
-59.5% |
1,627,725 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,416.00 |
2,401.75 |
2,328.00 |
|
| R3 |
2,374.75 |
2,360.50 |
2,316.50 |
|
| R2 |
2,333.50 |
2,333.50 |
2,312.75 |
|
| R1 |
2,319.25 |
2,319.25 |
2,309.00 |
2,326.50 |
| PP |
2,292.25 |
2,292.25 |
2,292.25 |
2,295.75 |
| S1 |
2,278.00 |
2,278.00 |
2,301.50 |
2,285.00 |
| S2 |
2,251.00 |
2,251.00 |
2,297.75 |
|
| S3 |
2,209.75 |
2,236.75 |
2,294.00 |
|
| S4 |
2,168.50 |
2,195.50 |
2,282.50 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,642.50 |
2,583.25 |
2,365.25 |
|
| R3 |
2,533.25 |
2,474.00 |
2,335.25 |
|
| R2 |
2,424.00 |
2,424.00 |
2,325.25 |
|
| R1 |
2,364.75 |
2,364.75 |
2,315.25 |
2,339.75 |
| PP |
2,314.75 |
2,314.75 |
2,314.75 |
2,302.50 |
| S1 |
2,255.50 |
2,255.50 |
2,295.25 |
2,230.50 |
| S2 |
2,205.50 |
2,205.50 |
2,285.25 |
|
| S3 |
2,096.25 |
2,146.25 |
2,275.25 |
|
| S4 |
1,987.00 |
2,037.00 |
2,245.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,374.25 |
2,265.00 |
109.25 |
4.7% |
43.75 |
1.9% |
37% |
False |
True |
325,545 |
| 10 |
2,378.75 |
2,265.00 |
113.75 |
4.9% |
44.00 |
1.9% |
35% |
False |
True |
312,831 |
| 20 |
2,403.00 |
2,265.00 |
138.00 |
6.0% |
38.50 |
1.7% |
29% |
False |
True |
263,252 |
| 40 |
2,403.00 |
2,248.50 |
154.50 |
6.7% |
34.75 |
1.5% |
37% |
False |
False |
255,507 |
| 60 |
2,403.00 |
2,196.00 |
207.00 |
9.0% |
30.75 |
1.3% |
53% |
False |
False |
226,019 |
| 80 |
2,403.00 |
2,082.25 |
320.75 |
13.9% |
30.75 |
1.3% |
70% |
False |
False |
180,636 |
| 100 |
2,403.00 |
2,049.75 |
353.25 |
15.3% |
30.50 |
1.3% |
72% |
False |
False |
144,559 |
| 120 |
2,403.00 |
1,958.50 |
444.50 |
19.3% |
30.50 |
1.3% |
78% |
False |
False |
120,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,481.50 |
|
2.618 |
2,414.25 |
|
1.618 |
2,373.00 |
|
1.000 |
2,347.50 |
|
0.618 |
2,331.75 |
|
HIGH |
2,306.25 |
|
0.618 |
2,290.50 |
|
0.500 |
2,285.50 |
|
0.382 |
2,280.75 |
|
LOW |
2,265.00 |
|
0.618 |
2,239.50 |
|
1.000 |
2,223.75 |
|
1.618 |
2,198.25 |
|
2.618 |
2,157.00 |
|
4.250 |
2,089.75 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,298.75 |
2,304.50 |
| PP |
2,292.25 |
2,303.50 |
| S1 |
2,285.50 |
2,302.75 |
|