| Trading Metrics calculated at close of trading on 14-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,282.50 |
2,296.50 |
14.00 |
0.6% |
2,360.25 |
| High |
2,306.25 |
2,304.75 |
-1.50 |
-0.1% |
2,374.25 |
| Low |
2,265.00 |
2,273.50 |
8.50 |
0.4% |
2,265.00 |
| Close |
2,305.25 |
2,292.00 |
-13.25 |
-0.6% |
2,305.25 |
| Range |
41.25 |
31.25 |
-10.00 |
-24.2% |
109.25 |
| ATR |
38.12 |
37.67 |
-0.46 |
-1.2% |
0.00 |
| Volume |
140,465 |
108,276 |
-32,189 |
-22.9% |
1,627,725 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,383.75 |
2,369.25 |
2,309.25 |
|
| R3 |
2,352.50 |
2,338.00 |
2,300.50 |
|
| R2 |
2,321.25 |
2,321.25 |
2,297.75 |
|
| R1 |
2,306.75 |
2,306.75 |
2,294.75 |
2,298.50 |
| PP |
2,290.00 |
2,290.00 |
2,290.00 |
2,286.00 |
| S1 |
2,275.50 |
2,275.50 |
2,289.25 |
2,267.00 |
| S2 |
2,258.75 |
2,258.75 |
2,286.25 |
|
| S3 |
2,227.50 |
2,244.25 |
2,283.50 |
|
| S4 |
2,196.25 |
2,213.00 |
2,274.75 |
|
|
| 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 |
2,348.00 |
2,265.00 |
83.00 |
3.6% |
36.50 |
1.6% |
33% |
False |
False |
266,732 |
| 10 |
2,378.75 |
2,265.00 |
113.75 |
5.0% |
44.25 |
1.9% |
24% |
False |
False |
300,405 |
| 20 |
2,403.00 |
2,265.00 |
138.00 |
6.0% |
38.50 |
1.7% |
20% |
False |
False |
259,072 |
| 40 |
2,403.00 |
2,248.50 |
154.50 |
6.7% |
35.25 |
1.5% |
28% |
False |
False |
253,565 |
| 60 |
2,403.00 |
2,197.25 |
205.75 |
9.0% |
30.75 |
1.3% |
46% |
False |
False |
222,480 |
| 80 |
2,403.00 |
2,086.75 |
316.25 |
13.8% |
30.75 |
1.3% |
65% |
False |
False |
181,989 |
| 100 |
2,403.00 |
2,061.50 |
341.50 |
14.9% |
30.25 |
1.3% |
67% |
False |
False |
145,641 |
| 120 |
2,403.00 |
1,958.50 |
444.50 |
19.4% |
30.75 |
1.3% |
75% |
False |
False |
121,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,437.50 |
|
2.618 |
2,386.50 |
|
1.618 |
2,355.25 |
|
1.000 |
2,336.00 |
|
0.618 |
2,324.00 |
|
HIGH |
2,304.75 |
|
0.618 |
2,292.75 |
|
0.500 |
2,289.00 |
|
0.382 |
2,285.50 |
|
LOW |
2,273.50 |
|
0.618 |
2,254.25 |
|
1.000 |
2,242.25 |
|
1.618 |
2,223.00 |
|
2.618 |
2,191.75 |
|
4.250 |
2,140.75 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,291.00 |
2,291.50 |
| PP |
2,290.00 |
2,290.75 |
| S1 |
2,289.00 |
2,290.25 |
|