| Trading Metrics calculated at close of trading on 15-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,296.50 |
2,292.25 |
-4.25 |
-0.2% |
2,360.25 |
| High |
2,304.75 |
2,296.50 |
-8.25 |
-0.4% |
2,374.25 |
| Low |
2,273.50 |
2,216.25 |
-57.25 |
-2.5% |
2,265.00 |
| Close |
2,292.00 |
2,247.50 |
-44.50 |
-1.9% |
2,305.25 |
| Range |
31.25 |
80.25 |
49.00 |
156.8% |
109.25 |
| ATR |
37.67 |
40.71 |
3.04 |
8.1% |
0.00 |
| Volume |
108,276 |
92,079 |
-16,197 |
-15.0% |
1,627,725 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,494.25 |
2,451.00 |
2,291.75 |
|
| R3 |
2,414.00 |
2,370.75 |
2,269.50 |
|
| R2 |
2,333.75 |
2,333.75 |
2,262.25 |
|
| R1 |
2,290.50 |
2,290.50 |
2,254.75 |
2,272.00 |
| PP |
2,253.50 |
2,253.50 |
2,253.50 |
2,244.00 |
| S1 |
2,210.25 |
2,210.25 |
2,240.25 |
2,191.75 |
| S2 |
2,173.25 |
2,173.25 |
2,232.75 |
|
| S3 |
2,093.00 |
2,130.00 |
2,225.50 |
|
| S4 |
2,012.75 |
2,049.75 |
2,203.25 |
|
|
| 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 |
2,340.50 |
2,216.25 |
124.25 |
5.5% |
45.00 |
2.0% |
25% |
False |
True |
212,391 |
| 10 |
2,378.75 |
2,216.25 |
162.50 |
7.2% |
46.00 |
2.0% |
19% |
False |
True |
275,011 |
| 20 |
2,403.00 |
2,216.25 |
186.75 |
8.3% |
41.75 |
1.9% |
17% |
False |
True |
256,012 |
| 40 |
2,403.00 |
2,216.25 |
186.75 |
8.3% |
36.75 |
1.6% |
17% |
False |
True |
251,418 |
| 60 |
2,403.00 |
2,205.50 |
197.50 |
8.8% |
31.50 |
1.4% |
21% |
False |
False |
219,952 |
| 80 |
2,403.00 |
2,099.00 |
304.00 |
13.5% |
31.50 |
1.4% |
49% |
False |
False |
183,137 |
| 100 |
2,403.00 |
2,064.75 |
338.25 |
15.1% |
30.75 |
1.4% |
54% |
False |
False |
146,559 |
| 120 |
2,403.00 |
1,958.50 |
444.50 |
19.8% |
31.25 |
1.4% |
65% |
False |
False |
122,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,637.50 |
|
2.618 |
2,506.50 |
|
1.618 |
2,426.25 |
|
1.000 |
2,376.75 |
|
0.618 |
2,346.00 |
|
HIGH |
2,296.50 |
|
0.618 |
2,265.75 |
|
0.500 |
2,256.50 |
|
0.382 |
2,247.00 |
|
LOW |
2,216.25 |
|
0.618 |
2,166.75 |
|
1.000 |
2,136.00 |
|
1.618 |
2,086.50 |
|
2.618 |
2,006.25 |
|
4.250 |
1,875.25 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,256.50 |
2,261.25 |
| PP |
2,253.50 |
2,256.75 |
| S1 |
2,250.50 |
2,252.00 |
|