| 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 |
2,292.25 |
2,249.00 |
-43.25 |
-1.9% |
2,360.25 |
| High |
2,296.50 |
2,264.25 |
-32.25 |
-1.4% |
2,374.25 |
| Low |
2,216.25 |
2,188.50 |
-27.75 |
-1.3% |
2,265.00 |
| Close |
2,247.50 |
2,211.00 |
-36.50 |
-1.6% |
2,305.25 |
| Range |
80.25 |
75.75 |
-4.50 |
-5.6% |
109.25 |
| ATR |
40.71 |
43.21 |
2.50 |
6.1% |
0.00 |
| Volume |
92,079 |
103,730 |
11,651 |
12.7% |
1,627,725 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,448.50 |
2,405.50 |
2,252.75 |
|
| R3 |
2,372.75 |
2,329.75 |
2,231.75 |
|
| R2 |
2,297.00 |
2,297.00 |
2,225.00 |
|
| R1 |
2,254.00 |
2,254.00 |
2,218.00 |
2,237.50 |
| PP |
2,221.25 |
2,221.25 |
2,221.25 |
2,213.00 |
| S1 |
2,178.25 |
2,178.25 |
2,204.00 |
2,162.00 |
| S2 |
2,145.50 |
2,145.50 |
2,197.00 |
|
| S3 |
2,069.75 |
2,102.50 |
2,190.25 |
|
| S4 |
1,994.00 |
2,026.75 |
2,169.25 |
|
|
| 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 |
2,315.50 |
2,188.50 |
127.00 |
5.7% |
53.75 |
2.4% |
18% |
False |
True |
158,267 |
| 10 |
2,378.75 |
2,188.50 |
190.25 |
8.6% |
49.50 |
2.2% |
12% |
False |
True |
251,831 |
| 20 |
2,403.00 |
2,188.50 |
214.50 |
9.7% |
45.00 |
2.0% |
10% |
False |
True |
252,986 |
| 40 |
2,403.00 |
2,188.50 |
214.50 |
9.7% |
37.50 |
1.7% |
10% |
False |
True |
249,562 |
| 60 |
2,403.00 |
2,188.50 |
214.50 |
9.7% |
32.75 |
1.5% |
10% |
False |
True |
219,041 |
| 80 |
2,403.00 |
2,103.00 |
300.00 |
13.6% |
32.00 |
1.4% |
36% |
False |
False |
184,432 |
| 100 |
2,403.00 |
2,075.75 |
327.25 |
14.8% |
31.25 |
1.4% |
41% |
False |
False |
147,592 |
| 120 |
2,403.00 |
1,958.50 |
444.50 |
20.1% |
31.50 |
1.4% |
57% |
False |
False |
123,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,586.25 |
|
2.618 |
2,462.50 |
|
1.618 |
2,386.75 |
|
1.000 |
2,340.00 |
|
0.618 |
2,311.00 |
|
HIGH |
2,264.25 |
|
0.618 |
2,235.25 |
|
0.500 |
2,226.50 |
|
0.382 |
2,217.50 |
|
LOW |
2,188.50 |
|
0.618 |
2,141.75 |
|
1.000 |
2,112.75 |
|
1.618 |
2,066.00 |
|
2.618 |
1,990.25 |
|
4.250 |
1,866.50 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,226.50 |
2,246.50 |
| PP |
2,221.25 |
2,234.75 |
| S1 |
2,216.00 |
2,223.00 |
|