| Trading Metrics calculated at close of trading on 17-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,249.00 |
2,210.50 |
-38.50 |
-1.7% |
2,360.25 |
| High |
2,264.25 |
2,248.00 |
-16.25 |
-0.7% |
2,374.25 |
| Low |
2,188.50 |
2,188.25 |
-0.25 |
0.0% |
2,265.00 |
| Close |
2,211.00 |
2,228.50 |
17.50 |
0.8% |
2,305.25 |
| Range |
75.75 |
59.75 |
-16.00 |
-21.1% |
109.25 |
| ATR |
43.21 |
44.39 |
1.18 |
2.7% |
0.00 |
| Volume |
103,730 |
47,083 |
-56,647 |
-54.6% |
1,627,725 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,400.75 |
2,374.50 |
2,261.25 |
|
| R3 |
2,341.00 |
2,314.75 |
2,245.00 |
|
| R2 |
2,281.25 |
2,281.25 |
2,239.50 |
|
| R1 |
2,255.00 |
2,255.00 |
2,234.00 |
2,268.00 |
| PP |
2,221.50 |
2,221.50 |
2,221.50 |
2,228.25 |
| S1 |
2,195.25 |
2,195.25 |
2,223.00 |
2,208.50 |
| S2 |
2,161.75 |
2,161.75 |
2,217.50 |
|
| S3 |
2,102.00 |
2,135.50 |
2,212.00 |
|
| S4 |
2,042.25 |
2,075.75 |
2,195.75 |
|
|
| 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 |
2,306.25 |
2,188.25 |
118.00 |
5.3% |
57.75 |
2.6% |
34% |
False |
True |
98,326 |
| 10 |
2,378.75 |
2,188.25 |
190.50 |
8.5% |
50.00 |
2.2% |
21% |
False |
True |
227,661 |
| 20 |
2,400.75 |
2,188.25 |
212.50 |
9.5% |
46.75 |
2.1% |
19% |
False |
True |
243,807 |
| 40 |
2,403.00 |
2,188.25 |
214.75 |
9.6% |
37.50 |
1.7% |
19% |
False |
True |
243,406 |
| 60 |
2,403.00 |
2,188.25 |
214.75 |
9.6% |
33.25 |
1.5% |
19% |
False |
True |
216,953 |
| 80 |
2,403.00 |
2,103.00 |
300.00 |
13.5% |
32.50 |
1.5% |
42% |
False |
False |
185,018 |
| 100 |
2,403.00 |
2,082.25 |
320.75 |
14.4% |
31.50 |
1.4% |
46% |
False |
False |
148,062 |
| 120 |
2,403.00 |
1,958.50 |
444.50 |
19.9% |
31.75 |
1.4% |
61% |
False |
False |
123,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,502.00 |
|
2.618 |
2,404.50 |
|
1.618 |
2,344.75 |
|
1.000 |
2,307.75 |
|
0.618 |
2,285.00 |
|
HIGH |
2,248.00 |
|
0.618 |
2,225.25 |
|
0.500 |
2,218.00 |
|
0.382 |
2,211.00 |
|
LOW |
2,188.25 |
|
0.618 |
2,151.25 |
|
1.000 |
2,128.50 |
|
1.618 |
2,091.50 |
|
2.618 |
2,031.75 |
|
4.250 |
1,934.25 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,225.00 |
2,242.50 |
| PP |
2,221.50 |
2,237.75 |
| S1 |
2,218.00 |
2,233.00 |
|