| Trading Metrics calculated at close of trading on 18-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,210.50 |
2,224.00 |
13.50 |
0.6% |
2,296.50 |
| High |
2,248.00 |
2,255.50 |
7.50 |
0.3% |
2,304.75 |
| Low |
2,188.25 |
2,218.00 |
29.75 |
1.4% |
2,188.25 |
| Close |
2,228.50 |
2,242.96 |
14.46 |
0.6% |
2,242.96 |
| Range |
59.75 |
37.50 |
-22.25 |
-37.2% |
116.50 |
| ATR |
44.39 |
43.90 |
-0.49 |
-1.1% |
0.00 |
| Volume |
47,083 |
3,722 |
-43,361 |
-92.1% |
354,890 |
|
| Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,351.25 |
2,334.75 |
2,263.50 |
|
| R3 |
2,313.75 |
2,297.25 |
2,253.25 |
|
| R2 |
2,276.25 |
2,276.25 |
2,249.75 |
|
| R1 |
2,259.75 |
2,259.75 |
2,246.50 |
2,268.00 |
| PP |
2,238.75 |
2,238.75 |
2,238.75 |
2,243.00 |
| S1 |
2,222.25 |
2,222.25 |
2,239.50 |
2,230.50 |
| S2 |
2,201.25 |
2,201.25 |
2,236.00 |
|
| S3 |
2,163.75 |
2,184.75 |
2,232.75 |
|
| S4 |
2,126.25 |
2,147.25 |
2,222.25 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,594.75 |
2,535.50 |
2,307.00 |
|
| R3 |
2,478.25 |
2,419.00 |
2,275.00 |
|
| R2 |
2,361.75 |
2,361.75 |
2,264.25 |
|
| R1 |
2,302.50 |
2,302.50 |
2,253.75 |
2,273.75 |
| PP |
2,245.25 |
2,245.25 |
2,245.25 |
2,231.00 |
| S1 |
2,186.00 |
2,186.00 |
2,232.25 |
2,157.25 |
| S2 |
2,128.75 |
2,128.75 |
2,221.50 |
|
| S3 |
2,012.25 |
2,069.50 |
2,211.00 |
|
| S4 |
1,895.75 |
1,953.00 |
2,179.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,304.75 |
2,188.25 |
116.50 |
5.2% |
57.00 |
2.5% |
47% |
False |
False |
70,978 |
| 10 |
2,374.25 |
2,188.25 |
186.00 |
8.3% |
50.25 |
2.2% |
29% |
False |
False |
198,261 |
| 20 |
2,400.50 |
2,188.25 |
212.25 |
9.5% |
47.75 |
2.1% |
26% |
False |
False |
234,106 |
| 40 |
2,403.00 |
2,188.25 |
214.75 |
9.6% |
37.75 |
1.7% |
25% |
False |
False |
236,166 |
| 60 |
2,403.00 |
2,188.25 |
214.75 |
9.6% |
33.50 |
1.5% |
25% |
False |
False |
215,296 |
| 80 |
2,403.00 |
2,103.00 |
300.00 |
13.4% |
32.50 |
1.4% |
47% |
False |
False |
185,064 |
| 100 |
2,403.00 |
2,082.25 |
320.75 |
14.3% |
31.75 |
1.4% |
50% |
False |
False |
148,095 |
| 120 |
2,403.00 |
1,958.50 |
444.50 |
19.8% |
31.75 |
1.4% |
64% |
False |
False |
123,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,415.00 |
|
2.618 |
2,353.75 |
|
1.618 |
2,316.25 |
|
1.000 |
2,293.00 |
|
0.618 |
2,278.75 |
|
HIGH |
2,255.50 |
|
0.618 |
2,241.25 |
|
0.500 |
2,236.75 |
|
0.382 |
2,232.25 |
|
LOW |
2,218.00 |
|
0.618 |
2,194.75 |
|
1.000 |
2,180.50 |
|
1.618 |
2,157.25 |
|
2.618 |
2,119.75 |
|
4.250 |
2,058.50 |
|
|
| Fisher Pivots for day following 18-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,241.00 |
2,237.50 |
| PP |
2,238.75 |
2,231.75 |
| S1 |
2,236.75 |
2,226.25 |
|