| Trading Metrics calculated at close of trading on 08-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1,436.0 |
1,430.0 |
-6.0 |
-0.4% |
1,416.9 |
| High |
1,447.0 |
1,438.9 |
-8.1 |
-0.6% |
1,443.1 |
| Low |
1,434.2 |
1,428.0 |
-6.2 |
-0.4% |
1,408.9 |
| Close |
1,437.4 |
1,430.2 |
-7.2 |
-0.5% |
1,431.5 |
| Range |
12.8 |
10.9 |
-1.9 |
-14.8% |
34.2 |
| ATR |
16.3 |
16.0 |
-0.4 |
-2.4% |
0.0 |
| Volume |
2,746 |
1,370 |
-1,376 |
-50.1% |
7,733 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,465.1 |
1,458.5 |
1,436.2 |
|
| R3 |
1,454.2 |
1,447.6 |
1,433.2 |
|
| R2 |
1,443.3 |
1,443.3 |
1,432.2 |
|
| R1 |
1,436.7 |
1,436.7 |
1,431.2 |
1,440.0 |
| PP |
1,432.4 |
1,432.4 |
1,432.4 |
1,434.0 |
| S1 |
1,425.8 |
1,425.8 |
1,429.2 |
1,429.1 |
| S2 |
1,421.5 |
1,421.5 |
1,428.2 |
|
| S3 |
1,410.6 |
1,414.9 |
1,427.2 |
|
| S4 |
1,399.7 |
1,404.0 |
1,424.2 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,530.4 |
1,515.2 |
1,450.3 |
|
| R3 |
1,496.2 |
1,481.0 |
1,440.9 |
|
| R2 |
1,462.0 |
1,462.0 |
1,437.8 |
|
| R1 |
1,446.8 |
1,446.8 |
1,434.6 |
1,454.4 |
| PP |
1,427.8 |
1,427.8 |
1,427.8 |
1,431.7 |
| S1 |
1,412.6 |
1,412.6 |
1,428.4 |
1,420.2 |
| S2 |
1,393.6 |
1,393.6 |
1,425.2 |
|
| S3 |
1,359.4 |
1,378.4 |
1,422.1 |
|
| S4 |
1,325.2 |
1,344.2 |
1,412.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,447.0 |
1,414.6 |
32.4 |
2.3% |
15.0 |
1.1% |
48% |
False |
False |
1,802 |
| 10 |
1,447.0 |
1,398.8 |
48.2 |
3.4% |
15.4 |
1.1% |
65% |
False |
False |
1,413 |
| 20 |
1,447.0 |
1,351.8 |
95.2 |
6.7% |
13.3 |
0.9% |
82% |
False |
False |
1,462 |
| 40 |
1,447.0 |
1,314.2 |
132.8 |
9.3% |
15.4 |
1.1% |
87% |
False |
False |
1,234 |
| 60 |
1,447.0 |
1,314.2 |
132.8 |
9.3% |
14.2 |
1.0% |
87% |
False |
False |
939 |
| 80 |
1,447.0 |
1,314.2 |
132.8 |
9.3% |
14.9 |
1.0% |
87% |
False |
False |
831 |
| 100 |
1,447.0 |
1,314.2 |
132.8 |
9.3% |
13.8 |
1.0% |
87% |
False |
False |
918 |
| 120 |
1,447.0 |
1,279.9 |
167.1 |
11.7% |
12.0 |
0.8% |
90% |
False |
False |
811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,485.2 |
|
2.618 |
1,467.4 |
|
1.618 |
1,456.5 |
|
1.000 |
1,449.8 |
|
0.618 |
1,445.6 |
|
HIGH |
1,438.9 |
|
0.618 |
1,434.7 |
|
0.500 |
1,433.5 |
|
0.382 |
1,432.2 |
|
LOW |
1,428.0 |
|
0.618 |
1,421.3 |
|
1.000 |
1,417.1 |
|
1.618 |
1,410.4 |
|
2.618 |
1,399.5 |
|
4.250 |
1,381.7 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,433.5 |
1,433.3 |
| PP |
1,432.4 |
1,432.2 |
| S1 |
1,431.3 |
1,431.2 |
|