| Trading Metrics calculated at close of trading on 21-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1,411.0 |
1,427.0 |
16.0 |
1.1% |
1,431.3 |
| High |
1,425.8 |
1,436.6 |
10.8 |
0.8% |
1,433.4 |
| Low |
1,411.0 |
1,427.0 |
16.0 |
1.1% |
1,389.8 |
| Close |
1,418.9 |
1,429.2 |
10.3 |
0.7% |
1,418.9 |
| Range |
14.8 |
9.6 |
-5.2 |
-35.1% |
43.6 |
| ATR |
17.6 |
17.6 |
0.0 |
0.0% |
0.0 |
| Volume |
1,956 |
1,463 |
-493 |
-25.2% |
5,825 |
|
| Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,459.7 |
1,454.1 |
1,434.5 |
|
| R3 |
1,450.1 |
1,444.5 |
1,431.8 |
|
| R2 |
1,440.5 |
1,440.5 |
1,431.0 |
|
| R1 |
1,434.9 |
1,434.9 |
1,430.1 |
1,437.7 |
| PP |
1,430.9 |
1,430.9 |
1,430.9 |
1,432.4 |
| S1 |
1,425.3 |
1,425.3 |
1,428.3 |
1,428.1 |
| S2 |
1,421.3 |
1,421.3 |
1,427.4 |
|
| S3 |
1,411.7 |
1,415.7 |
1,426.6 |
|
| S4 |
1,402.1 |
1,406.1 |
1,423.9 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,544.8 |
1,525.5 |
1,442.9 |
|
| R3 |
1,501.2 |
1,481.9 |
1,430.9 |
|
| R2 |
1,457.6 |
1,457.6 |
1,426.9 |
|
| R1 |
1,438.3 |
1,438.3 |
1,422.9 |
1,426.2 |
| PP |
1,414.0 |
1,414.0 |
1,414.0 |
1,408.0 |
| S1 |
1,394.7 |
1,394.7 |
1,414.9 |
1,382.6 |
| S2 |
1,370.4 |
1,370.4 |
1,410.9 |
|
| S3 |
1,326.8 |
1,351.1 |
1,406.9 |
|
| S4 |
1,283.2 |
1,307.5 |
1,394.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,436.6 |
1,389.8 |
46.8 |
3.3% |
18.8 |
1.3% |
84% |
True |
False |
1,311 |
| 10 |
1,438.9 |
1,389.8 |
49.1 |
3.4% |
17.3 |
1.2% |
80% |
False |
False |
1,601 |
| 20 |
1,447.0 |
1,389.8 |
57.2 |
4.0% |
16.5 |
1.2% |
69% |
False |
False |
1,439 |
| 40 |
1,447.0 |
1,314.2 |
132.8 |
9.3% |
16.3 |
1.1% |
87% |
False |
False |
1,386 |
| 60 |
1,447.0 |
1,314.2 |
132.8 |
9.3% |
15.5 |
1.1% |
87% |
False |
False |
1,144 |
| 80 |
1,447.0 |
1,314.2 |
132.8 |
9.3% |
14.9 |
1.0% |
87% |
False |
False |
949 |
| 100 |
1,447.0 |
1,314.2 |
132.8 |
9.3% |
15.0 |
1.1% |
87% |
False |
False |
1,028 |
| 120 |
1,447.0 |
1,312.0 |
135.0 |
9.4% |
13.2 |
0.9% |
87% |
False |
False |
914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,477.4 |
|
2.618 |
1,461.7 |
|
1.618 |
1,452.1 |
|
1.000 |
1,446.2 |
|
0.618 |
1,442.5 |
|
HIGH |
1,436.6 |
|
0.618 |
1,432.9 |
|
0.500 |
1,431.8 |
|
0.382 |
1,430.7 |
|
LOW |
1,427.0 |
|
0.618 |
1,421.1 |
|
1.000 |
1,417.4 |
|
1.618 |
1,411.5 |
|
2.618 |
1,401.9 |
|
4.250 |
1,386.2 |
|
|
| Fisher Pivots for day following 21-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,431.8 |
1,423.9 |
| PP |
1,430.9 |
1,418.5 |
| S1 |
1,430.1 |
1,413.2 |
|