| Trading Metrics calculated at close of trading on 23-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1,430.7 |
1,431.4 |
0.7 |
0.0% |
1,431.3 |
| High |
1,433.3 |
1,443.7 |
10.4 |
0.7% |
1,433.4 |
| Low |
1,422.4 |
1,430.1 |
7.7 |
0.5% |
1,389.8 |
| Close |
1,430.5 |
1,440.9 |
10.4 |
0.7% |
1,418.9 |
| Range |
10.9 |
13.6 |
2.7 |
24.8% |
43.6 |
| ATR |
17.1 |
16.9 |
-0.3 |
-1.5% |
0.0 |
| Volume |
1,371 |
1,722 |
351 |
25.6% |
5,825 |
|
| Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,479.0 |
1,473.6 |
1,448.4 |
|
| R3 |
1,465.4 |
1,460.0 |
1,444.6 |
|
| R2 |
1,451.8 |
1,451.8 |
1,443.4 |
|
| R1 |
1,446.4 |
1,446.4 |
1,442.1 |
1,449.1 |
| PP |
1,438.2 |
1,438.2 |
1,438.2 |
1,439.6 |
| S1 |
1,432.8 |
1,432.8 |
1,439.7 |
1,435.5 |
| S2 |
1,424.6 |
1,424.6 |
1,438.4 |
|
| S3 |
1,411.0 |
1,419.2 |
1,437.2 |
|
| S4 |
1,397.4 |
1,405.6 |
1,433.4 |
|
|
| 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 |
1,443.7 |
1,389.8 |
53.9 |
3.7% |
13.4 |
0.9% |
95% |
True |
False |
1,385 |
| 10 |
1,443.7 |
1,389.8 |
53.9 |
3.7% |
17.5 |
1.2% |
95% |
True |
False |
1,570 |
| 20 |
1,447.0 |
1,389.8 |
57.2 |
4.0% |
16.2 |
1.1% |
89% |
False |
False |
1,581 |
| 40 |
1,447.0 |
1,314.2 |
132.8 |
9.2% |
16.1 |
1.1% |
95% |
False |
False |
1,435 |
| 60 |
1,447.0 |
1,314.2 |
132.8 |
9.2% |
15.7 |
1.1% |
95% |
False |
False |
1,182 |
| 80 |
1,447.0 |
1,314.2 |
132.8 |
9.2% |
14.9 |
1.0% |
95% |
False |
False |
980 |
| 100 |
1,447.0 |
1,314.2 |
132.8 |
9.2% |
15.3 |
1.1% |
95% |
False |
False |
1,054 |
| 120 |
1,447.0 |
1,314.2 |
132.8 |
9.2% |
13.3 |
0.9% |
95% |
False |
False |
935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,501.5 |
|
2.618 |
1,479.3 |
|
1.618 |
1,465.7 |
|
1.000 |
1,457.3 |
|
0.618 |
1,452.1 |
|
HIGH |
1,443.7 |
|
0.618 |
1,438.5 |
|
0.500 |
1,436.9 |
|
0.382 |
1,435.3 |
|
LOW |
1,430.1 |
|
0.618 |
1,421.7 |
|
1.000 |
1,416.5 |
|
1.618 |
1,408.1 |
|
2.618 |
1,394.5 |
|
4.250 |
1,372.3 |
|
|
| Fisher Pivots for day following 23-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,439.6 |
1,438.3 |
| PP |
1,438.2 |
1,435.7 |
| S1 |
1,436.9 |
1,433.1 |
|