| Trading Metrics calculated at close of trading on 09-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,862.0 |
2,857.0 |
-5.0 |
-0.2% |
2,903.0 |
| High |
2,875.0 |
2,885.0 |
10.0 |
0.3% |
2,961.0 |
| Low |
2,832.0 |
2,850.0 |
18.0 |
0.6% |
2,845.0 |
| Close |
2,866.0 |
2,856.0 |
-10.0 |
-0.3% |
2,869.0 |
| Range |
43.0 |
35.0 |
-8.0 |
-18.6% |
116.0 |
| ATR |
49.3 |
48.2 |
-1.0 |
-2.1% |
0.0 |
| Volume |
77,453 |
88,502 |
11,049 |
14.3% |
92,010 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,968.7 |
2,947.3 |
2,875.3 |
|
| R3 |
2,933.7 |
2,912.3 |
2,865.6 |
|
| R2 |
2,898.7 |
2,898.7 |
2,862.4 |
|
| R1 |
2,877.3 |
2,877.3 |
2,859.2 |
2,870.5 |
| PP |
2,863.7 |
2,863.7 |
2,863.7 |
2,860.3 |
| S1 |
2,842.3 |
2,842.3 |
2,852.8 |
2,835.5 |
| S2 |
2,828.7 |
2,828.7 |
2,849.6 |
|
| S3 |
2,793.7 |
2,807.3 |
2,846.4 |
|
| S4 |
2,758.7 |
2,772.3 |
2,836.8 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,239.7 |
3,170.3 |
2,932.8 |
|
| R3 |
3,123.7 |
3,054.3 |
2,900.9 |
|
| R2 |
3,007.7 |
3,007.7 |
2,890.3 |
|
| R1 |
2,938.3 |
2,938.3 |
2,879.6 |
2,915.0 |
| PP |
2,891.7 |
2,891.7 |
2,891.7 |
2,880.0 |
| S1 |
2,822.3 |
2,822.3 |
2,858.4 |
2,799.0 |
| S2 |
2,775.7 |
2,775.7 |
2,847.7 |
|
| S3 |
2,659.7 |
2,706.3 |
2,837.1 |
|
| S4 |
2,543.7 |
2,590.3 |
2,805.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,927.0 |
2,832.0 |
95.0 |
3.3% |
53.2 |
1.9% |
25% |
False |
False |
50,007 |
| 10 |
2,961.0 |
2,832.0 |
129.0 |
4.5% |
51.8 |
1.8% |
19% |
False |
False |
30,164 |
| 20 |
2,998.0 |
2,832.0 |
166.0 |
5.8% |
46.9 |
1.6% |
14% |
False |
False |
16,540 |
| 40 |
2,998.0 |
2,802.0 |
196.0 |
6.9% |
43.1 |
1.5% |
28% |
False |
False |
9,422 |
| 60 |
2,998.0 |
2,678.0 |
320.0 |
11.2% |
41.2 |
1.4% |
56% |
False |
False |
7,768 |
| 80 |
2,998.0 |
2,561.0 |
437.0 |
15.3% |
41.5 |
1.5% |
68% |
False |
False |
6,430 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.3% |
39.3 |
1.4% |
68% |
False |
False |
5,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,033.8 |
|
2.618 |
2,976.6 |
|
1.618 |
2,941.6 |
|
1.000 |
2,920.0 |
|
0.618 |
2,906.6 |
|
HIGH |
2,885.0 |
|
0.618 |
2,871.6 |
|
0.500 |
2,867.5 |
|
0.382 |
2,863.4 |
|
LOW |
2,850.0 |
|
0.618 |
2,828.4 |
|
1.000 |
2,815.0 |
|
1.618 |
2,793.4 |
|
2.618 |
2,758.4 |
|
4.250 |
2,701.3 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,867.5 |
2,864.5 |
| PP |
2,863.7 |
2,861.7 |
| S1 |
2,859.8 |
2,858.8 |
|