| Trading Metrics calculated at close of trading on 15-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,786.0 |
2,730.0 |
-56.0 |
-2.0% |
2,853.0 |
| High |
2,819.0 |
2,730.0 |
-89.0 |
-3.2% |
2,897.0 |
| Low |
2,766.0 |
2,648.0 |
-118.0 |
-4.3% |
2,795.0 |
| Close |
2,777.0 |
2,716.0 |
-61.0 |
-2.2% |
2,807.0 |
| Range |
53.0 |
82.0 |
29.0 |
54.7% |
102.0 |
| ATR |
47.5 |
53.3 |
5.8 |
12.3% |
0.0 |
| Volume |
576,076 |
1,339,136 |
763,060 |
132.5% |
589,985 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,944.0 |
2,912.0 |
2,761.1 |
|
| R3 |
2,862.0 |
2,830.0 |
2,738.6 |
|
| R2 |
2,780.0 |
2,780.0 |
2,731.0 |
|
| R1 |
2,748.0 |
2,748.0 |
2,723.5 |
2,723.0 |
| PP |
2,698.0 |
2,698.0 |
2,698.0 |
2,685.5 |
| S1 |
2,666.0 |
2,666.0 |
2,708.5 |
2,641.0 |
| S2 |
2,616.0 |
2,616.0 |
2,701.0 |
|
| S3 |
2,534.0 |
2,584.0 |
2,693.5 |
|
| S4 |
2,452.0 |
2,502.0 |
2,670.9 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,139.0 |
3,075.0 |
2,863.1 |
|
| R3 |
3,037.0 |
2,973.0 |
2,835.1 |
|
| R2 |
2,935.0 |
2,935.0 |
2,825.7 |
|
| R1 |
2,871.0 |
2,871.0 |
2,816.4 |
2,852.0 |
| PP |
2,833.0 |
2,833.0 |
2,833.0 |
2,823.5 |
| S1 |
2,769.0 |
2,769.0 |
2,797.7 |
2,750.0 |
| S2 |
2,731.0 |
2,731.0 |
2,788.3 |
|
| S3 |
2,629.0 |
2,667.0 |
2,779.0 |
|
| S4 |
2,527.0 |
2,565.0 |
2,750.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,885.0 |
2,648.0 |
237.0 |
8.7% |
46.8 |
1.7% |
29% |
False |
True |
480,453 |
| 10 |
2,927.0 |
2,648.0 |
279.0 |
10.3% |
49.9 |
1.8% |
24% |
False |
True |
257,585 |
| 20 |
2,998.0 |
2,648.0 |
350.0 |
12.9% |
49.1 |
1.8% |
19% |
False |
True |
131,718 |
| 40 |
2,998.0 |
2,648.0 |
350.0 |
12.9% |
44.7 |
1.6% |
19% |
False |
True |
67,231 |
| 60 |
2,998.0 |
2,648.0 |
350.0 |
12.9% |
42.6 |
1.6% |
19% |
False |
True |
45,206 |
| 80 |
2,998.0 |
2,561.0 |
437.0 |
16.1% |
42.8 |
1.6% |
35% |
False |
False |
35,350 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
16.1% |
40.6 |
1.5% |
35% |
False |
False |
28,432 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
16.1% |
38.4 |
1.4% |
35% |
False |
False |
23,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,078.5 |
|
2.618 |
2,944.7 |
|
1.618 |
2,862.7 |
|
1.000 |
2,812.0 |
|
0.618 |
2,780.7 |
|
HIGH |
2,730.0 |
|
0.618 |
2,698.7 |
|
0.500 |
2,689.0 |
|
0.382 |
2,679.3 |
|
LOW |
2,648.0 |
|
0.618 |
2,597.3 |
|
1.000 |
2,566.0 |
|
1.618 |
2,515.3 |
|
2.618 |
2,433.3 |
|
4.250 |
2,299.5 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,707.0 |
2,736.0 |
| PP |
2,698.0 |
2,729.3 |
| S1 |
2,689.0 |
2,722.7 |
|