| Trading Metrics calculated at close of trading on 25-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,785.0 |
2,847.0 |
62.0 |
2.2% |
2,737.0 |
| High |
2,844.0 |
2,851.0 |
7.0 |
0.2% |
2,851.0 |
| Low |
2,769.0 |
2,825.0 |
56.0 |
2.0% |
2,735.0 |
| Close |
2,835.0 |
2,838.0 |
3.0 |
0.1% |
2,838.0 |
| Range |
75.0 |
26.0 |
-49.0 |
-65.3% |
116.0 |
| ATR |
59.8 |
57.4 |
-2.4 |
-4.0% |
0.0 |
| Volume |
1,463,208 |
807,704 |
-655,504 |
-44.8% |
6,003,378 |
|
| Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,916.0 |
2,903.0 |
2,852.3 |
|
| R3 |
2,890.0 |
2,877.0 |
2,845.2 |
|
| R2 |
2,864.0 |
2,864.0 |
2,842.8 |
|
| R1 |
2,851.0 |
2,851.0 |
2,840.4 |
2,844.5 |
| PP |
2,838.0 |
2,838.0 |
2,838.0 |
2,834.8 |
| S1 |
2,825.0 |
2,825.0 |
2,835.6 |
2,818.5 |
| S2 |
2,812.0 |
2,812.0 |
2,833.2 |
|
| S3 |
2,786.0 |
2,799.0 |
2,830.9 |
|
| S4 |
2,760.0 |
2,773.0 |
2,823.7 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,156.0 |
3,113.0 |
2,901.8 |
|
| R3 |
3,040.0 |
2,997.0 |
2,869.9 |
|
| R2 |
2,924.0 |
2,924.0 |
2,859.3 |
|
| R1 |
2,881.0 |
2,881.0 |
2,848.6 |
2,902.5 |
| PP |
2,808.0 |
2,808.0 |
2,808.0 |
2,818.8 |
| S1 |
2,765.0 |
2,765.0 |
2,827.4 |
2,786.5 |
| S2 |
2,692.0 |
2,692.0 |
2,816.7 |
|
| S3 |
2,576.0 |
2,649.0 |
2,806.1 |
|
| S4 |
2,460.0 |
2,533.0 |
2,774.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,851.0 |
2,735.0 |
116.0 |
4.1% |
47.4 |
1.7% |
89% |
True |
False |
1,200,675 |
| 10 |
2,851.0 |
2,590.0 |
261.0 |
9.2% |
64.9 |
2.3% |
95% |
True |
False |
1,326,997 |
| 20 |
2,961.0 |
2,590.0 |
371.0 |
13.1% |
57.9 |
2.0% |
67% |
False |
False |
697,598 |
| 40 |
2,998.0 |
2,590.0 |
408.0 |
14.4% |
48.3 |
1.7% |
61% |
False |
False |
350,730 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.4% |
47.2 |
1.7% |
61% |
False |
False |
234,228 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.4% |
44.0 |
1.5% |
61% |
False |
False |
177,153 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.4% |
43.5 |
1.5% |
63% |
False |
False |
141,917 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.4% |
40.3 |
1.4% |
63% |
False |
False |
118,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,961.5 |
|
2.618 |
2,919.1 |
|
1.618 |
2,893.1 |
|
1.000 |
2,877.0 |
|
0.618 |
2,867.1 |
|
HIGH |
2,851.0 |
|
0.618 |
2,841.1 |
|
0.500 |
2,838.0 |
|
0.382 |
2,834.9 |
|
LOW |
2,825.0 |
|
0.618 |
2,808.9 |
|
1.000 |
2,799.0 |
|
1.618 |
2,782.9 |
|
2.618 |
2,756.9 |
|
4.250 |
2,714.5 |
|
|
| Fisher Pivots for day following 25-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,838.0 |
2,826.7 |
| PP |
2,838.0 |
2,815.3 |
| S1 |
2,838.0 |
2,804.0 |
|