| Trading Metrics calculated at close of trading on 11-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,309.50 |
2,279.50 |
-30.00 |
-1.3% |
2,354.75 |
| High |
2,313.00 |
2,304.00 |
-9.00 |
-0.4% |
2,371.75 |
| Low |
2,273.00 |
2,262.75 |
-10.25 |
-0.5% |
2,262.75 |
| Close |
2,280.75 |
2,302.75 |
22.00 |
1.0% |
2,302.75 |
| Range |
40.00 |
41.25 |
1.25 |
3.1% |
109.00 |
| ATR |
36.81 |
37.13 |
0.32 |
0.9% |
0.00 |
| Volume |
219,741 |
320,304 |
100,563 |
45.8% |
591,317 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,413.50 |
2,399.50 |
2,325.50 |
|
| R3 |
2,372.25 |
2,358.25 |
2,314.00 |
|
| R2 |
2,331.00 |
2,331.00 |
2,310.25 |
|
| R1 |
2,317.00 |
2,317.00 |
2,306.50 |
2,324.00 |
| PP |
2,289.75 |
2,289.75 |
2,289.75 |
2,293.50 |
| S1 |
2,275.75 |
2,275.75 |
2,299.00 |
2,282.75 |
| S2 |
2,248.50 |
2,248.50 |
2,295.25 |
|
| S3 |
2,207.25 |
2,234.50 |
2,291.50 |
|
| S4 |
2,166.00 |
2,193.25 |
2,280.00 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,639.50 |
2,580.00 |
2,362.75 |
|
| R3 |
2,530.50 |
2,471.00 |
2,332.75 |
|
| R2 |
2,421.50 |
2,421.50 |
2,322.75 |
|
| R1 |
2,362.00 |
2,362.00 |
2,312.75 |
2,337.25 |
| PP |
2,312.50 |
2,312.50 |
2,312.50 |
2,300.00 |
| S1 |
2,253.00 |
2,253.00 |
2,292.75 |
2,228.25 |
| S2 |
2,203.50 |
2,203.50 |
2,282.75 |
|
| S3 |
2,094.50 |
2,144.00 |
2,272.75 |
|
| S4 |
1,985.50 |
2,035.00 |
2,242.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,371.75 |
2,262.75 |
109.00 |
4.7% |
43.00 |
1.9% |
37% |
False |
True |
118,263 |
| 10 |
2,376.50 |
2,262.75 |
113.75 |
4.9% |
43.25 |
1.9% |
35% |
False |
True |
59,496 |
| 20 |
2,400.00 |
2,262.75 |
137.25 |
6.0% |
37.50 |
1.6% |
29% |
False |
True |
29,937 |
| 40 |
2,400.00 |
2,245.75 |
154.25 |
6.7% |
33.75 |
1.5% |
37% |
False |
False |
15,034 |
| 60 |
2,400.00 |
2,199.25 |
200.75 |
8.7% |
28.75 |
1.3% |
52% |
False |
False |
10,060 |
| 80 |
2,400.00 |
2,092.50 |
307.50 |
13.4% |
22.50 |
1.0% |
68% |
False |
False |
7,545 |
| 100 |
2,400.00 |
2,062.50 |
337.50 |
14.7% |
18.75 |
0.8% |
71% |
False |
False |
6,036 |
| 120 |
2,400.00 |
1,966.75 |
433.25 |
18.8% |
16.25 |
0.7% |
78% |
False |
False |
5,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,479.25 |
|
2.618 |
2,412.00 |
|
1.618 |
2,370.75 |
|
1.000 |
2,345.25 |
|
0.618 |
2,329.50 |
|
HIGH |
2,304.00 |
|
0.618 |
2,288.25 |
|
0.500 |
2,283.50 |
|
0.382 |
2,278.50 |
|
LOW |
2,262.75 |
|
0.618 |
2,237.25 |
|
1.000 |
2,221.50 |
|
1.618 |
2,196.00 |
|
2.618 |
2,154.75 |
|
4.250 |
2,087.50 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,296.25 |
2,301.75 |
| PP |
2,289.75 |
2,300.75 |
| S1 |
2,283.50 |
2,300.00 |
|