| Trading Metrics calculated at close of trading on 14-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,279.50 |
2,298.00 |
18.50 |
0.8% |
2,354.75 |
| High |
2,304.00 |
2,300.75 |
-3.25 |
-0.1% |
2,371.75 |
| Low |
2,262.75 |
2,271.00 |
8.25 |
0.4% |
2,262.75 |
| Close |
2,302.75 |
2,289.50 |
-13.25 |
-0.6% |
2,302.75 |
| Range |
41.25 |
29.75 |
-11.50 |
-27.9% |
109.00 |
| ATR |
37.13 |
36.74 |
-0.38 |
-1.0% |
0.00 |
| Volume |
320,304 |
420,634 |
100,330 |
31.3% |
591,317 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,376.25 |
2,362.75 |
2,305.75 |
|
| R3 |
2,346.50 |
2,333.00 |
2,297.75 |
|
| R2 |
2,316.75 |
2,316.75 |
2,295.00 |
|
| R1 |
2,303.25 |
2,303.25 |
2,292.25 |
2,295.00 |
| PP |
2,287.00 |
2,287.00 |
2,287.00 |
2,283.00 |
| S1 |
2,273.50 |
2,273.50 |
2,286.75 |
2,265.50 |
| S2 |
2,257.25 |
2,257.25 |
2,284.00 |
|
| S3 |
2,227.50 |
2,243.75 |
2,281.25 |
|
| S4 |
2,197.75 |
2,214.00 |
2,273.25 |
|
|
| 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 |
2,345.25 |
2,262.75 |
82.50 |
3.6% |
35.75 |
1.6% |
32% |
False |
False |
201,636 |
| 10 |
2,376.50 |
2,262.75 |
113.75 |
5.0% |
43.50 |
1.9% |
24% |
False |
False |
101,543 |
| 20 |
2,400.00 |
2,262.75 |
137.25 |
6.0% |
37.50 |
1.6% |
19% |
False |
False |
50,964 |
| 40 |
2,400.00 |
2,245.75 |
154.25 |
6.7% |
34.25 |
1.5% |
28% |
False |
False |
25,545 |
| 60 |
2,400.00 |
2,202.50 |
197.50 |
8.6% |
29.25 |
1.3% |
44% |
False |
False |
17,070 |
| 80 |
2,400.00 |
2,094.50 |
305.50 |
13.3% |
22.75 |
1.0% |
64% |
False |
False |
12,803 |
| 100 |
2,400.00 |
2,072.25 |
327.75 |
14.3% |
19.00 |
0.8% |
66% |
False |
False |
10,243 |
| 120 |
2,400.00 |
1,966.75 |
433.25 |
18.9% |
16.50 |
0.7% |
74% |
False |
False |
8,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,427.25 |
|
2.618 |
2,378.75 |
|
1.618 |
2,349.00 |
|
1.000 |
2,330.50 |
|
0.618 |
2,319.25 |
|
HIGH |
2,300.75 |
|
0.618 |
2,289.50 |
|
0.500 |
2,286.00 |
|
0.382 |
2,282.25 |
|
LOW |
2,271.00 |
|
0.618 |
2,252.50 |
|
1.000 |
2,241.25 |
|
1.618 |
2,222.75 |
|
2.618 |
2,193.00 |
|
4.250 |
2,144.50 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,288.25 |
2,289.00 |
| PP |
2,287.00 |
2,288.50 |
| S1 |
2,286.00 |
2,288.00 |
|