| 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 |
2,298.00 |
2,289.25 |
-8.75 |
-0.4% |
2,354.75 |
| High |
2,300.75 |
2,293.00 |
-7.75 |
-0.3% |
2,371.75 |
| Low |
2,271.00 |
2,214.00 |
-57.00 |
-2.5% |
2,262.75 |
| Close |
2,289.50 |
2,245.00 |
-44.50 |
-1.9% |
2,302.75 |
| Range |
29.75 |
79.00 |
49.25 |
165.5% |
109.00 |
| ATR |
36.74 |
39.76 |
3.02 |
8.2% |
0.00 |
| Volume |
420,634 |
430,853 |
10,219 |
2.4% |
591,317 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,487.75 |
2,445.25 |
2,288.50 |
|
| R3 |
2,408.75 |
2,366.25 |
2,266.75 |
|
| R2 |
2,329.75 |
2,329.75 |
2,259.50 |
|
| R1 |
2,287.25 |
2,287.25 |
2,252.25 |
2,269.00 |
| PP |
2,250.75 |
2,250.75 |
2,250.75 |
2,241.50 |
| S1 |
2,208.25 |
2,208.25 |
2,237.75 |
2,190.00 |
| S2 |
2,171.75 |
2,171.75 |
2,230.50 |
|
| S3 |
2,092.75 |
2,129.25 |
2,223.25 |
|
| S4 |
2,013.75 |
2,050.25 |
2,201.50 |
|
|
| 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 |
2,337.00 |
2,214.00 |
123.00 |
5.5% |
44.25 |
2.0% |
25% |
False |
True |
286,597 |
| 10 |
2,376.50 |
2,214.00 |
162.50 |
7.2% |
45.00 |
2.0% |
19% |
False |
True |
144,596 |
| 20 |
2,400.00 |
2,214.00 |
186.00 |
8.3% |
41.00 |
1.8% |
17% |
False |
True |
72,453 |
| 40 |
2,400.00 |
2,214.00 |
186.00 |
8.3% |
35.50 |
1.6% |
17% |
False |
True |
36,314 |
| 60 |
2,400.00 |
2,202.50 |
197.50 |
8.8% |
30.50 |
1.4% |
22% |
False |
False |
24,251 |
| 80 |
2,400.00 |
2,114.00 |
286.00 |
12.7% |
23.75 |
1.1% |
46% |
False |
False |
18,189 |
| 100 |
2,400.00 |
2,072.25 |
327.75 |
14.6% |
19.75 |
0.9% |
53% |
False |
False |
14,551 |
| 120 |
2,400.00 |
1,966.75 |
433.25 |
19.3% |
17.25 |
0.8% |
64% |
False |
False |
12,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,628.75 |
|
2.618 |
2,499.75 |
|
1.618 |
2,420.75 |
|
1.000 |
2,372.00 |
|
0.618 |
2,341.75 |
|
HIGH |
2,293.00 |
|
0.618 |
2,262.75 |
|
0.500 |
2,253.50 |
|
0.382 |
2,244.25 |
|
LOW |
2,214.00 |
|
0.618 |
2,165.25 |
|
1.000 |
2,135.00 |
|
1.618 |
2,086.25 |
|
2.618 |
2,007.25 |
|
4.250 |
1,878.25 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,253.50 |
2,259.00 |
| PP |
2,250.75 |
2,254.25 |
| S1 |
2,247.75 |
2,249.75 |
|