| Trading Metrics calculated at close of trading on 21-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,225.50 |
2,223.00 |
-2.50 |
-0.1% |
2,298.00 |
| High |
2,253.75 |
2,271.50 |
17.75 |
0.8% |
2,300.75 |
| Low |
2,215.00 |
2,219.00 |
4.00 |
0.2% |
2,185.75 |
| Close |
2,221.50 |
2,254.50 |
33.00 |
1.5% |
2,221.50 |
| Range |
38.75 |
52.50 |
13.75 |
35.5% |
115.00 |
| ATR |
43.22 |
43.88 |
0.66 |
1.5% |
0.00 |
| Volume |
356,554 |
250,481 |
-106,073 |
-29.7% |
2,206,020 |
|
| Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,405.75 |
2,382.75 |
2,283.50 |
|
| R3 |
2,353.25 |
2,330.25 |
2,269.00 |
|
| R2 |
2,300.75 |
2,300.75 |
2,264.00 |
|
| R1 |
2,277.75 |
2,277.75 |
2,259.25 |
2,289.25 |
| PP |
2,248.25 |
2,248.25 |
2,248.25 |
2,254.00 |
| S1 |
2,225.25 |
2,225.25 |
2,249.75 |
2,236.75 |
| S2 |
2,195.75 |
2,195.75 |
2,245.00 |
|
| S3 |
2,143.25 |
2,172.75 |
2,240.00 |
|
| S4 |
2,090.75 |
2,120.25 |
2,225.50 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,581.00 |
2,516.25 |
2,284.75 |
|
| R3 |
2,466.00 |
2,401.25 |
2,253.00 |
|
| R2 |
2,351.00 |
2,351.00 |
2,242.50 |
|
| R1 |
2,286.25 |
2,286.25 |
2,232.00 |
2,261.00 |
| PP |
2,236.00 |
2,236.00 |
2,236.00 |
2,223.50 |
| S1 |
2,171.25 |
2,171.25 |
2,211.00 |
2,146.00 |
| S2 |
2,121.00 |
2,121.00 |
2,200.50 |
|
| S3 |
2,006.00 |
2,056.25 |
2,190.00 |
|
| S4 |
1,891.00 |
1,941.25 |
2,158.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,293.00 |
2,185.75 |
107.25 |
4.8% |
61.00 |
2.7% |
64% |
False |
False |
407,173 |
| 10 |
2,345.25 |
2,185.75 |
159.50 |
7.1% |
48.50 |
2.1% |
43% |
False |
False |
304,404 |
| 20 |
2,389.00 |
2,185.75 |
203.25 |
9.0% |
48.75 |
2.2% |
34% |
False |
False |
152,675 |
| 40 |
2,400.00 |
2,185.75 |
214.25 |
9.5% |
37.25 |
1.6% |
32% |
False |
False |
76,429 |
| 60 |
2,400.00 |
2,185.75 |
214.25 |
9.5% |
33.25 |
1.5% |
32% |
False |
False |
50,995 |
| 80 |
2,400.00 |
2,118.75 |
281.25 |
12.5% |
26.50 |
1.2% |
48% |
False |
False |
38,251 |
| 100 |
2,400.00 |
2,092.50 |
307.50 |
13.6% |
22.00 |
1.0% |
53% |
False |
False |
30,601 |
| 120 |
2,400.00 |
1,966.75 |
433.25 |
19.2% |
19.00 |
0.8% |
66% |
False |
False |
25,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,494.50 |
|
2.618 |
2,409.00 |
|
1.618 |
2,356.50 |
|
1.000 |
2,324.00 |
|
0.618 |
2,304.00 |
|
HIGH |
2,271.50 |
|
0.618 |
2,251.50 |
|
0.500 |
2,245.25 |
|
0.382 |
2,239.00 |
|
LOW |
2,219.00 |
|
0.618 |
2,186.50 |
|
1.000 |
2,166.50 |
|
1.618 |
2,134.00 |
|
2.618 |
2,081.50 |
|
4.250 |
1,996.00 |
|
|
| Fisher Pivots for day following 21-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,251.50 |
2,246.00 |
| PP |
2,248.25 |
2,237.25 |
| S1 |
2,245.25 |
2,228.50 |
|