| Trading Metrics calculated at close of trading on 24-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,256.00 |
2,265.00 |
9.00 |
0.4% |
2,298.00 |
| High |
2,274.75 |
2,313.50 |
38.75 |
1.7% |
2,300.75 |
| Low |
2,232.00 |
2,262.25 |
30.25 |
1.4% |
2,185.75 |
| Close |
2,265.00 |
2,308.50 |
43.50 |
1.9% |
2,221.50 |
| Range |
42.75 |
51.25 |
8.50 |
19.9% |
115.00 |
| ATR |
41.88 |
42.55 |
0.67 |
1.6% |
0.00 |
| Volume |
277,187 |
289,374 |
12,187 |
4.4% |
2,206,020 |
|
| Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,448.50 |
2,429.75 |
2,336.75 |
|
| R3 |
2,397.25 |
2,378.50 |
2,322.50 |
|
| R2 |
2,346.00 |
2,346.00 |
2,318.00 |
|
| R1 |
2,327.25 |
2,327.25 |
2,313.25 |
2,336.50 |
| PP |
2,294.75 |
2,294.75 |
2,294.75 |
2,299.50 |
| S1 |
2,276.00 |
2,276.00 |
2,303.75 |
2,285.50 |
| S2 |
2,243.50 |
2,243.50 |
2,299.00 |
|
| S3 |
2,192.25 |
2,224.75 |
2,294.50 |
|
| S4 |
2,141.00 |
2,173.50 |
2,280.25 |
|
|
| 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 |
2,313.50 |
2,215.00 |
98.50 |
4.3% |
40.00 |
1.7% |
95% |
True |
False |
277,574 |
| 10 |
2,313.50 |
2,185.75 |
127.75 |
5.5% |
48.50 |
2.1% |
96% |
True |
False |
355,764 |
| 20 |
2,376.50 |
2,185.75 |
190.75 |
8.3% |
46.00 |
2.0% |
64% |
False |
False |
191,635 |
| 40 |
2,400.00 |
2,185.75 |
214.25 |
9.3% |
38.00 |
1.6% |
57% |
False |
False |
95,943 |
| 60 |
2,400.00 |
2,185.75 |
214.25 |
9.3% |
34.25 |
1.5% |
57% |
False |
False |
64,006 |
| 80 |
2,400.00 |
2,118.75 |
281.25 |
12.2% |
28.00 |
1.2% |
67% |
False |
False |
48,012 |
| 100 |
2,400.00 |
2,092.50 |
307.50 |
13.3% |
23.00 |
1.0% |
70% |
False |
False |
38,409 |
| 120 |
2,400.00 |
1,966.75 |
433.25 |
18.8% |
20.00 |
0.9% |
79% |
False |
False |
32,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,531.25 |
|
2.618 |
2,447.75 |
|
1.618 |
2,396.50 |
|
1.000 |
2,364.75 |
|
0.618 |
2,345.25 |
|
HIGH |
2,313.50 |
|
0.618 |
2,294.00 |
|
0.500 |
2,288.00 |
|
0.382 |
2,281.75 |
|
LOW |
2,262.25 |
|
0.618 |
2,230.50 |
|
1.000 |
2,211.00 |
|
1.618 |
2,179.25 |
|
2.618 |
2,128.00 |
|
4.250 |
2,044.50 |
|
|
| Fisher Pivots for day following 24-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,301.50 |
2,296.50 |
| PP |
2,294.75 |
2,284.75 |
| S1 |
2,288.00 |
2,272.75 |
|