| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
12,133 |
12,119 |
-14 |
-0.1% |
12,023 |
| High |
12,188 |
12,128 |
-60 |
-0.5% |
12,226 |
| Low |
12,089 |
11,901 |
-188 |
-1.6% |
11,914 |
| Close |
12,110 |
11,920 |
-190 |
-1.6% |
12,089 |
| Range |
99 |
227 |
128 |
129.3% |
312 |
| ATR |
141 |
147 |
6 |
4.3% |
0 |
| Volume |
17,645 |
55,445 |
37,800 |
214.2% |
2,300 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,664 |
12,519 |
12,045 |
|
| R3 |
12,437 |
12,292 |
11,983 |
|
| R2 |
12,210 |
12,210 |
11,962 |
|
| R1 |
12,065 |
12,065 |
11,941 |
12,024 |
| PP |
11,983 |
11,983 |
11,983 |
11,963 |
| S1 |
11,838 |
11,838 |
11,899 |
11,797 |
| S2 |
11,756 |
11,756 |
11,879 |
|
| S3 |
11,529 |
11,611 |
11,858 |
|
| S4 |
11,302 |
11,384 |
11,795 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,012 |
12,863 |
12,261 |
|
| R3 |
12,700 |
12,551 |
12,175 |
|
| R2 |
12,388 |
12,388 |
12,146 |
|
| R1 |
12,239 |
12,239 |
12,118 |
12,314 |
| PP |
12,076 |
12,076 |
12,076 |
12,114 |
| S1 |
11,927 |
11,927 |
12,061 |
12,002 |
| S2 |
11,764 |
11,764 |
12,032 |
|
| S3 |
11,452 |
11,615 |
12,003 |
|
| S4 |
11,140 |
11,303 |
11,918 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,221 |
11,901 |
320 |
2.7% |
185 |
1.5% |
6% |
False |
True |
15,602 |
| 10 |
12,226 |
11,901 |
325 |
2.7% |
181 |
1.5% |
6% |
False |
True |
8,015 |
| 20 |
12,311 |
11,901 |
410 |
3.4% |
148 |
1.2% |
5% |
False |
True |
4,056 |
| 40 |
12,311 |
11,561 |
750 |
6.3% |
124 |
1.0% |
48% |
False |
False |
2,047 |
| 60 |
12,311 |
11,336 |
975 |
8.2% |
101 |
0.8% |
60% |
False |
False |
1,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,093 |
|
2.618 |
12,722 |
|
1.618 |
12,495 |
|
1.000 |
12,355 |
|
0.618 |
12,268 |
|
HIGH |
12,128 |
|
0.618 |
12,041 |
|
0.500 |
12,015 |
|
0.382 |
11,988 |
|
LOW |
11,901 |
|
0.618 |
11,761 |
|
1.000 |
11,674 |
|
1.618 |
11,534 |
|
2.618 |
11,307 |
|
4.250 |
10,936 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,015 |
12,045 |
| PP |
11,983 |
12,003 |
| S1 |
11,952 |
11,962 |
|