| Trading Metrics calculated at close of trading on 08-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
12,171.09 |
12,085.87 |
-85.22 |
-0.7% |
12,130.45 |
| High |
12,243.44 |
12,251.20 |
7.76 |
0.1% |
12,283.10 |
| Low |
12,041.60 |
12,072.21 |
30.61 |
0.3% |
12,018.63 |
| Close |
12,090.03 |
12,214.38 |
124.35 |
1.0% |
12,169.88 |
| Range |
201.84 |
178.99 |
-22.85 |
-11.3% |
264.47 |
| ATR |
126.89 |
130.61 |
3.72 |
2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,716.23 |
12,644.30 |
12,312.82 |
|
| R3 |
12,537.24 |
12,465.31 |
12,263.60 |
|
| R2 |
12,358.25 |
12,358.25 |
12,247.19 |
|
| R1 |
12,286.32 |
12,286.32 |
12,230.79 |
12,322.29 |
| PP |
12,179.26 |
12,179.26 |
12,179.26 |
12,197.25 |
| S1 |
12,107.33 |
12,107.33 |
12,197.97 |
12,143.30 |
| S2 |
12,000.27 |
12,000.27 |
12,181.57 |
|
| S3 |
11,821.28 |
11,928.34 |
12,165.16 |
|
| S4 |
11,642.29 |
11,749.35 |
12,115.94 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,950.61 |
12,824.72 |
12,315.34 |
|
| R3 |
12,686.14 |
12,560.25 |
12,242.61 |
|
| R2 |
12,421.67 |
12,421.67 |
12,218.37 |
|
| R1 |
12,295.78 |
12,295.78 |
12,194.12 |
12,358.73 |
| PP |
12,157.20 |
12,157.20 |
12,157.20 |
12,188.68 |
| S1 |
12,031.31 |
12,031.31 |
12,145.64 |
12,094.26 |
| S2 |
11,892.73 |
11,892.73 |
12,121.39 |
|
| S3 |
11,628.26 |
11,766.84 |
12,097.15 |
|
| S4 |
11,363.79 |
11,502.37 |
12,024.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,283.10 |
12,018.63 |
264.47 |
2.2% |
176.85 |
1.4% |
74% |
False |
False |
|
| 10 |
12,283.10 |
11,983.17 |
299.93 |
2.5% |
158.98 |
1.3% |
77% |
False |
False |
|
| 20 |
12,391.29 |
11,983.17 |
408.12 |
3.3% |
125.52 |
1.0% |
57% |
False |
False |
|
| 40 |
12,391.29 |
11,573.87 |
817.42 |
6.7% |
108.05 |
0.9% |
78% |
False |
False |
|
| 60 |
12,391.29 |
11,357.72 |
1,033.57 |
8.5% |
95.48 |
0.8% |
83% |
False |
False |
|
| 80 |
12,391.29 |
10,929.28 |
1,462.01 |
12.0% |
102.84 |
0.8% |
88% |
False |
False |
|
| 100 |
12,391.29 |
10,917.62 |
1,473.67 |
12.1% |
106.88 |
0.9% |
88% |
False |
False |
|
| 120 |
12,391.29 |
10,522.48 |
1,868.81 |
15.3% |
108.99 |
0.9% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,011.91 |
|
2.618 |
12,719.80 |
|
1.618 |
12,540.81 |
|
1.000 |
12,430.19 |
|
0.618 |
12,361.82 |
|
HIGH |
12,251.20 |
|
0.618 |
12,182.83 |
|
0.500 |
12,161.71 |
|
0.382 |
12,140.58 |
|
LOW |
12,072.21 |
|
0.618 |
11,961.59 |
|
1.000 |
11,893.22 |
|
1.618 |
11,782.60 |
|
2.618 |
11,603.61 |
|
4.250 |
11,311.50 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,196.82 |
12,195.08 |
| PP |
12,179.26 |
12,175.78 |
| S1 |
12,161.71 |
12,156.49 |
|