| Trading Metrics calculated at close of trading on 18-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
3,061.0 |
3,072.0 |
11.0 |
0.4% |
3,047.0 |
| High |
3,074.0 |
3,080.0 |
6.0 |
0.2% |
3,080.0 |
| Low |
3,043.0 |
3,047.0 |
4.0 |
0.1% |
3,010.0 |
| Close |
3,065.0 |
3,067.0 |
2.0 |
0.1% |
3,067.0 |
| Range |
31.0 |
33.0 |
2.0 |
6.5% |
70.0 |
| ATR |
43.6 |
42.8 |
-0.8 |
-1.7% |
0.0 |
| Volume |
1,146,844 |
0 |
-1,146,844 |
-100.0% |
4,355,438 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,163.7 |
3,148.3 |
3,085.2 |
|
| R3 |
3,130.7 |
3,115.3 |
3,076.1 |
|
| R2 |
3,097.7 |
3,097.7 |
3,073.1 |
|
| R1 |
3,082.3 |
3,082.3 |
3,070.0 |
3,073.5 |
| PP |
3,064.7 |
3,064.7 |
3,064.7 |
3,060.3 |
| S1 |
3,049.3 |
3,049.3 |
3,064.0 |
3,040.5 |
| S2 |
3,031.7 |
3,031.7 |
3,061.0 |
|
| S3 |
2,998.7 |
3,016.3 |
3,057.9 |
|
| S4 |
2,965.7 |
2,983.3 |
3,048.9 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,262.3 |
3,234.7 |
3,105.5 |
|
| R3 |
3,192.3 |
3,164.7 |
3,086.3 |
|
| R2 |
3,122.3 |
3,122.3 |
3,079.8 |
|
| R1 |
3,094.7 |
3,094.7 |
3,073.4 |
3,108.5 |
| PP |
3,052.3 |
3,052.3 |
3,052.3 |
3,059.3 |
| S1 |
3,024.7 |
3,024.7 |
3,060.6 |
3,038.5 |
| S2 |
2,982.3 |
2,982.3 |
3,054.2 |
|
| S3 |
2,912.3 |
2,954.7 |
3,047.8 |
|
| S4 |
2,842.3 |
2,884.7 |
3,028.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,080.0 |
3,010.0 |
70.0 |
2.3% |
35.4 |
1.2% |
81% |
True |
False |
871,087 |
| 10 |
3,080.0 |
2,987.0 |
93.0 |
3.0% |
38.0 |
1.2% |
86% |
True |
False |
999,452 |
| 20 |
3,080.0 |
2,919.0 |
161.0 |
5.2% |
41.7 |
1.4% |
92% |
True |
False |
1,074,195 |
| 40 |
3,080.0 |
2,751.0 |
329.0 |
10.7% |
43.8 |
1.4% |
96% |
True |
False |
937,254 |
| 60 |
3,080.0 |
2,631.0 |
449.0 |
14.6% |
44.4 |
1.4% |
97% |
True |
False |
745,631 |
| 80 |
3,080.0 |
2,631.0 |
449.0 |
14.6% |
46.1 |
1.5% |
97% |
True |
False |
566,248 |
| 100 |
3,080.0 |
2,631.0 |
449.0 |
14.6% |
45.5 |
1.5% |
97% |
True |
False |
453,970 |
| 120 |
3,080.0 |
2,595.0 |
485.0 |
15.8% |
45.4 |
1.5% |
97% |
True |
False |
379,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,220.3 |
|
2.618 |
3,166.4 |
|
1.618 |
3,133.4 |
|
1.000 |
3,113.0 |
|
0.618 |
3,100.4 |
|
HIGH |
3,080.0 |
|
0.618 |
3,067.4 |
|
0.500 |
3,063.5 |
|
0.382 |
3,059.6 |
|
LOW |
3,047.0 |
|
0.618 |
3,026.6 |
|
1.000 |
3,014.0 |
|
1.618 |
2,993.6 |
|
2.618 |
2,960.6 |
|
4.250 |
2,906.8 |
|
|
| Fisher Pivots for day following 18-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3,065.8 |
3,064.0 |
| PP |
3,064.7 |
3,061.0 |
| S1 |
3,063.5 |
3,058.0 |
|