| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
3,072.0 |
3,003.0 |
-69.0 |
-2.2% |
3,047.0 |
| High |
3,080.0 |
3,006.0 |
-74.0 |
-2.4% |
3,080.0 |
| Low |
3,047.0 |
2,956.0 |
-91.0 |
-3.0% |
3,010.0 |
| Close |
3,067.0 |
2,988.0 |
-79.0 |
-2.6% |
3,067.0 |
| Range |
33.0 |
50.0 |
17.0 |
51.5% |
70.0 |
| ATR |
42.8 |
47.7 |
4.9 |
11.4% |
0.0 |
| Volume |
0 |
1,797,852 |
1,797,852 |
|
4,355,438 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,133.3 |
3,110.7 |
3,015.5 |
|
| R3 |
3,083.3 |
3,060.7 |
3,001.8 |
|
| R2 |
3,033.3 |
3,033.3 |
2,997.2 |
|
| R1 |
3,010.7 |
3,010.7 |
2,992.6 |
2,997.0 |
| PP |
2,983.3 |
2,983.3 |
2,983.3 |
2,976.5 |
| S1 |
2,960.7 |
2,960.7 |
2,983.4 |
2,947.0 |
| S2 |
2,933.3 |
2,933.3 |
2,978.8 |
|
| S3 |
2,883.3 |
2,910.7 |
2,974.3 |
|
| S4 |
2,833.3 |
2,860.7 |
2,960.5 |
|
|
| 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 |
2,956.0 |
124.0 |
4.1% |
37.4 |
1.3% |
26% |
False |
True |
1,044,856 |
| 10 |
3,080.0 |
2,956.0 |
124.0 |
4.1% |
38.9 |
1.3% |
26% |
False |
True |
1,069,798 |
| 20 |
3,080.0 |
2,919.0 |
161.0 |
5.4% |
42.1 |
1.4% |
43% |
False |
False |
1,114,196 |
| 40 |
3,080.0 |
2,751.0 |
329.0 |
11.0% |
44.7 |
1.5% |
72% |
False |
False |
971,066 |
| 60 |
3,080.0 |
2,631.0 |
449.0 |
15.0% |
44.4 |
1.5% |
80% |
False |
False |
775,483 |
| 80 |
3,080.0 |
2,631.0 |
449.0 |
15.0% |
46.3 |
1.5% |
80% |
False |
False |
587,837 |
| 100 |
3,080.0 |
2,631.0 |
449.0 |
15.0% |
45.4 |
1.5% |
80% |
False |
False |
471,943 |
| 120 |
3,080.0 |
2,631.0 |
449.0 |
15.0% |
44.9 |
1.5% |
80% |
False |
False |
394,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,218.5 |
|
2.618 |
3,136.9 |
|
1.618 |
3,086.9 |
|
1.000 |
3,056.0 |
|
0.618 |
3,036.9 |
|
HIGH |
3,006.0 |
|
0.618 |
2,986.9 |
|
0.500 |
2,981.0 |
|
0.382 |
2,975.1 |
|
LOW |
2,956.0 |
|
0.618 |
2,925.1 |
|
1.000 |
2,906.0 |
|
1.618 |
2,875.1 |
|
2.618 |
2,825.1 |
|
4.250 |
2,743.5 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,985.7 |
3,018.0 |
| PP |
2,983.3 |
3,008.0 |
| S1 |
2,981.0 |
2,998.0 |
|