| Trading Metrics calculated at close of trading on 23-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
3,003.0 |
2,971.0 |
-32.0 |
-1.1% |
3,047.0 |
| High |
3,006.0 |
2,994.0 |
-12.0 |
-0.4% |
3,080.0 |
| Low |
2,956.0 |
2,935.0 |
-21.0 |
-0.7% |
3,010.0 |
| Close |
2,988.0 |
2,959.0 |
-29.0 |
-1.0% |
3,067.0 |
| Range |
50.0 |
59.0 |
9.0 |
18.0% |
70.0 |
| ATR |
47.7 |
48.5 |
0.8 |
1.7% |
0.0 |
| Volume |
1,797,852 |
1,622,536 |
-175,316 |
-9.8% |
4,355,438 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,139.7 |
3,108.3 |
2,991.5 |
|
| R3 |
3,080.7 |
3,049.3 |
2,975.2 |
|
| R2 |
3,021.7 |
3,021.7 |
2,969.8 |
|
| R1 |
2,990.3 |
2,990.3 |
2,964.4 |
2,976.5 |
| PP |
2,962.7 |
2,962.7 |
2,962.7 |
2,955.8 |
| S1 |
2,931.3 |
2,931.3 |
2,953.6 |
2,917.5 |
| S2 |
2,903.7 |
2,903.7 |
2,948.2 |
|
| S3 |
2,844.7 |
2,872.3 |
2,942.8 |
|
| S4 |
2,785.7 |
2,813.3 |
2,926.6 |
|
|
| 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 |
2,935.0 |
145.0 |
4.9% |
42.8 |
1.4% |
17% |
False |
True |
1,166,245 |
| 10 |
3,080.0 |
2,935.0 |
145.0 |
4.9% |
41.6 |
1.4% |
17% |
False |
True |
1,128,966 |
| 20 |
3,080.0 |
2,919.0 |
161.0 |
5.4% |
42.7 |
1.4% |
25% |
False |
False |
1,139,430 |
| 40 |
3,080.0 |
2,751.0 |
329.0 |
11.1% |
45.5 |
1.5% |
63% |
False |
False |
1,003,281 |
| 60 |
3,080.0 |
2,631.0 |
449.0 |
15.2% |
45.0 |
1.5% |
73% |
False |
False |
802,510 |
| 80 |
3,080.0 |
2,631.0 |
449.0 |
15.2% |
46.7 |
1.6% |
73% |
False |
False |
607,774 |
| 100 |
3,080.0 |
2,631.0 |
449.0 |
15.2% |
45.3 |
1.5% |
73% |
False |
False |
488,137 |
| 120 |
3,080.0 |
2,631.0 |
449.0 |
15.2% |
45.1 |
1.5% |
73% |
False |
False |
407,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,244.8 |
|
2.618 |
3,148.5 |
|
1.618 |
3,089.5 |
|
1.000 |
3,053.0 |
|
0.618 |
3,030.5 |
|
HIGH |
2,994.0 |
|
0.618 |
2,971.5 |
|
0.500 |
2,964.5 |
|
0.382 |
2,957.5 |
|
LOW |
2,935.0 |
|
0.618 |
2,898.5 |
|
1.000 |
2,876.0 |
|
1.618 |
2,839.5 |
|
2.618 |
2,780.5 |
|
4.250 |
2,684.3 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,964.5 |
3,007.5 |
| PP |
2,962.7 |
2,991.3 |
| S1 |
2,960.8 |
2,975.2 |
|