| Trading Metrics calculated at close of trading on 24-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,971.0 |
2,955.0 |
-16.0 |
-0.5% |
3,047.0 |
| High |
2,994.0 |
2,960.0 |
-34.0 |
-1.1% |
3,080.0 |
| Low |
2,935.0 |
2,923.0 |
-12.0 |
-0.4% |
3,010.0 |
| Close |
2,959.0 |
2,951.0 |
-8.0 |
-0.3% |
3,067.0 |
| Range |
59.0 |
37.0 |
-22.0 |
-37.3% |
70.0 |
| ATR |
48.5 |
47.7 |
-0.8 |
-1.7% |
0.0 |
| Volume |
1,622,536 |
1,498,051 |
-124,485 |
-7.7% |
4,355,438 |
|
| Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,055.7 |
3,040.3 |
2,971.4 |
|
| R3 |
3,018.7 |
3,003.3 |
2,961.2 |
|
| R2 |
2,981.7 |
2,981.7 |
2,957.8 |
|
| R1 |
2,966.3 |
2,966.3 |
2,954.4 |
2,955.5 |
| PP |
2,944.7 |
2,944.7 |
2,944.7 |
2,939.3 |
| S1 |
2,929.3 |
2,929.3 |
2,947.6 |
2,918.5 |
| S2 |
2,907.7 |
2,907.7 |
2,944.2 |
|
| S3 |
2,870.7 |
2,892.3 |
2,940.8 |
|
| S4 |
2,833.7 |
2,855.3 |
2,930.7 |
|
|
| 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 |
2,923.0 |
157.0 |
5.3% |
42.0 |
1.4% |
18% |
False |
True |
1,213,056 |
| 10 |
3,080.0 |
2,923.0 |
157.0 |
5.3% |
42.5 |
1.4% |
18% |
False |
True |
1,176,154 |
| 20 |
3,080.0 |
2,919.0 |
161.0 |
5.5% |
43.1 |
1.5% |
20% |
False |
False |
1,167,877 |
| 40 |
3,080.0 |
2,751.0 |
329.0 |
11.1% |
44.6 |
1.5% |
61% |
False |
False |
1,032,659 |
| 60 |
3,080.0 |
2,631.0 |
449.0 |
15.2% |
45.0 |
1.5% |
71% |
False |
False |
827,457 |
| 80 |
3,080.0 |
2,631.0 |
449.0 |
15.2% |
45.9 |
1.6% |
71% |
False |
False |
626,113 |
| 100 |
3,080.0 |
2,631.0 |
449.0 |
15.2% |
45.1 |
1.5% |
71% |
False |
False |
503,113 |
| 120 |
3,080.0 |
2,631.0 |
449.0 |
15.2% |
45.0 |
1.5% |
71% |
False |
False |
420,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,117.3 |
|
2.618 |
3,056.9 |
|
1.618 |
3,019.9 |
|
1.000 |
2,997.0 |
|
0.618 |
2,982.9 |
|
HIGH |
2,960.0 |
|
0.618 |
2,945.9 |
|
0.500 |
2,941.5 |
|
0.382 |
2,937.1 |
|
LOW |
2,923.0 |
|
0.618 |
2,900.1 |
|
1.000 |
2,886.0 |
|
1.618 |
2,863.1 |
|
2.618 |
2,826.1 |
|
4.250 |
2,765.8 |
|
|
| Fisher Pivots for day following 24-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,947.8 |
2,964.5 |
| PP |
2,944.7 |
2,960.0 |
| S1 |
2,941.5 |
2,955.5 |
|