| Trading Metrics calculated at close of trading on 25-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,955.0 |
2,958.0 |
3.0 |
0.1% |
3,003.0 |
| High |
2,960.0 |
2,997.0 |
37.0 |
1.3% |
3,006.0 |
| Low |
2,923.0 |
2,953.0 |
30.0 |
1.0% |
2,923.0 |
| Close |
2,951.0 |
2,983.0 |
32.0 |
1.1% |
2,983.0 |
| Range |
37.0 |
44.0 |
7.0 |
18.9% |
83.0 |
| ATR |
47.7 |
47.6 |
-0.1 |
-0.3% |
0.0 |
| Volume |
1,498,051 |
1,155,224 |
-342,827 |
-22.9% |
6,073,663 |
|
| Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,109.7 |
3,090.3 |
3,007.2 |
|
| R3 |
3,065.7 |
3,046.3 |
2,995.1 |
|
| R2 |
3,021.7 |
3,021.7 |
2,991.1 |
|
| R1 |
3,002.3 |
3,002.3 |
2,987.0 |
3,012.0 |
| PP |
2,977.7 |
2,977.7 |
2,977.7 |
2,982.5 |
| S1 |
2,958.3 |
2,958.3 |
2,979.0 |
2,968.0 |
| S2 |
2,933.7 |
2,933.7 |
2,974.9 |
|
| S3 |
2,889.7 |
2,914.3 |
2,970.9 |
|
| S4 |
2,845.7 |
2,870.3 |
2,958.8 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,219.7 |
3,184.3 |
3,028.7 |
|
| R3 |
3,136.7 |
3,101.3 |
3,005.8 |
|
| R2 |
3,053.7 |
3,053.7 |
2,998.2 |
|
| R1 |
3,018.3 |
3,018.3 |
2,990.6 |
2,994.5 |
| PP |
2,970.7 |
2,970.7 |
2,970.7 |
2,958.8 |
| S1 |
2,935.3 |
2,935.3 |
2,975.4 |
2,911.5 |
| S2 |
2,887.7 |
2,887.7 |
2,967.8 |
|
| S3 |
2,804.7 |
2,852.3 |
2,960.2 |
|
| S4 |
2,721.7 |
2,769.3 |
2,937.4 |
|
|
| 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% |
44.6 |
1.5% |
38% |
False |
False |
1,214,732 |
| 10 |
3,080.0 |
2,923.0 |
157.0 |
5.3% |
42.3 |
1.4% |
38% |
False |
False |
1,157,668 |
| 20 |
3,080.0 |
2,919.0 |
161.0 |
5.4% |
42.5 |
1.4% |
40% |
False |
False |
1,162,283 |
| 40 |
3,080.0 |
2,751.0 |
329.0 |
11.0% |
45.1 |
1.5% |
71% |
False |
False |
1,056,517 |
| 60 |
3,080.0 |
2,631.0 |
449.0 |
15.1% |
43.7 |
1.5% |
78% |
False |
False |
846,675 |
| 80 |
3,080.0 |
2,631.0 |
449.0 |
15.1% |
45.6 |
1.5% |
78% |
False |
False |
640,552 |
| 100 |
3,080.0 |
2,631.0 |
449.0 |
15.1% |
45.0 |
1.5% |
78% |
False |
False |
514,662 |
| 120 |
3,080.0 |
2,631.0 |
449.0 |
15.1% |
45.3 |
1.5% |
78% |
False |
False |
429,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,184.0 |
|
2.618 |
3,112.2 |
|
1.618 |
3,068.2 |
|
1.000 |
3,041.0 |
|
0.618 |
3,024.2 |
|
HIGH |
2,997.0 |
|
0.618 |
2,980.2 |
|
0.500 |
2,975.0 |
|
0.382 |
2,969.8 |
|
LOW |
2,953.0 |
|
0.618 |
2,925.8 |
|
1.000 |
2,909.0 |
|
1.618 |
2,881.8 |
|
2.618 |
2,837.8 |
|
4.250 |
2,766.0 |
|
|
| Fisher Pivots for day following 25-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,980.3 |
2,975.3 |
| PP |
2,977.7 |
2,967.7 |
| S1 |
2,975.0 |
2,960.0 |
|