| Trading Metrics calculated at close of trading on 28-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,958.0 |
2,983.0 |
25.0 |
0.8% |
3,003.0 |
| High |
2,997.0 |
3,032.0 |
35.0 |
1.2% |
3,006.0 |
| Low |
2,953.0 |
2,967.0 |
14.0 |
0.5% |
2,923.0 |
| Close |
2,983.0 |
3,013.0 |
30.0 |
1.0% |
2,983.0 |
| Range |
44.0 |
65.0 |
21.0 |
47.7% |
83.0 |
| ATR |
47.6 |
48.8 |
1.2 |
2.6% |
0.0 |
| Volume |
1,155,224 |
1,230,137 |
74,913 |
6.5% |
6,073,663 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,199.0 |
3,171.0 |
3,048.8 |
|
| R3 |
3,134.0 |
3,106.0 |
3,030.9 |
|
| R2 |
3,069.0 |
3,069.0 |
3,024.9 |
|
| R1 |
3,041.0 |
3,041.0 |
3,019.0 |
3,055.0 |
| PP |
3,004.0 |
3,004.0 |
3,004.0 |
3,011.0 |
| S1 |
2,976.0 |
2,976.0 |
3,007.0 |
2,990.0 |
| S2 |
2,939.0 |
2,939.0 |
3,001.1 |
|
| S3 |
2,874.0 |
2,911.0 |
2,995.1 |
|
| S4 |
2,809.0 |
2,846.0 |
2,977.3 |
|
|
| 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 |
3,032.0 |
2,923.0 |
109.0 |
3.6% |
51.0 |
1.7% |
83% |
True |
False |
1,460,760 |
| 10 |
3,080.0 |
2,923.0 |
157.0 |
5.2% |
43.2 |
1.4% |
57% |
False |
False |
1,165,923 |
| 20 |
3,080.0 |
2,919.0 |
161.0 |
5.3% |
42.1 |
1.4% |
58% |
False |
False |
1,151,475 |
| 40 |
3,080.0 |
2,751.0 |
329.0 |
10.9% |
46.2 |
1.5% |
80% |
False |
False |
1,078,991 |
| 60 |
3,080.0 |
2,659.0 |
421.0 |
14.0% |
44.0 |
1.5% |
84% |
False |
False |
862,413 |
| 80 |
3,080.0 |
2,631.0 |
449.0 |
14.9% |
45.9 |
1.5% |
85% |
False |
False |
655,925 |
| 100 |
3,080.0 |
2,631.0 |
449.0 |
14.9% |
44.8 |
1.5% |
85% |
False |
False |
526,962 |
| 120 |
3,080.0 |
2,631.0 |
449.0 |
14.9% |
45.7 |
1.5% |
85% |
False |
False |
440,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,308.3 |
|
2.618 |
3,202.2 |
|
1.618 |
3,137.2 |
|
1.000 |
3,097.0 |
|
0.618 |
3,072.2 |
|
HIGH |
3,032.0 |
|
0.618 |
3,007.2 |
|
0.500 |
2,999.5 |
|
0.382 |
2,991.8 |
|
LOW |
2,967.0 |
|
0.618 |
2,926.8 |
|
1.000 |
2,902.0 |
|
1.618 |
2,861.8 |
|
2.618 |
2,796.8 |
|
4.250 |
2,690.8 |
|
|
| Fisher Pivots for day following 28-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3,008.5 |
3,001.2 |
| PP |
3,004.0 |
2,989.3 |
| S1 |
2,999.5 |
2,977.5 |
|