| Trading Metrics calculated at close of trading on 01-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,983.0 |
3,034.0 |
51.0 |
1.7% |
3,003.0 |
| High |
3,032.0 |
3,043.0 |
11.0 |
0.4% |
3,006.0 |
| Low |
2,967.0 |
2,957.0 |
-10.0 |
-0.3% |
2,923.0 |
| Close |
3,013.0 |
2,983.0 |
-30.0 |
-1.0% |
2,983.0 |
| Range |
65.0 |
86.0 |
21.0 |
32.3% |
83.0 |
| ATR |
48.8 |
51.5 |
2.7 |
5.4% |
0.0 |
| Volume |
1,230,137 |
1,646,565 |
416,428 |
33.9% |
6,073,663 |
|
| Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,252.3 |
3,203.7 |
3,030.3 |
|
| R3 |
3,166.3 |
3,117.7 |
3,006.7 |
|
| R2 |
3,080.3 |
3,080.3 |
2,998.8 |
|
| R1 |
3,031.7 |
3,031.7 |
2,990.9 |
3,013.0 |
| PP |
2,994.3 |
2,994.3 |
2,994.3 |
2,985.0 |
| S1 |
2,945.7 |
2,945.7 |
2,975.1 |
2,927.0 |
| S2 |
2,908.3 |
2,908.3 |
2,967.2 |
|
| S3 |
2,822.3 |
2,859.7 |
2,959.4 |
|
| S4 |
2,736.3 |
2,773.7 |
2,935.7 |
|
|
| 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 |
3,043.0 |
2,923.0 |
120.0 |
4.0% |
58.2 |
2.0% |
50% |
True |
False |
1,430,502 |
| 10 |
3,080.0 |
2,923.0 |
157.0 |
5.3% |
47.8 |
1.6% |
38% |
False |
False |
1,237,679 |
| 20 |
3,080.0 |
2,923.0 |
157.0 |
5.3% |
43.7 |
1.5% |
38% |
False |
False |
1,169,287 |
| 40 |
3,080.0 |
2,751.0 |
329.0 |
11.0% |
46.8 |
1.6% |
71% |
False |
False |
1,109,160 |
| 60 |
3,080.0 |
2,701.0 |
379.0 |
12.7% |
44.2 |
1.5% |
74% |
False |
False |
889,695 |
| 80 |
3,080.0 |
2,631.0 |
449.0 |
15.1% |
46.3 |
1.6% |
78% |
False |
False |
676,494 |
| 100 |
3,080.0 |
2,631.0 |
449.0 |
15.1% |
45.4 |
1.5% |
78% |
False |
False |
543,427 |
| 120 |
3,080.0 |
2,631.0 |
449.0 |
15.1% |
46.0 |
1.5% |
78% |
False |
False |
453,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,408.5 |
|
2.618 |
3,268.1 |
|
1.618 |
3,182.1 |
|
1.000 |
3,129.0 |
|
0.618 |
3,096.1 |
|
HIGH |
3,043.0 |
|
0.618 |
3,010.1 |
|
0.500 |
3,000.0 |
|
0.382 |
2,989.9 |
|
LOW |
2,957.0 |
|
0.618 |
2,903.9 |
|
1.000 |
2,871.0 |
|
1.618 |
2,817.9 |
|
2.618 |
2,731.9 |
|
4.250 |
2,591.5 |
|
|
| Fisher Pivots for day following 01-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3,000.0 |
2,998.0 |
| PP |
2,994.3 |
2,993.0 |
| S1 |
2,988.7 |
2,988.0 |
|