| Trading Metrics calculated at close of trading on 02-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
3,034.0 |
2,951.0 |
-83.0 |
-2.7% |
3,003.0 |
| High |
3,043.0 |
2,976.0 |
-67.0 |
-2.2% |
3,006.0 |
| Low |
2,957.0 |
2,940.0 |
-17.0 |
-0.6% |
2,923.0 |
| Close |
2,983.0 |
2,961.0 |
-22.0 |
-0.7% |
2,983.0 |
| Range |
86.0 |
36.0 |
-50.0 |
-58.1% |
83.0 |
| ATR |
51.5 |
50.9 |
-0.6 |
-1.2% |
0.0 |
| Volume |
1,646,565 |
1,465,809 |
-180,756 |
-11.0% |
6,073,663 |
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,067.0 |
3,050.0 |
2,980.8 |
|
| R3 |
3,031.0 |
3,014.0 |
2,970.9 |
|
| R2 |
2,995.0 |
2,995.0 |
2,967.6 |
|
| R1 |
2,978.0 |
2,978.0 |
2,964.3 |
2,986.5 |
| PP |
2,959.0 |
2,959.0 |
2,959.0 |
2,963.3 |
| S1 |
2,942.0 |
2,942.0 |
2,957.7 |
2,950.5 |
| S2 |
2,923.0 |
2,923.0 |
2,954.4 |
|
| S3 |
2,887.0 |
2,906.0 |
2,951.1 |
|
| S4 |
2,851.0 |
2,870.0 |
2,941.2 |
|
|
| 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 |
4.1% |
53.6 |
1.8% |
32% |
False |
False |
1,399,157 |
| 10 |
3,080.0 |
2,923.0 |
157.0 |
5.3% |
48.2 |
1.6% |
24% |
False |
False |
1,282,701 |
| 20 |
3,080.0 |
2,923.0 |
157.0 |
5.3% |
42.6 |
1.4% |
24% |
False |
False |
1,183,178 |
| 40 |
3,080.0 |
2,751.0 |
329.0 |
11.1% |
46.7 |
1.6% |
64% |
False |
False |
1,129,376 |
| 60 |
3,080.0 |
2,751.0 |
329.0 |
11.1% |
43.3 |
1.5% |
64% |
False |
False |
913,596 |
| 80 |
3,080.0 |
2,631.0 |
449.0 |
15.2% |
46.3 |
1.6% |
73% |
False |
False |
694,812 |
| 100 |
3,080.0 |
2,631.0 |
449.0 |
15.2% |
45.3 |
1.5% |
73% |
False |
False |
558,084 |
| 120 |
3,080.0 |
2,631.0 |
449.0 |
15.2% |
45.8 |
1.5% |
73% |
False |
False |
465,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,129.0 |
|
2.618 |
3,070.2 |
|
1.618 |
3,034.2 |
|
1.000 |
3,012.0 |
|
0.618 |
2,998.2 |
|
HIGH |
2,976.0 |
|
0.618 |
2,962.2 |
|
0.500 |
2,958.0 |
|
0.382 |
2,953.8 |
|
LOW |
2,940.0 |
|
0.618 |
2,917.8 |
|
1.000 |
2,904.0 |
|
1.618 |
2,881.8 |
|
2.618 |
2,845.8 |
|
4.250 |
2,787.0 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,960.0 |
2,991.5 |
| PP |
2,959.0 |
2,981.3 |
| S1 |
2,958.0 |
2,971.2 |
|