| Trading Metrics calculated at close of trading on 03-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,951.0 |
2,977.0 |
26.0 |
0.9% |
3,003.0 |
| High |
2,976.0 |
3,008.0 |
32.0 |
1.1% |
3,006.0 |
| Low |
2,940.0 |
2,954.0 |
14.0 |
0.5% |
2,923.0 |
| Close |
2,961.0 |
2,966.0 |
5.0 |
0.2% |
2,983.0 |
| Range |
36.0 |
54.0 |
18.0 |
50.0% |
83.0 |
| ATR |
50.9 |
51.1 |
0.2 |
0.4% |
0.0 |
| Volume |
1,465,809 |
0 |
-1,465,809 |
-100.0% |
6,073,663 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,138.0 |
3,106.0 |
2,995.7 |
|
| R3 |
3,084.0 |
3,052.0 |
2,980.9 |
|
| R2 |
3,030.0 |
3,030.0 |
2,975.9 |
|
| R1 |
2,998.0 |
2,998.0 |
2,971.0 |
2,987.0 |
| PP |
2,976.0 |
2,976.0 |
2,976.0 |
2,970.5 |
| S1 |
2,944.0 |
2,944.0 |
2,961.1 |
2,933.0 |
| S2 |
2,922.0 |
2,922.0 |
2,956.1 |
|
| S3 |
2,868.0 |
2,890.0 |
2,951.2 |
|
| S4 |
2,814.0 |
2,836.0 |
2,936.3 |
|
|
| 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 |
3,043.0 |
2,940.0 |
103.0 |
3.5% |
57.0 |
1.9% |
25% |
False |
False |
1,099,547 |
| 10 |
3,080.0 |
2,923.0 |
157.0 |
5.3% |
49.5 |
1.7% |
27% |
False |
False |
1,156,301 |
| 20 |
3,080.0 |
2,923.0 |
157.0 |
5.3% |
43.9 |
1.5% |
27% |
False |
False |
1,129,266 |
| 40 |
3,080.0 |
2,751.0 |
329.0 |
11.1% |
47.0 |
1.6% |
65% |
False |
False |
1,107,360 |
| 60 |
3,080.0 |
2,751.0 |
329.0 |
11.1% |
43.6 |
1.5% |
65% |
False |
False |
913,368 |
| 80 |
3,080.0 |
2,631.0 |
449.0 |
15.1% |
46.5 |
1.6% |
75% |
False |
False |
694,807 |
| 100 |
3,080.0 |
2,631.0 |
449.0 |
15.1% |
45.6 |
1.5% |
75% |
False |
False |
558,082 |
| 120 |
3,080.0 |
2,631.0 |
449.0 |
15.1% |
46.2 |
1.6% |
75% |
False |
False |
465,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,237.5 |
|
2.618 |
3,149.4 |
|
1.618 |
3,095.4 |
|
1.000 |
3,062.0 |
|
0.618 |
3,041.4 |
|
HIGH |
3,008.0 |
|
0.618 |
2,987.4 |
|
0.500 |
2,981.0 |
|
0.382 |
2,974.6 |
|
LOW |
2,954.0 |
|
0.618 |
2,920.6 |
|
1.000 |
2,900.0 |
|
1.618 |
2,866.6 |
|
2.618 |
2,812.6 |
|
4.250 |
2,724.5 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,981.0 |
2,991.5 |
| PP |
2,976.0 |
2,983.0 |
| S1 |
2,971.0 |
2,974.5 |
|