| 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 |
1,302.50 |
1,318.25 |
15.75 |
1.2% |
1,342.25 |
| High |
1,320.00 |
1,329.00 |
9.00 |
0.7% |
1,342.50 |
| Low |
1,301.50 |
1,313.00 |
11.50 |
0.9% |
1,292.50 |
| Close |
1,318.75 |
1,326.00 |
7.25 |
0.5% |
1,318.75 |
| Range |
18.50 |
16.00 |
-2.50 |
-13.5% |
50.00 |
| ATR |
14.92 |
15.00 |
0.08 |
0.5% |
0.00 |
| Volume |
1,824,171 |
1,928,682 |
104,511 |
5.7% |
7,788,540 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,370.75 |
1,364.25 |
1,334.75 |
|
| R3 |
1,354.75 |
1,348.25 |
1,330.50 |
|
| R2 |
1,338.75 |
1,338.75 |
1,329.00 |
|
| R1 |
1,332.25 |
1,332.25 |
1,327.50 |
1,335.50 |
| PP |
1,322.75 |
1,322.75 |
1,322.75 |
1,324.25 |
| S1 |
1,316.25 |
1,316.25 |
1,324.50 |
1,319.50 |
| S2 |
1,306.75 |
1,306.75 |
1,323.00 |
|
| S3 |
1,290.75 |
1,300.25 |
1,321.50 |
|
| S4 |
1,274.75 |
1,284.25 |
1,317.25 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,468.00 |
1,443.25 |
1,346.25 |
|
| R3 |
1,418.00 |
1,393.25 |
1,332.50 |
|
| R2 |
1,368.00 |
1,368.00 |
1,328.00 |
|
| R1 |
1,343.25 |
1,343.25 |
1,323.25 |
1,330.50 |
| PP |
1,318.00 |
1,318.00 |
1,318.00 |
1,311.50 |
| S1 |
1,293.25 |
1,293.25 |
1,314.25 |
1,280.50 |
| S2 |
1,268.00 |
1,268.00 |
1,309.50 |
|
| S3 |
1,218.00 |
1,243.25 |
1,305.00 |
|
| S4 |
1,168.00 |
1,193.25 |
1,291.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,342.50 |
1,292.50 |
50.00 |
3.8% |
21.50 |
1.6% |
67% |
False |
False |
1,943,444 |
| 10 |
1,343.00 |
1,292.50 |
50.50 |
3.8% |
15.25 |
1.1% |
66% |
False |
False |
1,732,157 |
| 20 |
1,343.00 |
1,262.25 |
80.75 |
6.1% |
14.75 |
1.1% |
79% |
False |
False |
1,761,920 |
| 40 |
1,343.00 |
1,249.50 |
93.50 |
7.1% |
14.25 |
1.1% |
82% |
False |
False |
1,797,498 |
| 60 |
1,343.00 |
1,197.00 |
146.00 |
11.0% |
13.00 |
1.0% |
88% |
False |
False |
1,495,579 |
| 80 |
1,343.00 |
1,165.75 |
177.25 |
13.4% |
14.00 |
1.1% |
90% |
False |
False |
1,123,014 |
| 100 |
1,343.00 |
1,140.50 |
202.50 |
15.3% |
14.25 |
1.1% |
92% |
False |
False |
898,680 |
| 120 |
1,343.00 |
1,077.00 |
266.00 |
20.1% |
14.25 |
1.1% |
94% |
False |
False |
749,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,397.00 |
|
2.618 |
1,371.00 |
|
1.618 |
1,355.00 |
|
1.000 |
1,345.00 |
|
0.618 |
1,339.00 |
|
HIGH |
1,329.00 |
|
0.618 |
1,323.00 |
|
0.500 |
1,321.00 |
|
0.382 |
1,319.00 |
|
LOW |
1,313.00 |
|
0.618 |
1,303.00 |
|
1.000 |
1,297.00 |
|
1.618 |
1,287.00 |
|
2.618 |
1,271.00 |
|
4.250 |
1,245.00 |
|
|
| Fisher Pivots for day following 28-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,324.25 |
1,321.00 |
| PP |
1,322.75 |
1,315.75 |
| S1 |
1,321.00 |
1,310.75 |
|