| Trading Metrics calculated at close of trading on 18-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,392.00 |
2,393.75 |
1.75 |
0.1% |
2,376.25 |
| High |
2,400.75 |
2,400.50 |
-0.25 |
0.0% |
2,403.00 |
| Low |
2,383.50 |
2,382.00 |
-1.50 |
-0.1% |
2,370.75 |
| Close |
2,393.50 |
2,395.00 |
1.50 |
0.1% |
2,395.00 |
| Range |
17.25 |
18.50 |
1.25 |
7.2% |
32.25 |
| ATR |
25.78 |
25.26 |
-0.52 |
-2.0% |
0.00 |
| Volume |
197,725 |
183,849 |
-13,876 |
-7.0% |
929,776 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,448.00 |
2,440.00 |
2,405.25 |
|
| R3 |
2,429.50 |
2,421.50 |
2,400.00 |
|
| R2 |
2,411.00 |
2,411.00 |
2,398.50 |
|
| R1 |
2,403.00 |
2,403.00 |
2,396.75 |
2,407.00 |
| PP |
2,392.50 |
2,392.50 |
2,392.50 |
2,394.50 |
| S1 |
2,384.50 |
2,384.50 |
2,393.25 |
2,388.50 |
| S2 |
2,374.00 |
2,374.00 |
2,391.50 |
|
| S3 |
2,355.50 |
2,366.00 |
2,390.00 |
|
| S4 |
2,337.00 |
2,347.50 |
2,384.75 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,486.25 |
2,473.00 |
2,412.75 |
|
| R3 |
2,454.00 |
2,440.75 |
2,403.75 |
|
| R2 |
2,421.75 |
2,421.75 |
2,401.00 |
|
| R1 |
2,408.50 |
2,408.50 |
2,398.00 |
2,415.00 |
| PP |
2,389.50 |
2,389.50 |
2,389.50 |
2,393.00 |
| S1 |
2,376.25 |
2,376.25 |
2,392.00 |
2,383.00 |
| S2 |
2,357.25 |
2,357.25 |
2,389.00 |
|
| S3 |
2,325.00 |
2,344.00 |
2,386.25 |
|
| S4 |
2,292.75 |
2,311.75 |
2,377.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,403.00 |
2,370.75 |
32.25 |
1.3% |
17.25 |
0.7% |
75% |
False |
False |
185,955 |
| 10 |
2,403.00 |
2,334.50 |
68.50 |
2.9% |
20.75 |
0.9% |
88% |
False |
False |
208,264 |
| 20 |
2,403.00 |
2,248.50 |
154.50 |
6.5% |
26.75 |
1.1% |
95% |
False |
False |
234,900 |
| 40 |
2,403.00 |
2,207.25 |
195.75 |
8.2% |
26.75 |
1.1% |
96% |
False |
False |
208,243 |
| 60 |
2,403.00 |
2,107.75 |
295.25 |
12.3% |
26.75 |
1.1% |
97% |
False |
False |
171,774 |
| 80 |
2,403.00 |
2,082.25 |
320.75 |
13.4% |
27.50 |
1.1% |
98% |
False |
False |
128,889 |
| 100 |
2,403.00 |
1,958.50 |
444.50 |
18.6% |
28.25 |
1.2% |
98% |
False |
False |
103,149 |
| 120 |
2,403.00 |
1,752.75 |
650.25 |
27.2% |
27.00 |
1.1% |
99% |
False |
False |
85,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,479.00 |
|
2.618 |
2,449.00 |
|
1.618 |
2,430.50 |
|
1.000 |
2,419.00 |
|
0.618 |
2,412.00 |
|
HIGH |
2,400.50 |
|
0.618 |
2,393.50 |
|
0.500 |
2,391.25 |
|
0.382 |
2,389.00 |
|
LOW |
2,382.00 |
|
0.618 |
2,370.50 |
|
1.000 |
2,363.50 |
|
1.618 |
2,352.00 |
|
2.618 |
2,333.50 |
|
4.250 |
2,303.50 |
|
|
| Fisher Pivots for day following 18-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,393.75 |
2,393.75 |
| PP |
2,392.50 |
2,392.50 |
| S1 |
2,391.25 |
2,391.50 |
|