| Trading Metrics calculated at close of trading on 23-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,393.50 |
2,322.00 |
-71.50 |
-3.0% |
2,376.25 |
| High |
2,394.00 |
2,334.75 |
-59.25 |
-2.5% |
2,403.00 |
| Low |
2,317.75 |
2,285.00 |
-32.75 |
-1.4% |
2,370.75 |
| Close |
2,321.25 |
2,303.50 |
-17.75 |
-0.8% |
2,395.00 |
| Range |
76.25 |
49.75 |
-26.50 |
-34.8% |
32.25 |
| ATR |
28.98 |
30.46 |
1.48 |
5.1% |
0.00 |
| Volume |
0 |
407,845 |
407,845 |
|
929,776 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,457.00 |
2,430.00 |
2,330.75 |
|
| R3 |
2,407.25 |
2,380.25 |
2,317.25 |
|
| R2 |
2,357.50 |
2,357.50 |
2,312.50 |
|
| R1 |
2,330.50 |
2,330.50 |
2,308.00 |
2,319.00 |
| PP |
2,307.75 |
2,307.75 |
2,307.75 |
2,302.00 |
| S1 |
2,280.75 |
2,280.75 |
2,299.00 |
2,269.50 |
| S2 |
2,258.00 |
2,258.00 |
2,294.50 |
|
| S3 |
2,208.25 |
2,231.00 |
2,289.75 |
|
| S4 |
2,158.50 |
2,181.25 |
2,276.25 |
|
|
| 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 |
2,285.00 |
118.00 |
5.1% |
37.00 |
1.6% |
16% |
False |
True |
204,017 |
| 10 |
2,403.00 |
2,285.00 |
118.00 |
5.1% |
28.50 |
1.2% |
16% |
False |
True |
206,226 |
| 20 |
2,403.00 |
2,248.50 |
154.50 |
6.7% |
30.25 |
1.3% |
36% |
False |
False |
233,944 |
| 40 |
2,403.00 |
2,207.50 |
195.50 |
8.5% |
28.75 |
1.3% |
49% |
False |
False |
214,043 |
| 60 |
2,403.00 |
2,107.75 |
295.25 |
12.8% |
27.75 |
1.2% |
66% |
False |
False |
178,556 |
| 80 |
2,403.00 |
2,082.25 |
320.75 |
13.9% |
28.50 |
1.2% |
69% |
False |
False |
133,978 |
| 100 |
2,403.00 |
1,958.50 |
444.50 |
19.3% |
29.00 |
1.3% |
78% |
False |
False |
107,220 |
| 120 |
2,403.00 |
1,832.25 |
570.75 |
24.8% |
27.75 |
1.2% |
83% |
False |
False |
89,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,546.25 |
|
2.618 |
2,465.00 |
|
1.618 |
2,415.25 |
|
1.000 |
2,384.50 |
|
0.618 |
2,365.50 |
|
HIGH |
2,334.75 |
|
0.618 |
2,315.75 |
|
0.500 |
2,310.00 |
|
0.382 |
2,304.00 |
|
LOW |
2,285.00 |
|
0.618 |
2,254.25 |
|
1.000 |
2,235.25 |
|
1.618 |
2,204.50 |
|
2.618 |
2,154.75 |
|
4.250 |
2,073.50 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,310.00 |
2,342.75 |
| PP |
2,307.75 |
2,329.75 |
| S1 |
2,305.50 |
2,316.50 |
|