| Trading Metrics calculated at close of trading on 25-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,302.75 |
2,310.00 |
7.25 |
0.3% |
2,393.50 |
| High |
2,321.00 |
2,350.25 |
29.25 |
1.3% |
2,394.00 |
| Low |
2,280.25 |
2,305.50 |
25.25 |
1.1% |
2,280.25 |
| Close |
2,308.25 |
2,345.75 |
37.50 |
1.6% |
2,345.75 |
| Range |
40.75 |
44.75 |
4.00 |
9.8% |
113.75 |
| ATR |
31.20 |
32.16 |
0.97 |
3.1% |
0.00 |
| Volume |
362,545 |
244,697 |
-117,848 |
-32.5% |
1,015,087 |
|
| Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,468.00 |
2,451.75 |
2,370.25 |
|
| R3 |
2,423.25 |
2,407.00 |
2,358.00 |
|
| R2 |
2,378.50 |
2,378.50 |
2,354.00 |
|
| R1 |
2,362.25 |
2,362.25 |
2,349.75 |
2,370.50 |
| PP |
2,333.75 |
2,333.75 |
2,333.75 |
2,338.00 |
| S1 |
2,317.50 |
2,317.50 |
2,341.75 |
2,325.50 |
| S2 |
2,289.00 |
2,289.00 |
2,337.50 |
|
| S3 |
2,244.25 |
2,272.75 |
2,333.50 |
|
| S4 |
2,199.50 |
2,228.00 |
2,321.25 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,681.25 |
2,627.25 |
2,408.25 |
|
| R3 |
2,567.50 |
2,513.50 |
2,377.00 |
|
| R2 |
2,453.75 |
2,453.75 |
2,366.50 |
|
| R1 |
2,399.75 |
2,399.75 |
2,356.25 |
2,370.00 |
| PP |
2,340.00 |
2,340.00 |
2,340.00 |
2,325.00 |
| S1 |
2,286.00 |
2,286.00 |
2,335.25 |
2,256.00 |
| S2 |
2,226.25 |
2,226.25 |
2,325.00 |
|
| S3 |
2,112.50 |
2,172.25 |
2,314.50 |
|
| S4 |
1,998.75 |
2,058.50 |
2,283.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,400.50 |
2,280.25 |
120.25 |
5.1% |
46.00 |
2.0% |
54% |
False |
False |
239,787 |
| 10 |
2,403.00 |
2,280.25 |
122.75 |
5.2% |
33.00 |
1.4% |
53% |
False |
False |
213,674 |
| 20 |
2,403.00 |
2,248.50 |
154.50 |
6.6% |
32.25 |
1.4% |
63% |
False |
False |
241,267 |
| 40 |
2,403.00 |
2,207.50 |
195.50 |
8.3% |
30.25 |
1.3% |
71% |
False |
False |
225,602 |
| 60 |
2,403.00 |
2,109.75 |
293.25 |
12.5% |
27.75 |
1.2% |
80% |
False |
False |
188,660 |
| 80 |
2,403.00 |
2,082.25 |
320.75 |
13.7% |
29.00 |
1.2% |
82% |
False |
False |
141,563 |
| 100 |
2,403.00 |
1,972.50 |
430.50 |
18.4% |
29.25 |
1.2% |
87% |
False |
False |
113,290 |
| 120 |
2,403.00 |
1,851.00 |
552.00 |
23.5% |
28.50 |
1.2% |
90% |
False |
False |
94,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,540.50 |
|
2.618 |
2,467.50 |
|
1.618 |
2,422.75 |
|
1.000 |
2,395.00 |
|
0.618 |
2,378.00 |
|
HIGH |
2,350.25 |
|
0.618 |
2,333.25 |
|
0.500 |
2,328.00 |
|
0.382 |
2,322.50 |
|
LOW |
2,305.50 |
|
0.618 |
2,277.75 |
|
1.000 |
2,260.75 |
|
1.618 |
2,233.00 |
|
2.618 |
2,188.25 |
|
4.250 |
2,115.25 |
|
|
| Fisher Pivots for day following 25-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,339.75 |
2,335.50 |
| PP |
2,333.75 |
2,325.50 |
| S1 |
2,328.00 |
2,315.25 |
|