| Trading Metrics calculated at close of trading on 02-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,351.00 |
2,311.25 |
-39.75 |
-1.7% |
2,393.50 |
| High |
2,371.75 |
2,341.00 |
-30.75 |
-1.3% |
2,394.00 |
| Low |
2,307.50 |
2,301.75 |
-5.75 |
-0.2% |
2,280.25 |
| Close |
2,311.50 |
2,323.25 |
11.75 |
0.5% |
2,345.75 |
| Range |
64.25 |
39.25 |
-25.00 |
-38.9% |
113.75 |
| ATR |
34.20 |
34.56 |
0.36 |
1.1% |
0.00 |
| Volume |
346,012 |
335,530 |
-10,482 |
-3.0% |
1,015,087 |
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,439.75 |
2,420.75 |
2,344.75 |
|
| R3 |
2,400.50 |
2,381.50 |
2,334.00 |
|
| R2 |
2,361.25 |
2,361.25 |
2,330.50 |
|
| R1 |
2,342.25 |
2,342.25 |
2,326.75 |
2,351.75 |
| PP |
2,322.00 |
2,322.00 |
2,322.00 |
2,326.75 |
| S1 |
2,303.00 |
2,303.00 |
2,319.75 |
2,312.50 |
| S2 |
2,282.75 |
2,282.75 |
2,316.00 |
|
| S3 |
2,243.50 |
2,263.75 |
2,312.50 |
|
| S4 |
2,204.25 |
2,224.50 |
2,301.75 |
|
|
| 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 |
2,371.75 |
2,280.25 |
91.50 |
3.9% |
43.50 |
1.9% |
47% |
False |
False |
304,263 |
| 10 |
2,403.00 |
2,280.25 |
122.75 |
5.3% |
40.25 |
1.7% |
35% |
False |
False |
254,140 |
| 20 |
2,403.00 |
2,280.25 |
122.75 |
5.3% |
31.00 |
1.3% |
35% |
False |
False |
234,364 |
| 40 |
2,403.00 |
2,229.50 |
173.50 |
7.5% |
31.50 |
1.4% |
54% |
False |
False |
236,885 |
| 60 |
2,403.00 |
2,176.00 |
227.00 |
9.8% |
28.00 |
1.2% |
65% |
False |
False |
203,819 |
| 80 |
2,403.00 |
2,082.25 |
320.75 |
13.8% |
29.50 |
1.3% |
75% |
False |
False |
152,980 |
| 100 |
2,403.00 |
1,983.25 |
419.75 |
18.1% |
29.50 |
1.3% |
81% |
False |
False |
122,428 |
| 120 |
2,403.00 |
1,882.00 |
521.00 |
22.4% |
29.25 |
1.3% |
85% |
False |
False |
102,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,507.75 |
|
2.618 |
2,443.75 |
|
1.618 |
2,404.50 |
|
1.000 |
2,380.25 |
|
0.618 |
2,365.25 |
|
HIGH |
2,341.00 |
|
0.618 |
2,326.00 |
|
0.500 |
2,321.50 |
|
0.382 |
2,316.75 |
|
LOW |
2,301.75 |
|
0.618 |
2,277.50 |
|
1.000 |
2,262.50 |
|
1.618 |
2,238.25 |
|
2.618 |
2,199.00 |
|
4.250 |
2,135.00 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,322.50 |
2,336.75 |
| PP |
2,322.00 |
2,332.25 |
| S1 |
2,321.50 |
2,327.75 |
|