| Trading Metrics calculated at close of trading on 03-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,311.25 |
2,322.00 |
10.75 |
0.5% |
2,393.50 |
| High |
2,341.00 |
2,376.00 |
35.00 |
1.5% |
2,394.00 |
| Low |
2,301.75 |
2,321.25 |
19.50 |
0.8% |
2,280.25 |
| Close |
2,323.25 |
2,371.75 |
48.50 |
2.1% |
2,345.75 |
| Range |
39.25 |
54.75 |
15.50 |
39.5% |
113.75 |
| ATR |
34.56 |
36.00 |
1.44 |
4.2% |
0.00 |
| Volume |
335,530 |
288,788 |
-46,742 |
-13.9% |
1,015,087 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,520.50 |
2,501.00 |
2,401.75 |
|
| R3 |
2,465.75 |
2,446.25 |
2,386.75 |
|
| R2 |
2,411.00 |
2,411.00 |
2,381.75 |
|
| R1 |
2,391.50 |
2,391.50 |
2,376.75 |
2,401.25 |
| PP |
2,356.25 |
2,356.25 |
2,356.25 |
2,361.25 |
| S1 |
2,336.75 |
2,336.75 |
2,366.75 |
2,346.50 |
| S2 |
2,301.50 |
2,301.50 |
2,361.75 |
|
| S3 |
2,246.75 |
2,282.00 |
2,356.75 |
|
| S4 |
2,192.00 |
2,227.25 |
2,341.75 |
|
|
| 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 |
2,376.00 |
2,301.75 |
74.25 |
3.1% |
46.25 |
2.0% |
94% |
True |
False |
289,512 |
| 10 |
2,400.75 |
2,280.25 |
120.50 |
5.1% |
43.50 |
1.8% |
76% |
False |
False |
259,952 |
| 20 |
2,403.00 |
2,280.25 |
122.75 |
5.2% |
33.00 |
1.4% |
75% |
False |
False |
239,138 |
| 40 |
2,403.00 |
2,229.50 |
173.50 |
7.3% |
32.25 |
1.4% |
82% |
False |
False |
238,695 |
| 60 |
2,403.00 |
2,178.50 |
224.50 |
9.5% |
28.50 |
1.2% |
86% |
False |
False |
208,612 |
| 80 |
2,403.00 |
2,082.25 |
320.75 |
13.5% |
30.00 |
1.3% |
90% |
False |
False |
156,585 |
| 100 |
2,403.00 |
2,001.75 |
401.25 |
16.9% |
29.50 |
1.2% |
92% |
False |
False |
125,315 |
| 120 |
2,403.00 |
1,892.00 |
511.00 |
21.5% |
29.50 |
1.2% |
94% |
False |
False |
104,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,608.75 |
|
2.618 |
2,519.25 |
|
1.618 |
2,464.50 |
|
1.000 |
2,430.75 |
|
0.618 |
2,409.75 |
|
HIGH |
2,376.00 |
|
0.618 |
2,355.00 |
|
0.500 |
2,348.50 |
|
0.382 |
2,342.25 |
|
LOW |
2,321.25 |
|
0.618 |
2,287.50 |
|
1.000 |
2,266.50 |
|
1.618 |
2,232.75 |
|
2.618 |
2,178.00 |
|
4.250 |
2,088.50 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,364.00 |
2,360.75 |
| PP |
2,356.25 |
2,349.75 |
| S1 |
2,348.50 |
2,339.00 |
|