| Trading Metrics calculated at close of trading on 21-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
21-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
6,060.5 |
6,045.0 |
-15.5 |
-0.3% |
6,052.0 |
| High |
6,077.0 |
6,086.5 |
9.5 |
0.2% |
6,080.0 |
| Low |
6,027.0 |
5,978.5 |
-48.5 |
-0.8% |
6,001.0 |
| Close |
6,053.0 |
5,997.0 |
-56.0 |
-0.9% |
6,053.0 |
| Range |
50.0 |
108.0 |
58.0 |
116.0% |
79.0 |
| ATR |
69.1 |
71.9 |
2.8 |
4.0% |
0.0 |
| Volume |
82,013 |
79,675 |
-2,338 |
-2.9% |
397,695 |
|
| Daily Pivots for day following 21-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,344.5 |
6,279.0 |
6,056.5 |
|
| R3 |
6,236.5 |
6,171.0 |
6,026.5 |
|
| R2 |
6,128.5 |
6,128.5 |
6,017.0 |
|
| R1 |
6,063.0 |
6,063.0 |
6,007.0 |
6,042.0 |
| PP |
6,020.5 |
6,020.5 |
6,020.5 |
6,010.0 |
| S1 |
5,955.0 |
5,955.0 |
5,987.0 |
5,934.0 |
| S2 |
5,912.5 |
5,912.5 |
5,977.0 |
|
| S3 |
5,804.5 |
5,847.0 |
5,967.5 |
|
| S4 |
5,696.5 |
5,739.0 |
5,937.5 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,281.5 |
6,246.5 |
6,096.5 |
|
| R3 |
6,202.5 |
6,167.5 |
6,074.5 |
|
| R2 |
6,123.5 |
6,123.5 |
6,067.5 |
|
| R1 |
6,088.5 |
6,088.5 |
6,060.0 |
6,106.0 |
| PP |
6,044.5 |
6,044.5 |
6,044.5 |
6,053.5 |
| S1 |
6,009.5 |
6,009.5 |
6,046.0 |
6,027.0 |
| S2 |
5,965.5 |
5,965.5 |
6,038.5 |
|
| S3 |
5,886.5 |
5,930.5 |
6,031.5 |
|
| S4 |
5,807.5 |
5,851.5 |
6,009.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,086.5 |
5,978.5 |
108.0 |
1.8% |
65.5 |
1.1% |
17% |
True |
True |
80,204 |
| 10 |
6,086.5 |
5,952.5 |
134.0 |
2.2% |
69.0 |
1.2% |
33% |
True |
False |
82,946 |
| 20 |
6,086.5 |
5,777.0 |
309.5 |
5.2% |
70.5 |
1.2% |
71% |
True |
False |
89,241 |
| 40 |
6,086.5 |
5,777.0 |
309.5 |
5.2% |
70.5 |
1.2% |
71% |
True |
False |
87,456 |
| 60 |
6,086.5 |
5,482.0 |
604.5 |
10.1% |
70.0 |
1.2% |
85% |
True |
False |
75,709 |
| 80 |
6,086.5 |
5,482.0 |
604.5 |
10.1% |
69.0 |
1.2% |
85% |
True |
False |
56,893 |
| 100 |
6,086.5 |
5,482.0 |
604.5 |
10.1% |
64.0 |
1.1% |
85% |
True |
False |
45,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,545.5 |
|
2.618 |
6,369.0 |
|
1.618 |
6,261.0 |
|
1.000 |
6,194.5 |
|
0.618 |
6,153.0 |
|
HIGH |
6,086.5 |
|
0.618 |
6,045.0 |
|
0.500 |
6,032.5 |
|
0.382 |
6,020.0 |
|
LOW |
5,978.5 |
|
0.618 |
5,912.0 |
|
1.000 |
5,870.5 |
|
1.618 |
5,804.0 |
|
2.618 |
5,696.0 |
|
4.250 |
5,519.5 |
|
|
| Fisher Pivots for day following 21-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,032.5 |
6,032.5 |
| PP |
6,020.5 |
6,020.5 |
| S1 |
6,009.0 |
6,009.0 |
|