| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1,385.4 |
1,390.1 |
4.7 |
0.3% |
1,358.2 |
| High |
1,392.6 |
1,411.5 |
18.9 |
1.4% |
1,392.6 |
| Low |
1,382.0 |
1,390.1 |
8.1 |
0.6% |
1,354.4 |
| Close |
1,388.6 |
1,397.9 |
9.3 |
0.7% |
1,388.6 |
| Range |
10.6 |
21.4 |
10.8 |
101.9% |
38.2 |
| ATR |
17.6 |
18.0 |
0.4 |
2.2% |
0.0 |
| Volume |
105,686 |
0 |
-105,686 |
-100.0% |
510,036 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,464.0 |
1,452.4 |
1,409.7 |
|
| R3 |
1,442.6 |
1,431.0 |
1,403.8 |
|
| R2 |
1,421.2 |
1,421.2 |
1,401.8 |
|
| R1 |
1,409.6 |
1,409.6 |
1,399.9 |
1,415.4 |
| PP |
1,399.8 |
1,399.8 |
1,399.8 |
1,402.8 |
| S1 |
1,388.2 |
1,388.2 |
1,395.9 |
1,394.0 |
| S2 |
1,378.4 |
1,378.4 |
1,394.0 |
|
| S3 |
1,357.0 |
1,366.8 |
1,392.0 |
|
| S4 |
1,335.6 |
1,345.4 |
1,386.1 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,493.1 |
1,479.1 |
1,409.6 |
|
| R3 |
1,454.9 |
1,440.9 |
1,399.1 |
|
| R2 |
1,416.7 |
1,416.7 |
1,395.6 |
|
| R1 |
1,402.7 |
1,402.7 |
1,392.1 |
1,409.7 |
| PP |
1,378.5 |
1,378.5 |
1,378.5 |
1,382.1 |
| S1 |
1,364.5 |
1,364.5 |
1,385.1 |
1,371.5 |
| S2 |
1,340.3 |
1,340.3 |
1,381.6 |
|
| S3 |
1,302.1 |
1,326.3 |
1,378.1 |
|
| S4 |
1,263.9 |
1,288.1 |
1,367.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,411.5 |
1,361.3 |
50.2 |
3.6% |
14.8 |
1.1% |
73% |
True |
False |
84,171 |
| 10 |
1,411.5 |
1,348.9 |
62.6 |
4.5% |
14.7 |
1.1% |
78% |
True |
False |
97,049 |
| 20 |
1,411.5 |
1,309.1 |
102.4 |
7.3% |
18.9 |
1.4% |
87% |
True |
False |
107,584 |
| 40 |
1,426.3 |
1,309.1 |
117.2 |
8.4% |
18.7 |
1.3% |
76% |
False |
False |
62,752 |
| 60 |
1,434.1 |
1,309.1 |
125.0 |
8.9% |
18.8 |
1.3% |
71% |
False |
False |
43,339 |
| 80 |
1,434.1 |
1,309.1 |
125.0 |
8.9% |
20.2 |
1.4% |
71% |
False |
False |
33,248 |
| 100 |
1,434.1 |
1,302.7 |
131.4 |
9.4% |
19.8 |
1.4% |
72% |
False |
False |
26,965 |
| 120 |
1,434.1 |
1,242.6 |
191.5 |
13.7% |
17.7 |
1.3% |
81% |
False |
False |
22,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,502.5 |
|
2.618 |
1,467.5 |
|
1.618 |
1,446.1 |
|
1.000 |
1,432.9 |
|
0.618 |
1,424.7 |
|
HIGH |
1,411.5 |
|
0.618 |
1,403.3 |
|
0.500 |
1,400.8 |
|
0.382 |
1,398.3 |
|
LOW |
1,390.1 |
|
0.618 |
1,376.9 |
|
1.000 |
1,368.7 |
|
1.618 |
1,355.5 |
|
2.618 |
1,334.1 |
|
4.250 |
1,299.2 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,400.8 |
1,396.3 |
| PP |
1,399.8 |
1,394.7 |
| S1 |
1,398.9 |
1,393.1 |
|