| 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 |
1,386.6 |
1,392.5 |
5.9 |
0.4% |
1,361.4 |
| High |
1,393.9 |
1,412.8 |
18.9 |
1.4% |
1,393.9 |
| Low |
1,383.5 |
1,392.1 |
8.6 |
0.6% |
1,356.0 |
| Close |
1,390.1 |
1,400.3 |
10.2 |
0.7% |
1,390.1 |
| Range |
10.4 |
20.7 |
10.3 |
99.0% |
37.9 |
| ATR |
17.0 |
17.4 |
0.4 |
2.4% |
0.0 |
| Volume |
1,250 |
0 |
-1,250 |
-100.0% |
10,236 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,463.8 |
1,452.8 |
1,411.7 |
|
| R3 |
1,443.1 |
1,432.1 |
1,406.0 |
|
| R2 |
1,422.4 |
1,422.4 |
1,404.1 |
|
| R1 |
1,411.4 |
1,411.4 |
1,402.2 |
1,416.9 |
| PP |
1,401.7 |
1,401.7 |
1,401.7 |
1,404.5 |
| S1 |
1,390.7 |
1,390.7 |
1,398.4 |
1,396.2 |
| S2 |
1,381.0 |
1,381.0 |
1,396.5 |
|
| S3 |
1,360.3 |
1,370.0 |
1,394.6 |
|
| S4 |
1,339.6 |
1,349.3 |
1,388.9 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,493.7 |
1,479.8 |
1,410.9 |
|
| R3 |
1,455.8 |
1,441.9 |
1,400.5 |
|
| R2 |
1,417.9 |
1,417.9 |
1,397.0 |
|
| R1 |
1,404.0 |
1,404.0 |
1,393.6 |
1,411.0 |
| PP |
1,380.0 |
1,380.0 |
1,380.0 |
1,383.5 |
| S1 |
1,366.1 |
1,366.1 |
1,386.6 |
1,373.1 |
| S2 |
1,342.1 |
1,342.1 |
1,383.2 |
|
| S3 |
1,304.2 |
1,328.2 |
1,379.7 |
|
| S4 |
1,266.3 |
1,290.3 |
1,369.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,412.8 |
1,363.1 |
49.7 |
3.5% |
14.3 |
1.0% |
75% |
True |
False |
1,324 |
| 10 |
1,412.8 |
1,350.3 |
62.5 |
4.5% |
14.2 |
1.0% |
80% |
True |
False |
1,959 |
| 20 |
1,412.8 |
1,310.9 |
101.9 |
7.3% |
18.3 |
1.3% |
88% |
True |
False |
3,668 |
| 40 |
1,428.5 |
1,310.9 |
117.6 |
8.4% |
18.0 |
1.3% |
76% |
False |
False |
3,317 |
| 60 |
1,436.7 |
1,310.9 |
125.8 |
9.0% |
18.2 |
1.3% |
71% |
False |
False |
3,066 |
| 80 |
1,436.7 |
1,310.9 |
125.8 |
9.0% |
19.7 |
1.4% |
71% |
False |
False |
2,998 |
| 100 |
1,436.7 |
1,305.0 |
131.7 |
9.4% |
19.4 |
1.4% |
72% |
False |
False |
2,702 |
| 120 |
1,436.7 |
1,250.6 |
186.1 |
13.3% |
17.1 |
1.2% |
80% |
False |
False |
2,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,500.8 |
|
2.618 |
1,467.0 |
|
1.618 |
1,446.3 |
|
1.000 |
1,433.5 |
|
0.618 |
1,425.6 |
|
HIGH |
1,412.8 |
|
0.618 |
1,404.9 |
|
0.500 |
1,402.5 |
|
0.382 |
1,400.0 |
|
LOW |
1,392.1 |
|
0.618 |
1,379.3 |
|
1.000 |
1,371.4 |
|
1.618 |
1,358.6 |
|
2.618 |
1,337.9 |
|
4.250 |
1,304.1 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,402.5 |
1,398.4 |
| PP |
1,401.7 |
1,396.4 |
| S1 |
1,401.0 |
1,394.5 |
|