| Trading Metrics calculated at close of trading on 18-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,987.0 |
2,991.0 |
4.0 |
0.1% |
2,969.0 |
| High |
2,995.0 |
2,998.0 |
3.0 |
0.1% |
2,998.0 |
| Low |
2,965.0 |
2,969.0 |
4.0 |
0.1% |
2,935.0 |
| Close |
2,986.0 |
2,988.0 |
2.0 |
0.1% |
2,988.0 |
| Range |
30.0 |
29.0 |
-1.0 |
-3.3% |
63.0 |
| ATR |
40.0 |
39.3 |
-0.8 |
-2.0% |
0.0 |
| Volume |
1,111 |
325 |
-786 |
-70.7% |
4,607 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,072.0 |
3,059.0 |
3,004.0 |
|
| R3 |
3,043.0 |
3,030.0 |
2,996.0 |
|
| R2 |
3,014.0 |
3,014.0 |
2,993.3 |
|
| R1 |
3,001.0 |
3,001.0 |
2,990.7 |
2,993.0 |
| PP |
2,985.0 |
2,985.0 |
2,985.0 |
2,981.0 |
| S1 |
2,972.0 |
2,972.0 |
2,985.3 |
2,964.0 |
| S2 |
2,956.0 |
2,956.0 |
2,982.7 |
|
| S3 |
2,927.0 |
2,943.0 |
2,980.0 |
|
| S4 |
2,898.0 |
2,914.0 |
2,972.1 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,162.7 |
3,138.3 |
3,022.7 |
|
| R3 |
3,099.7 |
3,075.3 |
3,005.3 |
|
| R2 |
3,036.7 |
3,036.7 |
2,999.6 |
|
| R1 |
3,012.3 |
3,012.3 |
2,993.8 |
3,024.5 |
| PP |
2,973.7 |
2,973.7 |
2,973.7 |
2,979.8 |
| S1 |
2,949.3 |
2,949.3 |
2,982.2 |
2,961.5 |
| S2 |
2,910.7 |
2,910.7 |
2,976.5 |
|
| S3 |
2,847.7 |
2,886.3 |
2,970.7 |
|
| S4 |
2,784.7 |
2,823.3 |
2,953.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,998.0 |
2,935.0 |
63.0 |
2.1% |
31.2 |
1.0% |
84% |
True |
False |
921 |
| 10 |
2,998.0 |
2,910.0 |
88.0 |
2.9% |
33.8 |
1.1% |
89% |
True |
False |
3,022 |
| 20 |
2,998.0 |
2,844.0 |
154.0 |
5.2% |
38.2 |
1.3% |
94% |
True |
False |
2,366 |
| 40 |
2,998.0 |
2,678.0 |
320.0 |
10.7% |
39.7 |
1.3% |
97% |
True |
False |
1,693 |
| 60 |
2,998.0 |
2,561.0 |
437.0 |
14.6% |
40.0 |
1.3% |
98% |
True |
False |
3,227 |
| 80 |
2,998.0 |
2,561.0 |
437.0 |
14.6% |
38.8 |
1.3% |
98% |
True |
False |
2,591 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
14.6% |
36.3 |
1.2% |
98% |
True |
False |
2,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,121.3 |
|
2.618 |
3,073.9 |
|
1.618 |
3,044.9 |
|
1.000 |
3,027.0 |
|
0.618 |
3,015.9 |
|
HIGH |
2,998.0 |
|
0.618 |
2,986.9 |
|
0.500 |
2,983.5 |
|
0.382 |
2,980.1 |
|
LOW |
2,969.0 |
|
0.618 |
2,951.1 |
|
1.000 |
2,940.0 |
|
1.618 |
2,922.1 |
|
2.618 |
2,893.1 |
|
4.250 |
2,845.8 |
|
|
| Fisher Pivots for day following 18-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,986.5 |
2,985.0 |
| PP |
2,985.0 |
2,982.0 |
| S1 |
2,983.5 |
2,979.0 |
|