| 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 |
2,991.0 |
2,990.0 |
-1.0 |
0.0% |
2,969.0 |
| High |
2,998.0 |
2,990.0 |
-8.0 |
-0.3% |
2,998.0 |
| Low |
2,969.0 |
2,927.0 |
-42.0 |
-1.4% |
2,935.0 |
| Close |
2,988.0 |
2,933.0 |
-55.0 |
-1.8% |
2,988.0 |
| Range |
29.0 |
63.0 |
34.0 |
117.2% |
63.0 |
| ATR |
39.3 |
41.0 |
1.7 |
4.3% |
0.0 |
| Volume |
325 |
3,253 |
2,928 |
900.9% |
4,607 |
|
| Daily Pivots for day following 21-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,139.0 |
3,099.0 |
2,967.7 |
|
| R3 |
3,076.0 |
3,036.0 |
2,950.3 |
|
| R2 |
3,013.0 |
3,013.0 |
2,944.6 |
|
| R1 |
2,973.0 |
2,973.0 |
2,938.8 |
2,961.5 |
| PP |
2,950.0 |
2,950.0 |
2,950.0 |
2,944.3 |
| S1 |
2,910.0 |
2,910.0 |
2,927.2 |
2,898.5 |
| S2 |
2,887.0 |
2,887.0 |
2,921.5 |
|
| S3 |
2,824.0 |
2,847.0 |
2,915.7 |
|
| S4 |
2,761.0 |
2,784.0 |
2,898.4 |
|
|
| 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 |
2,927.0 |
71.0 |
2.4% |
36.8 |
1.3% |
8% |
False |
True |
1,516 |
| 10 |
2,998.0 |
2,910.0 |
88.0 |
3.0% |
36.9 |
1.3% |
26% |
False |
False |
3,334 |
| 20 |
2,998.0 |
2,844.0 |
154.0 |
5.3% |
39.5 |
1.3% |
58% |
False |
False |
2,363 |
| 40 |
2,998.0 |
2,678.0 |
320.0 |
10.9% |
40.7 |
1.4% |
80% |
False |
False |
1,771 |
| 60 |
2,998.0 |
2,561.0 |
437.0 |
14.9% |
40.9 |
1.4% |
85% |
False |
False |
3,281 |
| 80 |
2,998.0 |
2,561.0 |
437.0 |
14.9% |
39.3 |
1.3% |
85% |
False |
False |
2,631 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
14.9% |
36.6 |
1.2% |
85% |
False |
False |
2,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,257.8 |
|
2.618 |
3,154.9 |
|
1.618 |
3,091.9 |
|
1.000 |
3,053.0 |
|
0.618 |
3,028.9 |
|
HIGH |
2,990.0 |
|
0.618 |
2,965.9 |
|
0.500 |
2,958.5 |
|
0.382 |
2,951.1 |
|
LOW |
2,927.0 |
|
0.618 |
2,888.1 |
|
1.000 |
2,864.0 |
|
1.618 |
2,825.1 |
|
2.618 |
2,762.1 |
|
4.250 |
2,659.3 |
|
|
| Fisher Pivots for day following 21-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,958.5 |
2,962.5 |
| PP |
2,950.0 |
2,952.7 |
| S1 |
2,941.5 |
2,942.8 |
|