| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,990.0 |
2,915.0 |
-75.0 |
-2.5% |
2,969.0 |
| High |
2,990.0 |
2,927.0 |
-63.0 |
-2.1% |
2,998.0 |
| Low |
2,927.0 |
2,879.0 |
-48.0 |
-1.6% |
2,935.0 |
| Close |
2,933.0 |
2,910.0 |
-23.0 |
-0.8% |
2,988.0 |
| Range |
63.0 |
48.0 |
-15.0 |
-23.8% |
63.0 |
| ATR |
41.0 |
41.9 |
0.9 |
2.3% |
0.0 |
| Volume |
3,253 |
3,382 |
129 |
4.0% |
4,607 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,049.3 |
3,027.7 |
2,936.4 |
|
| R3 |
3,001.3 |
2,979.7 |
2,923.2 |
|
| R2 |
2,953.3 |
2,953.3 |
2,918.8 |
|
| R1 |
2,931.7 |
2,931.7 |
2,914.4 |
2,918.5 |
| PP |
2,905.3 |
2,905.3 |
2,905.3 |
2,898.8 |
| S1 |
2,883.7 |
2,883.7 |
2,905.6 |
2,870.5 |
| S2 |
2,857.3 |
2,857.3 |
2,901.2 |
|
| S3 |
2,809.3 |
2,835.7 |
2,896.8 |
|
| S4 |
2,761.3 |
2,787.7 |
2,883.6 |
|
|
| 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 |
2,879.0 |
119.0 |
4.1% |
41.4 |
1.4% |
26% |
False |
True |
1,678 |
| 10 |
2,998.0 |
2,879.0 |
119.0 |
4.1% |
38.6 |
1.3% |
26% |
False |
True |
3,649 |
| 20 |
2,998.0 |
2,844.0 |
154.0 |
5.3% |
39.4 |
1.4% |
43% |
False |
False |
2,517 |
| 40 |
2,998.0 |
2,678.0 |
320.0 |
11.0% |
40.8 |
1.4% |
73% |
False |
False |
1,854 |
| 60 |
2,998.0 |
2,561.0 |
437.0 |
15.0% |
41.1 |
1.4% |
80% |
False |
False |
3,316 |
| 80 |
2,998.0 |
2,561.0 |
437.0 |
15.0% |
39.4 |
1.4% |
80% |
False |
False |
2,658 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.0% |
36.8 |
1.3% |
80% |
False |
False |
2,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,131.0 |
|
2.618 |
3,052.7 |
|
1.618 |
3,004.7 |
|
1.000 |
2,975.0 |
|
0.618 |
2,956.7 |
|
HIGH |
2,927.0 |
|
0.618 |
2,908.7 |
|
0.500 |
2,903.0 |
|
0.382 |
2,897.3 |
|
LOW |
2,879.0 |
|
0.618 |
2,849.3 |
|
1.000 |
2,831.0 |
|
1.618 |
2,801.3 |
|
2.618 |
2,753.3 |
|
4.250 |
2,675.0 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,907.7 |
2,938.5 |
| PP |
2,905.3 |
2,929.0 |
| S1 |
2,903.0 |
2,919.5 |
|