| Trading Metrics calculated at close of trading on 25-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,866.0 |
2,883.0 |
17.0 |
0.6% |
2,990.0 |
| High |
2,881.0 |
2,917.0 |
36.0 |
1.2% |
2,990.0 |
| Low |
2,844.0 |
2,881.0 |
37.0 |
1.3% |
2,844.0 |
| Close |
2,872.0 |
2,903.0 |
31.0 |
1.1% |
2,903.0 |
| Range |
37.0 |
36.0 |
-1.0 |
-2.7% |
146.0 |
| ATR |
42.5 |
42.7 |
0.2 |
0.4% |
0.0 |
| Volume |
824 |
17,382 |
16,558 |
2,009.5% |
35,403 |
|
| Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,008.3 |
2,991.7 |
2,922.8 |
|
| R3 |
2,972.3 |
2,955.7 |
2,912.9 |
|
| R2 |
2,936.3 |
2,936.3 |
2,909.6 |
|
| R1 |
2,919.7 |
2,919.7 |
2,906.3 |
2,928.0 |
| PP |
2,900.3 |
2,900.3 |
2,900.3 |
2,904.5 |
| S1 |
2,883.7 |
2,883.7 |
2,899.7 |
2,892.0 |
| S2 |
2,864.3 |
2,864.3 |
2,896.4 |
|
| S3 |
2,828.3 |
2,847.7 |
2,893.1 |
|
| S4 |
2,792.3 |
2,811.7 |
2,883.2 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,350.3 |
3,272.7 |
2,983.3 |
|
| R3 |
3,204.3 |
3,126.7 |
2,943.2 |
|
| R2 |
3,058.3 |
3,058.3 |
2,929.8 |
|
| R1 |
2,980.7 |
2,980.7 |
2,916.4 |
2,946.5 |
| PP |
2,912.3 |
2,912.3 |
2,912.3 |
2,895.3 |
| S1 |
2,834.7 |
2,834.7 |
2,889.6 |
2,800.5 |
| S2 |
2,766.3 |
2,766.3 |
2,876.2 |
|
| S3 |
2,620.3 |
2,688.7 |
2,862.9 |
|
| S4 |
2,474.3 |
2,542.7 |
2,822.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,990.0 |
2,844.0 |
146.0 |
5.0% |
48.2 |
1.7% |
40% |
False |
False |
7,080 |
| 10 |
2,998.0 |
2,844.0 |
154.0 |
5.3% |
39.7 |
1.4% |
38% |
False |
False |
4,001 |
| 20 |
2,998.0 |
2,844.0 |
154.0 |
5.3% |
38.7 |
1.3% |
38% |
False |
False |
3,862 |
| 40 |
2,998.0 |
2,678.0 |
320.0 |
11.0% |
41.8 |
1.4% |
70% |
False |
False |
2,543 |
| 60 |
2,998.0 |
2,635.0 |
363.0 |
12.5% |
39.3 |
1.4% |
74% |
False |
False |
3,671 |
| 80 |
2,998.0 |
2,561.0 |
437.0 |
15.1% |
39.9 |
1.4% |
78% |
False |
False |
2,997 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.1% |
36.8 |
1.3% |
78% |
False |
False |
2,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,070.0 |
|
2.618 |
3,011.2 |
|
1.618 |
2,975.2 |
|
1.000 |
2,953.0 |
|
0.618 |
2,939.2 |
|
HIGH |
2,917.0 |
|
0.618 |
2,903.2 |
|
0.500 |
2,899.0 |
|
0.382 |
2,894.8 |
|
LOW |
2,881.0 |
|
0.618 |
2,858.8 |
|
1.000 |
2,845.0 |
|
1.618 |
2,822.8 |
|
2.618 |
2,786.8 |
|
4.250 |
2,728.0 |
|
|
| Fisher Pivots for day following 25-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,901.7 |
2,895.5 |
| PP |
2,900.3 |
2,888.0 |
| S1 |
2,899.0 |
2,880.5 |
|