| Trading Metrics calculated at close of trading on 28-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,883.0 |
2,903.0 |
20.0 |
0.7% |
2,990.0 |
| High |
2,917.0 |
2,952.0 |
35.0 |
1.2% |
2,990.0 |
| Low |
2,881.0 |
2,888.0 |
7.0 |
0.2% |
2,844.0 |
| Close |
2,903.0 |
2,934.0 |
31.0 |
1.1% |
2,903.0 |
| Range |
36.0 |
64.0 |
28.0 |
77.8% |
146.0 |
| ATR |
42.7 |
44.2 |
1.5 |
3.6% |
0.0 |
| Volume |
17,382 |
1,493 |
-15,889 |
-91.4% |
35,403 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,116.7 |
3,089.3 |
2,969.2 |
|
| R3 |
3,052.7 |
3,025.3 |
2,951.6 |
|
| R2 |
2,988.7 |
2,988.7 |
2,945.7 |
|
| R1 |
2,961.3 |
2,961.3 |
2,939.9 |
2,975.0 |
| PP |
2,924.7 |
2,924.7 |
2,924.7 |
2,931.5 |
| S1 |
2,897.3 |
2,897.3 |
2,928.1 |
2,911.0 |
| S2 |
2,860.7 |
2,860.7 |
2,922.3 |
|
| S3 |
2,796.7 |
2,833.3 |
2,916.4 |
|
| S4 |
2,732.7 |
2,769.3 |
2,898.8 |
|
|
| 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 |
2,952.0 |
2,844.0 |
108.0 |
3.7% |
48.4 |
1.6% |
83% |
True |
False |
6,728 |
| 10 |
2,998.0 |
2,844.0 |
154.0 |
5.2% |
42.6 |
1.5% |
58% |
False |
False |
4,122 |
| 20 |
2,998.0 |
2,844.0 |
154.0 |
5.2% |
39.2 |
1.3% |
58% |
False |
False |
3,895 |
| 40 |
2,998.0 |
2,678.0 |
320.0 |
10.9% |
42.5 |
1.4% |
80% |
False |
False |
2,577 |
| 60 |
2,998.0 |
2,678.0 |
320.0 |
10.9% |
39.0 |
1.3% |
80% |
False |
False |
3,642 |
| 80 |
2,998.0 |
2,561.0 |
437.0 |
14.9% |
40.4 |
1.4% |
85% |
False |
False |
3,013 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
14.9% |
37.0 |
1.3% |
85% |
False |
False |
2,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,224.0 |
|
2.618 |
3,119.6 |
|
1.618 |
3,055.6 |
|
1.000 |
3,016.0 |
|
0.618 |
2,991.6 |
|
HIGH |
2,952.0 |
|
0.618 |
2,927.6 |
|
0.500 |
2,920.0 |
|
0.382 |
2,912.4 |
|
LOW |
2,888.0 |
|
0.618 |
2,848.4 |
|
1.000 |
2,824.0 |
|
1.618 |
2,784.4 |
|
2.618 |
2,720.4 |
|
4.250 |
2,616.0 |
|
|
| Fisher Pivots for day following 28-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,929.3 |
2,922.0 |
| PP |
2,924.7 |
2,910.0 |
| S1 |
2,920.0 |
2,898.0 |
|