| Trading Metrics calculated at close of trading on 02-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,950.0 |
2,876.0 |
-74.0 |
-2.5% |
2,990.0 |
| High |
2,961.0 |
2,897.0 |
-64.0 |
-2.2% |
2,990.0 |
| Low |
2,880.0 |
2,863.0 |
-17.0 |
-0.6% |
2,844.0 |
| Close |
2,904.0 |
2,882.0 |
-22.0 |
-0.8% |
2,903.0 |
| Range |
81.0 |
34.0 |
-47.0 |
-58.0% |
146.0 |
| ATR |
46.9 |
46.4 |
-0.4 |
-0.9% |
0.0 |
| Volume |
19,855 |
12,054 |
-7,801 |
-39.3% |
35,403 |
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,982.7 |
2,966.3 |
2,900.7 |
|
| R3 |
2,948.7 |
2,932.3 |
2,891.4 |
|
| R2 |
2,914.7 |
2,914.7 |
2,888.2 |
|
| R1 |
2,898.3 |
2,898.3 |
2,885.1 |
2,906.5 |
| PP |
2,880.7 |
2,880.7 |
2,880.7 |
2,884.8 |
| S1 |
2,864.3 |
2,864.3 |
2,878.9 |
2,872.5 |
| S2 |
2,846.7 |
2,846.7 |
2,875.8 |
|
| S3 |
2,812.7 |
2,830.3 |
2,872.7 |
|
| S4 |
2,778.7 |
2,796.3 |
2,863.3 |
|
|
| 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 |
2,961.0 |
2,844.0 |
117.0 |
4.1% |
50.4 |
1.7% |
32% |
False |
False |
10,321 |
| 10 |
2,998.0 |
2,844.0 |
154.0 |
5.3% |
47.9 |
1.7% |
25% |
False |
False |
7,024 |
| 20 |
2,998.0 |
2,844.0 |
154.0 |
5.3% |
41.0 |
1.4% |
25% |
False |
False |
5,007 |
| 40 |
2,998.0 |
2,678.0 |
320.0 |
11.1% |
42.9 |
1.5% |
64% |
False |
False |
3,243 |
| 60 |
2,998.0 |
2,678.0 |
320.0 |
11.1% |
39.6 |
1.4% |
64% |
False |
False |
4,153 |
| 80 |
2,998.0 |
2,561.0 |
437.0 |
15.2% |
41.1 |
1.4% |
73% |
False |
False |
3,398 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.2% |
37.9 |
1.3% |
73% |
False |
False |
2,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,041.5 |
|
2.618 |
2,986.0 |
|
1.618 |
2,952.0 |
|
1.000 |
2,931.0 |
|
0.618 |
2,918.0 |
|
HIGH |
2,897.0 |
|
0.618 |
2,884.0 |
|
0.500 |
2,880.0 |
|
0.382 |
2,876.0 |
|
LOW |
2,863.0 |
|
0.618 |
2,842.0 |
|
1.000 |
2,829.0 |
|
1.618 |
2,808.0 |
|
2.618 |
2,774.0 |
|
4.250 |
2,718.5 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,881.3 |
2,912.0 |
| PP |
2,880.7 |
2,902.0 |
| S1 |
2,880.0 |
2,892.0 |
|