| 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 |
7,173.0 |
7,202.5 |
29.5 |
0.4% |
7,439.0 |
| High |
7,223.5 |
7,330.0 |
106.5 |
1.5% |
7,470.0 |
| Low |
7,161.0 |
7,178.5 |
17.5 |
0.2% |
7,112.0 |
| Close |
7,208.5 |
7,298.5 |
90.0 |
1.2% |
7,208.5 |
| Range |
62.5 |
151.5 |
89.0 |
142.4% |
358.0 |
| ATR |
80.8 |
85.9 |
5.0 |
6.2% |
0.0 |
| Volume |
458 |
313 |
-145 |
-31.7% |
12,603 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,723.5 |
7,662.5 |
7,381.8 |
|
| R3 |
7,572.0 |
7,511.0 |
7,340.2 |
|
| R2 |
7,420.5 |
7,420.5 |
7,326.3 |
|
| R1 |
7,359.5 |
7,359.5 |
7,312.4 |
7,390.0 |
| PP |
7,269.0 |
7,269.0 |
7,269.0 |
7,284.3 |
| S1 |
7,208.0 |
7,208.0 |
7,284.6 |
7,238.5 |
| S2 |
7,117.5 |
7,117.5 |
7,270.7 |
|
| S3 |
6,966.0 |
7,056.5 |
7,256.8 |
|
| S4 |
6,814.5 |
6,905.0 |
7,215.2 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,337.5 |
8,131.0 |
7,405.4 |
|
| R3 |
7,979.5 |
7,773.0 |
7,307.0 |
|
| R2 |
7,621.5 |
7,621.5 |
7,274.1 |
|
| R1 |
7,415.0 |
7,415.0 |
7,241.3 |
7,339.3 |
| PP |
7,263.5 |
7,263.5 |
7,263.5 |
7,225.6 |
| S1 |
7,057.0 |
7,057.0 |
7,175.7 |
6,981.3 |
| S2 |
6,905.5 |
6,905.5 |
7,142.9 |
|
| S3 |
6,547.5 |
6,699.0 |
7,110.1 |
|
| S4 |
6,189.5 |
6,341.0 |
7,011.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,378.5 |
7,112.0 |
266.5 |
3.7% |
113.4 |
1.6% |
70% |
False |
False |
2,358 |
| 10 |
7,470.0 |
7,112.0 |
358.0 |
4.9% |
87.1 |
1.2% |
52% |
False |
False |
1,428 |
| 20 |
7,470.0 |
7,112.0 |
358.0 |
4.9% |
75.8 |
1.0% |
52% |
False |
False |
1,046 |
| 40 |
7,470.0 |
6,867.5 |
602.5 |
8.3% |
76.9 |
1.1% |
72% |
False |
False |
692 |
| 60 |
7,470.0 |
6,867.5 |
602.5 |
8.3% |
68.2 |
0.9% |
72% |
False |
False |
1,086 |
| 80 |
7,470.0 |
6,700.0 |
770.0 |
10.6% |
73.2 |
1.0% |
78% |
False |
False |
881 |
| 100 |
7,470.0 |
6,261.0 |
1,209.0 |
16.6% |
69.9 |
1.0% |
86% |
False |
False |
760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,973.9 |
|
2.618 |
7,726.6 |
|
1.618 |
7,575.1 |
|
1.000 |
7,481.5 |
|
0.618 |
7,423.6 |
|
HIGH |
7,330.0 |
|
0.618 |
7,272.1 |
|
0.500 |
7,254.3 |
|
0.382 |
7,236.4 |
|
LOW |
7,178.5 |
|
0.618 |
7,084.9 |
|
1.000 |
7,027.0 |
|
1.618 |
6,933.4 |
|
2.618 |
6,781.9 |
|
4.250 |
6,534.6 |
|
|
| Fisher Pivots for day following 28-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
7,283.8 |
7,272.7 |
| PP |
7,269.0 |
7,246.8 |
| S1 |
7,254.3 |
7,221.0 |
|