| Trading Metrics calculated at close of trading on 03-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
7,185.0 |
7,239.5 |
54.5 |
0.8% |
7,439.0 |
| High |
7,228.0 |
7,320.0 |
92.0 |
1.3% |
7,470.0 |
| Low |
7,150.0 |
7,221.5 |
71.5 |
1.0% |
7,112.0 |
| Close |
7,215.0 |
7,248.0 |
33.0 |
0.5% |
7,208.5 |
| Range |
78.0 |
98.5 |
20.5 |
26.3% |
358.0 |
| ATR |
93.4 |
94.2 |
0.8 |
0.9% |
0.0 |
| Volume |
1,864 |
5,318 |
3,454 |
185.3% |
12,603 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,558.7 |
7,501.8 |
7,302.2 |
|
| R3 |
7,460.2 |
7,403.3 |
7,275.1 |
|
| R2 |
7,361.7 |
7,361.7 |
7,266.1 |
|
| R1 |
7,304.8 |
7,304.8 |
7,257.0 |
7,333.3 |
| PP |
7,263.2 |
7,263.2 |
7,263.2 |
7,277.4 |
| S1 |
7,206.3 |
7,206.3 |
7,239.0 |
7,234.8 |
| S2 |
7,164.7 |
7,164.7 |
7,229.9 |
|
| S3 |
7,066.2 |
7,107.8 |
7,220.9 |
|
| S4 |
6,967.7 |
7,009.3 |
7,193.8 |
|
|
| 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 |
7,383.0 |
7,150.0 |
233.0 |
3.2% |
115.4 |
1.6% |
42% |
False |
False |
1,702 |
| 10 |
7,470.0 |
7,112.0 |
358.0 |
4.9% |
109.9 |
1.5% |
38% |
False |
False |
2,102 |
| 20 |
7,470.0 |
7,112.0 |
358.0 |
4.9% |
83.5 |
1.2% |
38% |
False |
False |
1,349 |
| 40 |
7,470.0 |
6,867.5 |
602.5 |
8.3% |
79.1 |
1.1% |
63% |
False |
False |
868 |
| 60 |
7,470.0 |
6,867.5 |
602.5 |
8.3% |
71.5 |
1.0% |
63% |
False |
False |
1,191 |
| 80 |
7,470.0 |
6,700.0 |
770.0 |
10.6% |
76.1 |
1.1% |
71% |
False |
False |
971 |
| 100 |
7,470.0 |
6,432.0 |
1,038.0 |
14.3% |
71.8 |
1.0% |
79% |
False |
False |
834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,738.6 |
|
2.618 |
7,577.9 |
|
1.618 |
7,479.4 |
|
1.000 |
7,418.5 |
|
0.618 |
7,380.9 |
|
HIGH |
7,320.0 |
|
0.618 |
7,282.4 |
|
0.500 |
7,270.8 |
|
0.382 |
7,259.1 |
|
LOW |
7,221.5 |
|
0.618 |
7,160.6 |
|
1.000 |
7,123.0 |
|
1.618 |
7,062.1 |
|
2.618 |
6,963.6 |
|
4.250 |
6,802.9 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
7,270.8 |
7,266.5 |
| PP |
7,263.2 |
7,260.3 |
| S1 |
7,255.6 |
7,254.2 |
|