| 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 |
2,309.00 |
2,320.75 |
11.75 |
0.5% |
2,385.00 |
| High |
2,338.25 |
2,373.75 |
35.50 |
1.5% |
2,389.00 |
| Low |
2,300.25 |
2,319.50 |
19.25 |
0.8% |
2,278.50 |
| Close |
2,321.00 |
2,369.50 |
48.50 |
2.1% |
2,343.25 |
| Range |
38.00 |
54.25 |
16.25 |
42.8% |
110.50 |
| ATR |
33.31 |
34.81 |
1.50 |
4.5% |
0.00 |
| Volume |
1,110 |
1,061 |
-49 |
-4.4% |
2,056 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,517.00 |
2,497.50 |
2,399.25 |
|
| R3 |
2,462.75 |
2,443.25 |
2,384.50 |
|
| R2 |
2,408.50 |
2,408.50 |
2,379.50 |
|
| R1 |
2,389.00 |
2,389.00 |
2,374.50 |
2,398.75 |
| PP |
2,354.25 |
2,354.25 |
2,354.25 |
2,359.00 |
| S1 |
2,334.75 |
2,334.75 |
2,364.50 |
2,344.50 |
| S2 |
2,300.00 |
2,300.00 |
2,359.50 |
|
| S3 |
2,245.75 |
2,280.50 |
2,354.50 |
|
| S4 |
2,191.50 |
2,226.25 |
2,339.75 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,668.50 |
2,616.25 |
2,404.00 |
|
| R3 |
2,558.00 |
2,505.75 |
2,373.75 |
|
| R2 |
2,447.50 |
2,447.50 |
2,363.50 |
|
| R1 |
2,395.25 |
2,395.25 |
2,353.50 |
2,366.00 |
| PP |
2,337.00 |
2,337.00 |
2,337.00 |
2,322.25 |
| S1 |
2,284.75 |
2,284.75 |
2,333.00 |
2,255.50 |
| S2 |
2,226.50 |
2,226.50 |
2,323.00 |
|
| S3 |
2,116.00 |
2,174.25 |
2,312.75 |
|
| S4 |
2,005.50 |
2,063.75 |
2,282.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,373.75 |
2,300.25 |
73.50 |
3.1% |
45.00 |
1.9% |
94% |
True |
False |
613 |
| 10 |
2,397.75 |
2,278.50 |
119.25 |
5.0% |
42.50 |
1.8% |
76% |
False |
False |
503 |
| 20 |
2,400.00 |
2,278.50 |
121.50 |
5.1% |
32.00 |
1.3% |
75% |
False |
False |
352 |
| 40 |
2,400.00 |
2,227.25 |
172.75 |
7.3% |
31.25 |
1.3% |
82% |
False |
False |
263 |
| 60 |
2,400.00 |
2,175.00 |
225.00 |
9.5% |
25.75 |
1.1% |
86% |
False |
False |
188 |
| 80 |
2,400.00 |
2,092.50 |
307.50 |
13.0% |
20.00 |
0.8% |
90% |
False |
False |
141 |
| 100 |
2,400.00 |
2,015.00 |
385.00 |
16.2% |
16.75 |
0.7% |
92% |
False |
False |
113 |
| 120 |
2,400.00 |
1,911.75 |
488.25 |
20.6% |
14.25 |
0.6% |
94% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,604.25 |
|
2.618 |
2,515.75 |
|
1.618 |
2,461.50 |
|
1.000 |
2,428.00 |
|
0.618 |
2,407.25 |
|
HIGH |
2,373.75 |
|
0.618 |
2,353.00 |
|
0.500 |
2,346.50 |
|
0.382 |
2,340.25 |
|
LOW |
2,319.50 |
|
0.618 |
2,286.00 |
|
1.000 |
2,265.25 |
|
1.618 |
2,231.75 |
|
2.618 |
2,177.50 |
|
4.250 |
2,089.00 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,362.00 |
2,358.75 |
| PP |
2,354.25 |
2,347.75 |
| S1 |
2,346.50 |
2,337.00 |
|