| Trading Metrics calculated at close of trading on 23-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
12,389.74 |
12,211.81 |
-177.93 |
-1.4% |
12,266.83 |
| High |
12,389.82 |
12,221.12 |
-168.70 |
-1.4% |
12,391.29 |
| Low |
12,176.31 |
12,063.43 |
-112.88 |
-0.9% |
12,193.27 |
| Close |
12,212.79 |
12,105.78 |
-107.01 |
-0.9% |
12,391.25 |
| Range |
213.51 |
157.69 |
-55.82 |
-26.1% |
198.02 |
| ATR |
93.90 |
98.46 |
4.56 |
4.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,603.18 |
12,512.17 |
12,192.51 |
|
| R3 |
12,445.49 |
12,354.48 |
12,149.14 |
|
| R2 |
12,287.80 |
12,287.80 |
12,134.69 |
|
| R1 |
12,196.79 |
12,196.79 |
12,120.23 |
12,163.45 |
| PP |
12,130.11 |
12,130.11 |
12,130.11 |
12,113.44 |
| S1 |
12,039.10 |
12,039.10 |
12,091.33 |
12,005.76 |
| S2 |
11,972.42 |
11,972.42 |
12,076.87 |
|
| S3 |
11,814.73 |
11,881.41 |
12,062.42 |
|
| S4 |
11,657.04 |
11,723.72 |
12,019.05 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,919.33 |
12,853.31 |
12,500.16 |
|
| R3 |
12,721.31 |
12,655.29 |
12,445.71 |
|
| R2 |
12,523.29 |
12,523.29 |
12,427.55 |
|
| R1 |
12,457.27 |
12,457.27 |
12,409.40 |
12,490.28 |
| PP |
12,325.27 |
12,325.27 |
12,325.27 |
12,341.78 |
| S1 |
12,259.25 |
12,259.25 |
12,373.10 |
12,292.26 |
| S2 |
12,127.25 |
12,127.25 |
12,354.95 |
|
| S3 |
11,929.23 |
12,061.23 |
12,336.79 |
|
| S4 |
11,731.21 |
11,863.21 |
12,282.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,391.29 |
12,063.43 |
327.86 |
2.7% |
124.14 |
1.0% |
13% |
False |
True |
|
| 10 |
12,391.29 |
12,063.43 |
327.86 |
2.7% |
98.96 |
0.8% |
13% |
False |
True |
|
| 20 |
12,391.29 |
11,803.04 |
588.25 |
4.9% |
96.42 |
0.8% |
51% |
False |
False |
|
| 40 |
12,391.29 |
11,530.32 |
860.97 |
7.1% |
89.62 |
0.7% |
67% |
False |
False |
|
| 60 |
12,391.29 |
10,929.28 |
1,462.01 |
12.1% |
88.50 |
0.7% |
80% |
False |
False |
|
| 80 |
12,391.29 |
10,929.28 |
1,462.01 |
12.1% |
98.04 |
0.8% |
80% |
False |
False |
|
| 100 |
12,391.29 |
10,711.12 |
1,680.17 |
13.9% |
102.86 |
0.8% |
83% |
False |
False |
|
| 120 |
12,391.29 |
10,253.96 |
2,137.33 |
17.7% |
104.25 |
0.9% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,891.30 |
|
2.618 |
12,633.95 |
|
1.618 |
12,476.26 |
|
1.000 |
12,378.81 |
|
0.618 |
12,318.57 |
|
HIGH |
12,221.12 |
|
0.618 |
12,160.88 |
|
0.500 |
12,142.28 |
|
0.382 |
12,123.67 |
|
LOW |
12,063.43 |
|
0.618 |
11,965.98 |
|
1.000 |
11,905.74 |
|
1.618 |
11,808.29 |
|
2.618 |
11,650.60 |
|
4.250 |
11,393.25 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,142.28 |
12,227.36 |
| PP |
12,130.11 |
12,186.83 |
| S1 |
12,117.95 |
12,146.31 |
|