| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1,384.1 |
1,395.1 |
11.0 |
0.8% |
1,357.8 |
| High |
1,391.8 |
1,408.7 |
16.9 |
1.2% |
1,391.8 |
| Low |
1,381.8 |
1,395.1 |
13.3 |
1.0% |
1,356.6 |
| Close |
1,388.2 |
1,400.5 |
12.3 |
0.9% |
1,388.2 |
| Range |
10.0 |
13.6 |
3.6 |
36.0% |
35.2 |
| ATR |
16.5 |
16.7 |
0.3 |
1.8% |
0.0 |
| Volume |
98 |
0 |
-98 |
-100.0% |
869 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,442.2 |
1,435.0 |
1,408.0 |
|
| R3 |
1,428.6 |
1,421.4 |
1,404.2 |
|
| R2 |
1,415.0 |
1,415.0 |
1,403.0 |
|
| R1 |
1,407.8 |
1,407.8 |
1,401.7 |
1,411.4 |
| PP |
1,401.4 |
1,401.4 |
1,401.4 |
1,403.3 |
| S1 |
1,394.2 |
1,394.2 |
1,399.3 |
1,397.8 |
| S2 |
1,387.8 |
1,387.8 |
1,398.0 |
|
| S3 |
1,374.2 |
1,380.6 |
1,396.8 |
|
| S4 |
1,360.6 |
1,367.0 |
1,393.0 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,484.5 |
1,471.5 |
1,407.6 |
|
| R3 |
1,449.3 |
1,436.3 |
1,397.9 |
|
| R2 |
1,414.1 |
1,414.1 |
1,394.7 |
|
| R1 |
1,401.1 |
1,401.1 |
1,391.4 |
1,407.6 |
| PP |
1,378.9 |
1,378.9 |
1,378.9 |
1,382.1 |
| S1 |
1,365.9 |
1,365.9 |
1,385.0 |
1,372.4 |
| S2 |
1,343.7 |
1,343.7 |
1,381.7 |
|
| S3 |
1,308.5 |
1,330.7 |
1,378.5 |
|
| S4 |
1,273.3 |
1,295.5 |
1,368.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,408.7 |
1,361.6 |
47.1 |
3.4% |
11.4 |
0.8% |
83% |
True |
False |
137 |
| 10 |
1,408.7 |
1,350.0 |
58.7 |
4.2% |
11.4 |
0.8% |
86% |
True |
False |
335 |
| 20 |
1,408.7 |
1,307.7 |
101.0 |
7.2% |
17.1 |
1.2% |
92% |
True |
False |
33,515 |
| 40 |
1,424.4 |
1,307.7 |
116.7 |
8.3% |
18.0 |
1.3% |
80% |
False |
False |
86,388 |
| 60 |
1,432.5 |
1,307.7 |
124.8 |
8.9% |
18.6 |
1.3% |
74% |
False |
False |
99,123 |
| 80 |
1,432.5 |
1,307.7 |
124.8 |
8.9% |
20.4 |
1.5% |
74% |
False |
False |
80,737 |
| 100 |
1,432.5 |
1,299.6 |
132.9 |
9.5% |
20.5 |
1.5% |
76% |
False |
False |
65,548 |
| 120 |
1,432.5 |
1,240.0 |
192.5 |
13.7% |
19.0 |
1.4% |
83% |
False |
False |
54,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,466.5 |
|
2.618 |
1,444.3 |
|
1.618 |
1,430.7 |
|
1.000 |
1,422.3 |
|
0.618 |
1,417.1 |
|
HIGH |
1,408.7 |
|
0.618 |
1,403.5 |
|
0.500 |
1,401.9 |
|
0.382 |
1,400.3 |
|
LOW |
1,395.1 |
|
0.618 |
1,386.7 |
|
1.000 |
1,381.5 |
|
1.618 |
1,373.1 |
|
2.618 |
1,359.5 |
|
4.250 |
1,337.3 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,401.9 |
1,398.0 |
| PP |
1,401.4 |
1,395.4 |
| S1 |
1,401.0 |
1,392.9 |
|