| 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 |
2,393.75 |
2,393.50 |
-0.25 |
0.0% |
2,376.25 |
| High |
2,400.50 |
2,394.00 |
-6.50 |
-0.3% |
2,403.00 |
| Low |
2,382.00 |
2,317.75 |
-64.25 |
-2.7% |
2,370.75 |
| Close |
2,395.00 |
2,321.25 |
-73.75 |
-3.1% |
2,395.00 |
| Range |
18.50 |
76.25 |
57.75 |
312.2% |
32.25 |
| ATR |
25.26 |
28.98 |
3.71 |
14.7% |
0.00 |
| Volume |
183,849 |
0 |
-183,849 |
-100.0% |
929,776 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,573.00 |
2,523.50 |
2,363.25 |
|
| R3 |
2,496.75 |
2,447.25 |
2,342.25 |
|
| R2 |
2,420.50 |
2,420.50 |
2,335.25 |
|
| R1 |
2,371.00 |
2,371.00 |
2,328.25 |
2,357.50 |
| PP |
2,344.25 |
2,344.25 |
2,344.25 |
2,337.75 |
| S1 |
2,294.75 |
2,294.75 |
2,314.25 |
2,281.50 |
| S2 |
2,268.00 |
2,268.00 |
2,307.25 |
|
| S3 |
2,191.75 |
2,218.50 |
2,300.25 |
|
| S4 |
2,115.50 |
2,142.25 |
2,279.25 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,486.25 |
2,473.00 |
2,412.75 |
|
| R3 |
2,454.00 |
2,440.75 |
2,403.75 |
|
| R2 |
2,421.75 |
2,421.75 |
2,401.00 |
|
| R1 |
2,408.50 |
2,408.50 |
2,398.00 |
2,415.00 |
| PP |
2,389.50 |
2,389.50 |
2,389.50 |
2,393.00 |
| S1 |
2,376.25 |
2,376.25 |
2,392.00 |
2,383.00 |
| S2 |
2,357.25 |
2,357.25 |
2,389.00 |
|
| S3 |
2,325.00 |
2,344.00 |
2,386.25 |
|
| S4 |
2,292.75 |
2,311.75 |
2,377.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,403.00 |
2,317.75 |
85.25 |
3.7% |
30.00 |
1.3% |
4% |
False |
True |
155,299 |
| 10 |
2,403.00 |
2,317.75 |
85.25 |
3.7% |
26.00 |
1.1% |
4% |
False |
True |
184,195 |
| 20 |
2,403.00 |
2,248.50 |
154.50 |
6.7% |
28.75 |
1.2% |
47% |
False |
False |
223,752 |
| 40 |
2,403.00 |
2,207.25 |
195.75 |
8.4% |
28.25 |
1.2% |
58% |
False |
False |
206,045 |
| 60 |
2,403.00 |
2,107.75 |
295.25 |
12.7% |
27.25 |
1.2% |
72% |
False |
False |
171,765 |
| 80 |
2,403.00 |
2,082.25 |
320.75 |
13.8% |
28.25 |
1.2% |
75% |
False |
False |
128,886 |
| 100 |
2,403.00 |
1,958.50 |
444.50 |
19.1% |
29.00 |
1.2% |
82% |
False |
False |
103,148 |
| 120 |
2,403.00 |
1,773.00 |
630.00 |
27.1% |
27.50 |
1.2% |
87% |
False |
False |
85,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,718.00 |
|
2.618 |
2,593.50 |
|
1.618 |
2,517.25 |
|
1.000 |
2,470.25 |
|
0.618 |
2,441.00 |
|
HIGH |
2,394.00 |
|
0.618 |
2,364.75 |
|
0.500 |
2,356.00 |
|
0.382 |
2,347.00 |
|
LOW |
2,317.75 |
|
0.618 |
2,270.75 |
|
1.000 |
2,241.50 |
|
1.618 |
2,194.50 |
|
2.618 |
2,118.25 |
|
4.250 |
1,993.75 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,356.00 |
2,359.25 |
| PP |
2,344.25 |
2,346.50 |
| S1 |
2,332.75 |
2,334.00 |
|