| Trading Metrics calculated at close of trading on 24-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,322.00 |
2,302.75 |
-19.25 |
-0.8% |
2,376.25 |
| High |
2,334.75 |
2,321.00 |
-13.75 |
-0.6% |
2,403.00 |
| Low |
2,285.00 |
2,280.25 |
-4.75 |
-0.2% |
2,370.75 |
| Close |
2,303.50 |
2,308.25 |
4.75 |
0.2% |
2,395.00 |
| Range |
49.75 |
40.75 |
-9.00 |
-18.1% |
32.25 |
| ATR |
30.46 |
31.20 |
0.73 |
2.4% |
0.00 |
| Volume |
407,845 |
362,545 |
-45,300 |
-11.1% |
929,776 |
|
| Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,425.50 |
2,407.50 |
2,330.75 |
|
| R3 |
2,384.75 |
2,366.75 |
2,319.50 |
|
| R2 |
2,344.00 |
2,344.00 |
2,315.75 |
|
| R1 |
2,326.00 |
2,326.00 |
2,312.00 |
2,335.00 |
| PP |
2,303.25 |
2,303.25 |
2,303.25 |
2,307.50 |
| S1 |
2,285.25 |
2,285.25 |
2,304.50 |
2,294.25 |
| S2 |
2,262.50 |
2,262.50 |
2,300.75 |
|
| S3 |
2,221.75 |
2,244.50 |
2,297.00 |
|
| S4 |
2,181.00 |
2,203.75 |
2,285.75 |
|
|
| 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 |
2,400.75 |
2,280.25 |
120.50 |
5.2% |
40.50 |
1.8% |
23% |
False |
True |
230,392 |
| 10 |
2,403.00 |
2,280.25 |
122.75 |
5.3% |
31.25 |
1.4% |
23% |
False |
True |
222,623 |
| 20 |
2,403.00 |
2,248.50 |
154.50 |
6.7% |
31.25 |
1.3% |
39% |
False |
False |
241,160 |
| 40 |
2,403.00 |
2,207.50 |
195.50 |
8.5% |
29.50 |
1.3% |
52% |
False |
False |
221,100 |
| 60 |
2,403.00 |
2,107.75 |
295.25 |
12.8% |
27.75 |
1.2% |
68% |
False |
False |
184,595 |
| 80 |
2,403.00 |
2,082.25 |
320.75 |
13.9% |
28.75 |
1.2% |
70% |
False |
False |
138,506 |
| 100 |
2,403.00 |
1,958.50 |
444.50 |
19.3% |
29.00 |
1.3% |
79% |
False |
False |
110,844 |
| 120 |
2,403.00 |
1,851.00 |
552.00 |
23.9% |
28.00 |
1.2% |
83% |
False |
False |
92,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,494.25 |
|
2.618 |
2,427.75 |
|
1.618 |
2,387.00 |
|
1.000 |
2,361.75 |
|
0.618 |
2,346.25 |
|
HIGH |
2,321.00 |
|
0.618 |
2,305.50 |
|
0.500 |
2,300.50 |
|
0.382 |
2,295.75 |
|
LOW |
2,280.25 |
|
0.618 |
2,255.00 |
|
1.000 |
2,239.50 |
|
1.618 |
2,214.25 |
|
2.618 |
2,173.50 |
|
4.250 |
2,107.00 |
|
|
| Fisher Pivots for day following 24-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,305.75 |
2,337.00 |
| PP |
2,303.25 |
2,327.50 |
| S1 |
2,300.50 |
2,318.00 |
|