| Trading Metrics calculated at close of trading on 28-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,310.00 |
2,345.25 |
35.25 |
1.5% |
2,393.50 |
| High |
2,350.25 |
2,363.00 |
12.75 |
0.5% |
2,394.00 |
| Low |
2,305.50 |
2,334.75 |
29.25 |
1.3% |
2,280.25 |
| Close |
2,345.75 |
2,350.75 |
5.00 |
0.2% |
2,345.75 |
| Range |
44.75 |
28.25 |
-16.50 |
-36.9% |
113.75 |
| ATR |
32.16 |
31.88 |
-0.28 |
-0.9% |
0.00 |
| Volume |
244,697 |
232,535 |
-12,162 |
-5.0% |
1,015,087 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,434.25 |
2,420.75 |
2,366.25 |
|
| R3 |
2,406.00 |
2,392.50 |
2,358.50 |
|
| R2 |
2,377.75 |
2,377.75 |
2,356.00 |
|
| R1 |
2,364.25 |
2,364.25 |
2,353.25 |
2,371.00 |
| PP |
2,349.50 |
2,349.50 |
2,349.50 |
2,353.00 |
| S1 |
2,336.00 |
2,336.00 |
2,348.25 |
2,342.75 |
| S2 |
2,321.25 |
2,321.25 |
2,345.50 |
|
| S3 |
2,293.00 |
2,307.75 |
2,343.00 |
|
| S4 |
2,264.75 |
2,279.50 |
2,335.25 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,681.25 |
2,627.25 |
2,408.25 |
|
| R3 |
2,567.50 |
2,513.50 |
2,377.00 |
|
| R2 |
2,453.75 |
2,453.75 |
2,366.50 |
|
| R1 |
2,399.75 |
2,399.75 |
2,356.25 |
2,370.00 |
| PP |
2,340.00 |
2,340.00 |
2,340.00 |
2,325.00 |
| S1 |
2,286.00 |
2,286.00 |
2,335.25 |
2,256.00 |
| S2 |
2,226.25 |
2,226.25 |
2,325.00 |
|
| S3 |
2,112.50 |
2,172.25 |
2,314.50 |
|
| S4 |
1,998.75 |
2,058.50 |
2,283.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,394.00 |
2,280.25 |
113.75 |
4.8% |
48.00 |
2.0% |
62% |
False |
False |
249,524 |
| 10 |
2,403.00 |
2,280.25 |
122.75 |
5.2% |
32.50 |
1.4% |
57% |
False |
False |
217,739 |
| 20 |
2,403.00 |
2,248.50 |
154.50 |
6.6% |
30.00 |
1.3% |
66% |
False |
False |
231,149 |
| 40 |
2,403.00 |
2,207.50 |
195.50 |
8.3% |
30.75 |
1.3% |
73% |
False |
False |
229,267 |
| 60 |
2,403.00 |
2,155.25 |
247.75 |
10.5% |
27.25 |
1.2% |
79% |
False |
False |
192,523 |
| 80 |
2,403.00 |
2,082.25 |
320.75 |
13.6% |
29.00 |
1.2% |
84% |
False |
False |
144,468 |
| 100 |
2,403.00 |
1,983.25 |
419.75 |
17.9% |
29.00 |
1.2% |
88% |
False |
False |
115,615 |
| 120 |
2,403.00 |
1,862.75 |
540.25 |
23.0% |
28.50 |
1.2% |
90% |
False |
False |
96,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,483.00 |
|
2.618 |
2,437.00 |
|
1.618 |
2,408.75 |
|
1.000 |
2,391.25 |
|
0.618 |
2,380.50 |
|
HIGH |
2,363.00 |
|
0.618 |
2,352.25 |
|
0.500 |
2,349.00 |
|
0.382 |
2,345.50 |
|
LOW |
2,334.75 |
|
0.618 |
2,317.25 |
|
1.000 |
2,306.50 |
|
1.618 |
2,289.00 |
|
2.618 |
2,260.75 |
|
4.250 |
2,214.75 |
|
|
| Fisher Pivots for day following 28-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,350.00 |
2,341.00 |
| PP |
2,349.50 |
2,331.25 |
| S1 |
2,349.00 |
2,321.50 |
|