| Trading Metrics calculated at close of trading on 01-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,345.25 |
2,351.00 |
5.75 |
0.2% |
2,393.50 |
| High |
2,363.00 |
2,371.75 |
8.75 |
0.4% |
2,394.00 |
| Low |
2,334.75 |
2,307.50 |
-27.25 |
-1.2% |
2,280.25 |
| Close |
2,350.75 |
2,311.50 |
-39.25 |
-1.7% |
2,345.75 |
| Range |
28.25 |
64.25 |
36.00 |
127.4% |
113.75 |
| ATR |
31.88 |
34.20 |
2.31 |
7.3% |
0.00 |
| Volume |
232,535 |
346,012 |
113,477 |
48.8% |
1,015,087 |
|
| Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,523.00 |
2,481.50 |
2,346.75 |
|
| R3 |
2,458.75 |
2,417.25 |
2,329.25 |
|
| R2 |
2,394.50 |
2,394.50 |
2,323.25 |
|
| R1 |
2,353.00 |
2,353.00 |
2,317.50 |
2,341.50 |
| PP |
2,330.25 |
2,330.25 |
2,330.25 |
2,324.50 |
| S1 |
2,288.75 |
2,288.75 |
2,305.50 |
2,277.50 |
| S2 |
2,266.00 |
2,266.00 |
2,299.75 |
|
| S3 |
2,201.75 |
2,224.50 |
2,293.75 |
|
| S4 |
2,137.50 |
2,160.25 |
2,276.25 |
|
|
| 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 |
2,371.75 |
2,280.25 |
91.50 |
4.0% |
45.50 |
2.0% |
34% |
True |
False |
318,726 |
| 10 |
2,403.00 |
2,280.25 |
122.75 |
5.3% |
37.75 |
1.6% |
25% |
False |
False |
237,012 |
| 20 |
2,403.00 |
2,280.25 |
122.75 |
5.3% |
31.50 |
1.4% |
25% |
False |
False |
232,614 |
| 40 |
2,403.00 |
2,219.25 |
183.75 |
7.9% |
31.75 |
1.4% |
50% |
False |
False |
235,415 |
| 60 |
2,403.00 |
2,166.50 |
236.50 |
10.2% |
27.75 |
1.2% |
61% |
False |
False |
198,266 |
| 80 |
2,403.00 |
2,082.25 |
320.75 |
13.9% |
29.25 |
1.3% |
71% |
False |
False |
148,788 |
| 100 |
2,403.00 |
1,983.25 |
419.75 |
18.2% |
29.25 |
1.3% |
78% |
False |
False |
119,073 |
| 120 |
2,403.00 |
1,880.75 |
522.25 |
22.6% |
28.75 |
1.2% |
82% |
False |
False |
99,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,644.75 |
|
2.618 |
2,540.00 |
|
1.618 |
2,475.75 |
|
1.000 |
2,436.00 |
|
0.618 |
2,411.50 |
|
HIGH |
2,371.75 |
|
0.618 |
2,347.25 |
|
0.500 |
2,339.50 |
|
0.382 |
2,332.00 |
|
LOW |
2,307.50 |
|
0.618 |
2,267.75 |
|
1.000 |
2,243.25 |
|
1.618 |
2,203.50 |
|
2.618 |
2,139.25 |
|
4.250 |
2,034.50 |
|
|
| Fisher Pivots for day following 01-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,339.50 |
2,338.50 |
| PP |
2,330.25 |
2,329.50 |
| S1 |
2,321.00 |
2,320.50 |
|