| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
6,045.0 |
5,975.0 |
-70.0 |
-1.2% |
6,052.0 |
| High |
6,086.5 |
6,008.0 |
-78.5 |
-1.3% |
6,080.0 |
| Low |
5,978.5 |
5,902.5 |
-76.0 |
-1.3% |
6,001.0 |
| Close |
5,997.0 |
5,978.5 |
-18.5 |
-0.3% |
6,053.0 |
| Range |
108.0 |
105.5 |
-2.5 |
-2.3% |
79.0 |
| ATR |
71.9 |
74.3 |
2.4 |
3.3% |
0.0 |
| Volume |
79,675 |
123,576 |
43,901 |
55.1% |
397,695 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,279.5 |
6,234.5 |
6,036.5 |
|
| R3 |
6,174.0 |
6,129.0 |
6,007.5 |
|
| R2 |
6,068.5 |
6,068.5 |
5,998.0 |
|
| R1 |
6,023.5 |
6,023.5 |
5,988.0 |
6,046.0 |
| PP |
5,963.0 |
5,963.0 |
5,963.0 |
5,974.0 |
| S1 |
5,918.0 |
5,918.0 |
5,969.0 |
5,940.5 |
| S2 |
5,857.5 |
5,857.5 |
5,959.0 |
|
| S3 |
5,752.0 |
5,812.5 |
5,949.5 |
|
| S4 |
5,646.5 |
5,707.0 |
5,920.5 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,281.5 |
6,246.5 |
6,096.5 |
|
| R3 |
6,202.5 |
6,167.5 |
6,074.5 |
|
| R2 |
6,123.5 |
6,123.5 |
6,067.5 |
|
| R1 |
6,088.5 |
6,088.5 |
6,060.0 |
6,106.0 |
| PP |
6,044.5 |
6,044.5 |
6,044.5 |
6,053.5 |
| S1 |
6,009.5 |
6,009.5 |
6,046.0 |
6,027.0 |
| S2 |
5,965.5 |
5,965.5 |
6,038.5 |
|
| S3 |
5,886.5 |
5,930.5 |
6,031.5 |
|
| S4 |
5,807.5 |
5,851.5 |
6,009.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,086.5 |
5,902.5 |
184.0 |
3.1% |
76.0 |
1.3% |
41% |
False |
True |
90,302 |
| 10 |
6,086.5 |
5,902.5 |
184.0 |
3.1% |
72.0 |
1.2% |
41% |
False |
True |
86,345 |
| 20 |
6,086.5 |
5,777.0 |
309.5 |
5.2% |
72.5 |
1.2% |
65% |
False |
False |
90,548 |
| 40 |
6,086.5 |
5,777.0 |
309.5 |
5.2% |
72.5 |
1.2% |
65% |
False |
False |
89,729 |
| 60 |
6,086.5 |
5,482.0 |
604.5 |
10.1% |
71.0 |
1.2% |
82% |
False |
False |
77,760 |
| 80 |
6,086.5 |
5,482.0 |
604.5 |
10.1% |
70.0 |
1.2% |
82% |
False |
False |
58,436 |
| 100 |
6,086.5 |
5,482.0 |
604.5 |
10.1% |
64.5 |
1.1% |
82% |
False |
False |
46,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,456.5 |
|
2.618 |
6,284.0 |
|
1.618 |
6,178.5 |
|
1.000 |
6,113.5 |
|
0.618 |
6,073.0 |
|
HIGH |
6,008.0 |
|
0.618 |
5,967.5 |
|
0.500 |
5,955.0 |
|
0.382 |
5,943.0 |
|
LOW |
5,902.5 |
|
0.618 |
5,837.5 |
|
1.000 |
5,797.0 |
|
1.618 |
5,732.0 |
|
2.618 |
5,626.5 |
|
4.250 |
5,454.0 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,971.0 |
5,994.5 |
| PP |
5,963.0 |
5,989.0 |
| S1 |
5,955.0 |
5,984.0 |
|