| Trading Metrics calculated at close of trading on 23-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
5,975.0 |
5,935.5 |
-39.5 |
-0.7% |
6,052.0 |
| High |
6,008.0 |
5,964.5 |
-43.5 |
-0.7% |
6,080.0 |
| Low |
5,902.5 |
5,852.5 |
-50.0 |
-0.8% |
6,001.0 |
| Close |
5,978.5 |
5,914.5 |
-64.0 |
-1.1% |
6,053.0 |
| Range |
105.5 |
112.0 |
6.5 |
6.2% |
79.0 |
| ATR |
74.3 |
78.0 |
3.7 |
5.0% |
0.0 |
| Volume |
123,576 |
111,688 |
-11,888 |
-9.6% |
397,695 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,246.5 |
6,192.5 |
5,976.0 |
|
| R3 |
6,134.5 |
6,080.5 |
5,945.5 |
|
| R2 |
6,022.5 |
6,022.5 |
5,935.0 |
|
| R1 |
5,968.5 |
5,968.5 |
5,925.0 |
5,939.5 |
| PP |
5,910.5 |
5,910.5 |
5,910.5 |
5,896.0 |
| S1 |
5,856.5 |
5,856.5 |
5,904.0 |
5,827.5 |
| S2 |
5,798.5 |
5,798.5 |
5,894.0 |
|
| S3 |
5,686.5 |
5,744.5 |
5,883.5 |
|
| S4 |
5,574.5 |
5,632.5 |
5,853.0 |
|
|
| 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 |
5,852.5 |
234.0 |
4.0% |
86.0 |
1.5% |
26% |
False |
True |
96,127 |
| 10 |
6,086.5 |
5,852.5 |
234.0 |
4.0% |
78.5 |
1.3% |
26% |
False |
True |
89,687 |
| 20 |
6,086.5 |
5,777.0 |
309.5 |
5.2% |
74.0 |
1.2% |
44% |
False |
False |
91,771 |
| 40 |
6,086.5 |
5,777.0 |
309.5 |
5.2% |
74.5 |
1.3% |
44% |
False |
False |
92,408 |
| 60 |
6,086.5 |
5,482.0 |
604.5 |
10.2% |
71.5 |
1.2% |
72% |
False |
False |
79,613 |
| 80 |
6,086.5 |
5,482.0 |
604.5 |
10.2% |
71.0 |
1.2% |
72% |
False |
False |
59,828 |
| 100 |
6,086.5 |
5,482.0 |
604.5 |
10.2% |
65.0 |
1.1% |
72% |
False |
False |
47,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,440.5 |
|
2.618 |
6,257.5 |
|
1.618 |
6,145.5 |
|
1.000 |
6,076.5 |
|
0.618 |
6,033.5 |
|
HIGH |
5,964.5 |
|
0.618 |
5,921.5 |
|
0.500 |
5,908.5 |
|
0.382 |
5,895.5 |
|
LOW |
5,852.5 |
|
0.618 |
5,783.5 |
|
1.000 |
5,740.5 |
|
1.618 |
5,671.5 |
|
2.618 |
5,559.5 |
|
4.250 |
5,376.5 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,912.5 |
5,969.5 |
| PP |
5,910.5 |
5,951.0 |
| S1 |
5,908.5 |
5,933.0 |
|