| Trading Metrics calculated at close of trading on 25-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1,412.1 |
1,401.9 |
-10.2 |
-0.7% |
1,390.1 |
| High |
1,418.8 |
1,412.4 |
-6.4 |
-0.5% |
1,418.8 |
| Low |
1,392.2 |
1,400.1 |
7.9 |
0.6% |
1,390.1 |
| Close |
1,415.8 |
1,409.3 |
-6.5 |
-0.5% |
1,409.3 |
| Range |
26.6 |
12.3 |
-14.3 |
-53.8% |
28.7 |
| ATR |
18.8 |
18.6 |
-0.2 |
-1.2% |
0.0 |
| Volume |
175,906 |
112,323 |
-63,583 |
-36.1% |
425,621 |
|
| Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,444.2 |
1,439.0 |
1,416.1 |
|
| R3 |
1,431.9 |
1,426.7 |
1,412.7 |
|
| R2 |
1,419.6 |
1,419.6 |
1,411.6 |
|
| R1 |
1,414.4 |
1,414.4 |
1,410.4 |
1,417.0 |
| PP |
1,407.3 |
1,407.3 |
1,407.3 |
1,408.6 |
| S1 |
1,402.1 |
1,402.1 |
1,408.2 |
1,404.7 |
| S2 |
1,395.0 |
1,395.0 |
1,407.0 |
|
| S3 |
1,382.7 |
1,389.8 |
1,405.9 |
|
| S4 |
1,370.4 |
1,377.5 |
1,402.5 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,492.2 |
1,479.4 |
1,425.1 |
|
| R3 |
1,463.5 |
1,450.7 |
1,417.2 |
|
| R2 |
1,434.8 |
1,434.8 |
1,414.6 |
|
| R1 |
1,422.0 |
1,422.0 |
1,411.9 |
1,428.4 |
| PP |
1,406.1 |
1,406.1 |
1,406.1 |
1,409.3 |
| S1 |
1,393.3 |
1,393.3 |
1,406.7 |
1,399.7 |
| S2 |
1,377.4 |
1,377.4 |
1,404.0 |
|
| S3 |
1,348.7 |
1,364.6 |
1,401.4 |
|
| S4 |
1,320.0 |
1,335.9 |
1,393.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,418.8 |
1,382.0 |
36.8 |
2.6% |
18.4 |
1.3% |
74% |
False |
False |
106,261 |
| 10 |
1,418.8 |
1,354.3 |
64.5 |
4.6% |
16.3 |
1.2% |
85% |
False |
False |
105,860 |
| 20 |
1,418.8 |
1,309.1 |
109.7 |
7.8% |
18.2 |
1.3% |
91% |
False |
False |
117,702 |
| 40 |
1,426.3 |
1,309.1 |
117.2 |
8.3% |
18.9 |
1.3% |
85% |
False |
False |
73,116 |
| 60 |
1,434.1 |
1,309.1 |
125.0 |
8.9% |
18.7 |
1.3% |
80% |
False |
False |
50,017 |
| 80 |
1,434.1 |
1,309.1 |
125.0 |
8.9% |
20.2 |
1.4% |
80% |
False |
False |
38,524 |
| 100 |
1,434.1 |
1,309.1 |
125.0 |
8.9% |
20.1 |
1.4% |
80% |
False |
False |
31,208 |
| 120 |
1,434.1 |
1,246.8 |
187.3 |
13.3% |
18.1 |
1.3% |
87% |
False |
False |
26,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,464.7 |
|
2.618 |
1,444.6 |
|
1.618 |
1,432.3 |
|
1.000 |
1,424.7 |
|
0.618 |
1,420.0 |
|
HIGH |
1,412.4 |
|
0.618 |
1,407.7 |
|
0.500 |
1,406.3 |
|
0.382 |
1,404.8 |
|
LOW |
1,400.1 |
|
0.618 |
1,392.5 |
|
1.000 |
1,387.8 |
|
1.618 |
1,380.2 |
|
2.618 |
1,367.9 |
|
4.250 |
1,347.8 |
|
|
| Fisher Pivots for day following 25-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,408.3 |
1,408.0 |
| PP |
1,407.3 |
1,406.8 |
| S1 |
1,406.3 |
1,405.5 |
|