| 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 |
1,415.2 |
1,405.5 |
-9.7 |
-0.7% |
1,398.4 |
| High |
1,420.5 |
1,413.1 |
-7.4 |
-0.5% |
1,420.5 |
| Low |
1,398.8 |
1,405.0 |
6.2 |
0.4% |
1,398.4 |
| Close |
1,418.4 |
1,412.0 |
-6.4 |
-0.5% |
1,412.0 |
| Range |
21.7 |
8.1 |
-13.6 |
-62.7% |
22.1 |
| ATR |
15.8 |
15.6 |
-0.2 |
-1.1% |
0.0 |
| Volume |
1,675 |
375 |
-1,300 |
-77.6% |
2,286 |
|
| Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,434.3 |
1,431.3 |
1,416.5 |
|
| R3 |
1,426.2 |
1,423.2 |
1,414.2 |
|
| R2 |
1,418.1 |
1,418.1 |
1,413.5 |
|
| R1 |
1,415.1 |
1,415.1 |
1,412.7 |
1,416.6 |
| PP |
1,410.0 |
1,410.0 |
1,410.0 |
1,410.8 |
| S1 |
1,407.0 |
1,407.0 |
1,411.3 |
1,408.5 |
| S2 |
1,401.9 |
1,401.9 |
1,410.5 |
|
| S3 |
1,393.8 |
1,398.9 |
1,409.8 |
|
| S4 |
1,385.7 |
1,390.8 |
1,407.5 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,476.6 |
1,466.4 |
1,424.2 |
|
| R3 |
1,454.5 |
1,444.3 |
1,418.1 |
|
| R2 |
1,432.4 |
1,432.4 |
1,416.1 |
|
| R1 |
1,422.2 |
1,422.2 |
1,414.0 |
1,427.3 |
| PP |
1,410.3 |
1,410.3 |
1,410.3 |
1,412.9 |
| S1 |
1,400.1 |
1,400.1 |
1,410.0 |
1,405.2 |
| S2 |
1,388.2 |
1,388.2 |
1,407.9 |
|
| S3 |
1,366.1 |
1,378.0 |
1,405.9 |
|
| S4 |
1,344.0 |
1,355.9 |
1,399.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,420.5 |
1,385.6 |
34.9 |
2.5% |
13.8 |
1.0% |
76% |
False |
False |
693 |
| 10 |
1,420.5 |
1,357.5 |
63.0 |
4.5% |
12.0 |
0.9% |
87% |
False |
False |
1,097 |
| 20 |
1,420.5 |
1,314.2 |
106.3 |
7.5% |
14.8 |
1.0% |
92% |
False |
False |
1,320 |
| 40 |
1,429.5 |
1,314.2 |
115.3 |
8.2% |
15.7 |
1.1% |
85% |
False |
False |
1,023 |
| 60 |
1,436.9 |
1,314.2 |
122.7 |
8.7% |
14.4 |
1.0% |
80% |
False |
False |
807 |
| 80 |
1,436.9 |
1,314.2 |
122.7 |
8.7% |
15.4 |
1.1% |
80% |
False |
False |
943 |
| 100 |
1,436.9 |
1,314.2 |
122.7 |
8.7% |
13.0 |
0.9% |
80% |
False |
False |
823 |
| 120 |
1,436.9 |
1,245.0 |
191.9 |
13.6% |
11.2 |
0.8% |
87% |
False |
False |
720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,447.5 |
|
2.618 |
1,434.3 |
|
1.618 |
1,426.2 |
|
1.000 |
1,421.2 |
|
0.618 |
1,418.1 |
|
HIGH |
1,413.1 |
|
0.618 |
1,410.0 |
|
0.500 |
1,409.1 |
|
0.382 |
1,408.1 |
|
LOW |
1,405.0 |
|
0.618 |
1,400.0 |
|
1.000 |
1,396.9 |
|
1.618 |
1,391.9 |
|
2.618 |
1,383.8 |
|
4.250 |
1,370.6 |
|
|
| Fisher Pivots for day following 25-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,411.0 |
1,411.2 |
| PP |
1,410.0 |
1,410.4 |
| S1 |
1,409.1 |
1,409.7 |
|