| Trading Metrics calculated at close of trading on 28-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1,405.5 |
1,416.9 |
11.4 |
0.8% |
1,398.4 |
| High |
1,413.1 |
1,418.8 |
5.7 |
0.4% |
1,420.5 |
| Low |
1,405.0 |
1,408.9 |
3.9 |
0.3% |
1,398.4 |
| Close |
1,412.0 |
1,412.6 |
0.6 |
0.0% |
1,412.0 |
| Range |
8.1 |
9.9 |
1.8 |
22.2% |
22.1 |
| ATR |
15.6 |
15.2 |
-0.4 |
-2.6% |
0.0 |
| Volume |
375 |
959 |
584 |
155.7% |
2,286 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,443.1 |
1,437.8 |
1,418.0 |
|
| R3 |
1,433.2 |
1,427.9 |
1,415.3 |
|
| R2 |
1,423.3 |
1,423.3 |
1,414.4 |
|
| R1 |
1,418.0 |
1,418.0 |
1,413.5 |
1,415.7 |
| PP |
1,413.4 |
1,413.4 |
1,413.4 |
1,412.3 |
| S1 |
1,408.1 |
1,408.1 |
1,411.7 |
1,405.8 |
| S2 |
1,403.5 |
1,403.5 |
1,410.8 |
|
| S3 |
1,393.6 |
1,398.2 |
1,409.9 |
|
| S4 |
1,383.7 |
1,388.3 |
1,407.2 |
|
|
| 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 |
1,398.4 |
22.1 |
1.6% |
14.0 |
1.0% |
64% |
False |
False |
649 |
| 10 |
1,420.5 |
1,358.0 |
62.5 |
4.4% |
11.7 |
0.8% |
87% |
False |
False |
1,070 |
| 20 |
1,420.5 |
1,328.2 |
92.3 |
6.5% |
13.5 |
1.0% |
91% |
False |
False |
1,293 |
| 40 |
1,429.5 |
1,314.2 |
115.3 |
8.2% |
15.8 |
1.1% |
85% |
False |
False |
1,033 |
| 60 |
1,436.9 |
1,314.2 |
122.7 |
8.7% |
14.5 |
1.0% |
80% |
False |
False |
817 |
| 80 |
1,436.9 |
1,314.2 |
122.7 |
8.7% |
15.5 |
1.1% |
80% |
False |
False |
953 |
| 100 |
1,436.9 |
1,314.2 |
122.7 |
8.7% |
13.0 |
0.9% |
80% |
False |
False |
830 |
| 120 |
1,436.9 |
1,245.0 |
191.9 |
13.6% |
11.2 |
0.8% |
87% |
False |
False |
728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,460.9 |
|
2.618 |
1,444.7 |
|
1.618 |
1,434.8 |
|
1.000 |
1,428.7 |
|
0.618 |
1,424.9 |
|
HIGH |
1,418.8 |
|
0.618 |
1,415.0 |
|
0.500 |
1,413.9 |
|
0.382 |
1,412.7 |
|
LOW |
1,408.9 |
|
0.618 |
1,402.8 |
|
1.000 |
1,399.0 |
|
1.618 |
1,392.9 |
|
2.618 |
1,383.0 |
|
4.250 |
1,366.8 |
|
|
| Fisher Pivots for day following 28-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,413.9 |
1,411.6 |
| PP |
1,413.4 |
1,410.6 |
| S1 |
1,413.0 |
1,409.7 |
|