| Trading Metrics calculated at close of trading on 03-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1,438.2 |
1,438.4 |
0.2 |
0.0% |
1,398.4 |
| High |
1,443.1 |
1,438.4 |
-4.7 |
-0.3% |
1,420.5 |
| Low |
1,432.5 |
1,414.6 |
-17.9 |
-1.2% |
1,398.4 |
| Close |
1,440.7 |
1,419.3 |
-21.4 |
-1.5% |
1,412.0 |
| Range |
10.6 |
23.8 |
13.2 |
124.5% |
22.1 |
| ATR |
15.6 |
16.3 |
0.8 |
4.8% |
0.0 |
| Volume |
1,883 |
1,467 |
-416 |
-22.1% |
2,286 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,495.5 |
1,481.2 |
1,432.4 |
|
| R3 |
1,471.7 |
1,457.4 |
1,425.8 |
|
| R2 |
1,447.9 |
1,447.9 |
1,423.7 |
|
| R1 |
1,433.6 |
1,433.6 |
1,421.5 |
1,428.9 |
| PP |
1,424.1 |
1,424.1 |
1,424.1 |
1,421.7 |
| S1 |
1,409.8 |
1,409.8 |
1,417.1 |
1,405.1 |
| S2 |
1,400.3 |
1,400.3 |
1,414.9 |
|
| S3 |
1,376.5 |
1,386.0 |
1,412.8 |
|
| S4 |
1,352.7 |
1,362.2 |
1,406.2 |
|
|
| 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 |
1,443.1 |
1,405.0 |
38.1 |
2.7% |
15.1 |
1.1% |
38% |
False |
False |
1,312 |
| 10 |
1,443.1 |
1,380.5 |
62.6 |
4.4% |
14.4 |
1.0% |
62% |
False |
False |
1,115 |
| 20 |
1,443.1 |
1,328.7 |
114.4 |
8.1% |
13.8 |
1.0% |
79% |
False |
False |
1,460 |
| 40 |
1,443.1 |
1,314.2 |
128.9 |
9.1% |
15.6 |
1.1% |
82% |
False |
False |
1,142 |
| 60 |
1,443.1 |
1,314.2 |
128.9 |
9.1% |
14.8 |
1.0% |
82% |
False |
False |
865 |
| 80 |
1,443.1 |
1,314.2 |
128.9 |
9.1% |
15.2 |
1.1% |
82% |
False |
False |
856 |
| 100 |
1,443.1 |
1,314.2 |
128.9 |
9.1% |
13.4 |
0.9% |
82% |
False |
False |
879 |
| 120 |
1,443.1 |
1,245.0 |
198.1 |
14.0% |
11.7 |
0.8% |
88% |
False |
False |
766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,539.6 |
|
2.618 |
1,500.7 |
|
1.618 |
1,476.9 |
|
1.000 |
1,462.2 |
|
0.618 |
1,453.1 |
|
HIGH |
1,438.4 |
|
0.618 |
1,429.3 |
|
0.500 |
1,426.5 |
|
0.382 |
1,423.7 |
|
LOW |
1,414.6 |
|
0.618 |
1,399.9 |
|
1.000 |
1,390.8 |
|
1.618 |
1,376.1 |
|
2.618 |
1,352.3 |
|
4.250 |
1,313.5 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,426.5 |
1,428.9 |
| PP |
1,424.1 |
1,425.7 |
| S1 |
1,421.7 |
1,422.5 |
|