| 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 |
2,915.0 |
2,895.0 |
-20.0 |
-0.7% |
2,969.0 |
| High |
2,927.0 |
2,913.0 |
-14.0 |
-0.5% |
2,998.0 |
| Low |
2,879.0 |
2,856.0 |
-23.0 |
-0.8% |
2,935.0 |
| Close |
2,910.0 |
2,880.0 |
-30.0 |
-1.0% |
2,988.0 |
| Range |
48.0 |
57.0 |
9.0 |
18.8% |
63.0 |
| ATR |
41.9 |
43.0 |
1.1 |
2.6% |
0.0 |
| Volume |
3,382 |
10,562 |
7,180 |
212.3% |
4,607 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,054.0 |
3,024.0 |
2,911.4 |
|
| R3 |
2,997.0 |
2,967.0 |
2,895.7 |
|
| R2 |
2,940.0 |
2,940.0 |
2,890.5 |
|
| R1 |
2,910.0 |
2,910.0 |
2,885.2 |
2,896.5 |
| PP |
2,883.0 |
2,883.0 |
2,883.0 |
2,876.3 |
| S1 |
2,853.0 |
2,853.0 |
2,874.8 |
2,839.5 |
| S2 |
2,826.0 |
2,826.0 |
2,869.6 |
|
| S3 |
2,769.0 |
2,796.0 |
2,864.3 |
|
| S4 |
2,712.0 |
2,739.0 |
2,848.7 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,162.7 |
3,138.3 |
3,022.7 |
|
| R3 |
3,099.7 |
3,075.3 |
3,005.3 |
|
| R2 |
3,036.7 |
3,036.7 |
2,999.6 |
|
| R1 |
3,012.3 |
3,012.3 |
2,993.8 |
3,024.5 |
| PP |
2,973.7 |
2,973.7 |
2,973.7 |
2,979.8 |
| S1 |
2,949.3 |
2,949.3 |
2,982.2 |
2,961.5 |
| S2 |
2,910.7 |
2,910.7 |
2,976.5 |
|
| S3 |
2,847.7 |
2,886.3 |
2,970.7 |
|
| S4 |
2,784.7 |
2,823.3 |
2,953.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,998.0 |
2,856.0 |
142.0 |
4.9% |
45.4 |
1.6% |
17% |
False |
True |
3,726 |
| 10 |
2,998.0 |
2,856.0 |
142.0 |
4.9% |
41.9 |
1.5% |
17% |
False |
True |
2,916 |
| 20 |
2,998.0 |
2,844.0 |
154.0 |
5.3% |
41.1 |
1.4% |
23% |
False |
False |
3,037 |
| 40 |
2,998.0 |
2,678.0 |
320.0 |
11.1% |
41.9 |
1.5% |
63% |
False |
False |
2,116 |
| 60 |
2,998.0 |
2,561.0 |
437.0 |
15.2% |
40.0 |
1.4% |
73% |
False |
False |
3,469 |
| 80 |
2,998.0 |
2,561.0 |
437.0 |
15.2% |
40.0 |
1.4% |
73% |
False |
False |
2,782 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.2% |
37.0 |
1.3% |
73% |
False |
False |
2,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,155.3 |
|
2.618 |
3,062.2 |
|
1.618 |
3,005.2 |
|
1.000 |
2,970.0 |
|
0.618 |
2,948.2 |
|
HIGH |
2,913.0 |
|
0.618 |
2,891.2 |
|
0.500 |
2,884.5 |
|
0.382 |
2,877.8 |
|
LOW |
2,856.0 |
|
0.618 |
2,820.8 |
|
1.000 |
2,799.0 |
|
1.618 |
2,763.8 |
|
2.618 |
2,706.8 |
|
4.250 |
2,613.8 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,884.5 |
2,923.0 |
| PP |
2,883.0 |
2,908.7 |
| S1 |
2,881.5 |
2,894.3 |
|