| Trading Metrics calculated at close of trading on 24-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,895.0 |
2,866.0 |
-29.0 |
-1.0% |
2,969.0 |
| High |
2,913.0 |
2,881.0 |
-32.0 |
-1.1% |
2,998.0 |
| Low |
2,856.0 |
2,844.0 |
-12.0 |
-0.4% |
2,935.0 |
| Close |
2,880.0 |
2,872.0 |
-8.0 |
-0.3% |
2,988.0 |
| Range |
57.0 |
37.0 |
-20.0 |
-35.1% |
63.0 |
| ATR |
43.0 |
42.5 |
-0.4 |
-1.0% |
0.0 |
| Volume |
10,562 |
824 |
-9,738 |
-92.2% |
4,607 |
|
| Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,976.7 |
2,961.3 |
2,892.4 |
|
| R3 |
2,939.7 |
2,924.3 |
2,882.2 |
|
| R2 |
2,902.7 |
2,902.7 |
2,878.8 |
|
| R1 |
2,887.3 |
2,887.3 |
2,875.4 |
2,895.0 |
| PP |
2,865.7 |
2,865.7 |
2,865.7 |
2,869.5 |
| S1 |
2,850.3 |
2,850.3 |
2,868.6 |
2,858.0 |
| S2 |
2,828.7 |
2,828.7 |
2,865.2 |
|
| S3 |
2,791.7 |
2,813.3 |
2,861.8 |
|
| S4 |
2,754.7 |
2,776.3 |
2,851.7 |
|
|
| 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 |
2,844.0 |
154.0 |
5.4% |
46.8 |
1.6% |
18% |
False |
True |
3,669 |
| 10 |
2,998.0 |
2,844.0 |
154.0 |
5.4% |
41.4 |
1.4% |
18% |
False |
True |
2,680 |
| 20 |
2,998.0 |
2,844.0 |
154.0 |
5.4% |
40.4 |
1.4% |
18% |
False |
True |
3,050 |
| 40 |
2,998.0 |
2,678.0 |
320.0 |
11.1% |
42.3 |
1.5% |
61% |
False |
False |
2,134 |
| 60 |
2,998.0 |
2,591.0 |
407.0 |
14.2% |
39.9 |
1.4% |
69% |
False |
False |
3,413 |
| 80 |
2,998.0 |
2,561.0 |
437.0 |
15.2% |
40.0 |
1.4% |
71% |
False |
False |
2,792 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.2% |
36.7 |
1.3% |
71% |
False |
False |
2,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,038.3 |
|
2.618 |
2,977.9 |
|
1.618 |
2,940.9 |
|
1.000 |
2,918.0 |
|
0.618 |
2,903.9 |
|
HIGH |
2,881.0 |
|
0.618 |
2,866.9 |
|
0.500 |
2,862.5 |
|
0.382 |
2,858.1 |
|
LOW |
2,844.0 |
|
0.618 |
2,821.1 |
|
1.000 |
2,807.0 |
|
1.618 |
2,784.1 |
|
2.618 |
2,747.1 |
|
4.250 |
2,686.8 |
|
|
| Fisher Pivots for day following 24-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,868.8 |
2,885.5 |
| PP |
2,865.7 |
2,881.0 |
| S1 |
2,862.5 |
2,876.5 |
|