| Trading Metrics calculated at close of trading on 01-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,903.0 |
2,950.0 |
47.0 |
1.6% |
2,990.0 |
| High |
2,952.0 |
2,961.0 |
9.0 |
0.3% |
2,990.0 |
| Low |
2,888.0 |
2,880.0 |
-8.0 |
-0.3% |
2,844.0 |
| Close |
2,934.0 |
2,904.0 |
-30.0 |
-1.0% |
2,903.0 |
| Range |
64.0 |
81.0 |
17.0 |
26.6% |
146.0 |
| ATR |
44.2 |
46.9 |
2.6 |
5.9% |
0.0 |
| Volume |
1,493 |
19,855 |
18,362 |
1,229.9% |
35,403 |
|
| Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,158.0 |
3,112.0 |
2,948.6 |
|
| R3 |
3,077.0 |
3,031.0 |
2,926.3 |
|
| R2 |
2,996.0 |
2,996.0 |
2,918.9 |
|
| R1 |
2,950.0 |
2,950.0 |
2,911.4 |
2,932.5 |
| PP |
2,915.0 |
2,915.0 |
2,915.0 |
2,906.3 |
| S1 |
2,869.0 |
2,869.0 |
2,896.6 |
2,851.5 |
| S2 |
2,834.0 |
2,834.0 |
2,889.2 |
|
| S3 |
2,753.0 |
2,788.0 |
2,881.7 |
|
| S4 |
2,672.0 |
2,707.0 |
2,859.5 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,350.3 |
3,272.7 |
2,983.3 |
|
| R3 |
3,204.3 |
3,126.7 |
2,943.2 |
|
| R2 |
3,058.3 |
3,058.3 |
2,929.8 |
|
| R1 |
2,980.7 |
2,980.7 |
2,916.4 |
2,946.5 |
| PP |
2,912.3 |
2,912.3 |
2,912.3 |
2,895.3 |
| S1 |
2,834.7 |
2,834.7 |
2,889.6 |
2,800.5 |
| S2 |
2,766.3 |
2,766.3 |
2,876.2 |
|
| S3 |
2,620.3 |
2,688.7 |
2,862.9 |
|
| S4 |
2,474.3 |
2,542.7 |
2,822.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,961.0 |
2,844.0 |
117.0 |
4.0% |
55.0 |
1.9% |
51% |
True |
False |
10,023 |
| 10 |
2,998.0 |
2,844.0 |
154.0 |
5.3% |
48.2 |
1.7% |
39% |
False |
False |
5,850 |
| 20 |
2,998.0 |
2,844.0 |
154.0 |
5.3% |
40.5 |
1.4% |
39% |
False |
False |
4,582 |
| 40 |
2,998.0 |
2,678.0 |
320.0 |
11.0% |
43.5 |
1.5% |
71% |
False |
False |
3,067 |
| 60 |
2,998.0 |
2,678.0 |
320.0 |
11.0% |
39.7 |
1.4% |
71% |
False |
False |
3,967 |
| 80 |
2,998.0 |
2,561.0 |
437.0 |
15.0% |
40.9 |
1.4% |
78% |
False |
False |
3,247 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.0% |
37.6 |
1.3% |
78% |
False |
False |
2,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,305.3 |
|
2.618 |
3,173.1 |
|
1.618 |
3,092.1 |
|
1.000 |
3,042.0 |
|
0.618 |
3,011.1 |
|
HIGH |
2,961.0 |
|
0.618 |
2,930.1 |
|
0.500 |
2,920.5 |
|
0.382 |
2,910.9 |
|
LOW |
2,880.0 |
|
0.618 |
2,829.9 |
|
1.000 |
2,799.0 |
|
1.618 |
2,748.9 |
|
2.618 |
2,667.9 |
|
4.250 |
2,535.8 |
|
|
| Fisher Pivots for day following 01-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,920.5 |
2,920.5 |
| PP |
2,915.0 |
2,915.0 |
| S1 |
2,909.5 |
2,909.5 |
|