| 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 |
2,876.0 |
2,898.0 |
22.0 |
0.8% |
2,990.0 |
| High |
2,897.0 |
2,927.0 |
30.0 |
1.0% |
2,990.0 |
| Low |
2,863.0 |
2,878.0 |
15.0 |
0.5% |
2,844.0 |
| Close |
2,882.0 |
2,888.0 |
6.0 |
0.2% |
2,903.0 |
| Range |
34.0 |
49.0 |
15.0 |
44.1% |
146.0 |
| ATR |
46.4 |
46.6 |
0.2 |
0.4% |
0.0 |
| Volume |
12,054 |
0 |
-12,054 |
-100.0% |
35,403 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,044.7 |
3,015.3 |
2,915.0 |
|
| R3 |
2,995.7 |
2,966.3 |
2,901.5 |
|
| R2 |
2,946.7 |
2,946.7 |
2,897.0 |
|
| R1 |
2,917.3 |
2,917.3 |
2,892.5 |
2,907.5 |
| PP |
2,897.7 |
2,897.7 |
2,897.7 |
2,892.8 |
| S1 |
2,868.3 |
2,868.3 |
2,883.5 |
2,858.5 |
| S2 |
2,848.7 |
2,848.7 |
2,879.0 |
|
| S3 |
2,799.7 |
2,819.3 |
2,874.5 |
|
| S4 |
2,750.7 |
2,770.3 |
2,861.1 |
|
|
| 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 |
2,863.0 |
98.0 |
3.4% |
52.8 |
1.8% |
26% |
False |
False |
10,156 |
| 10 |
2,998.0 |
2,844.0 |
154.0 |
5.3% |
49.8 |
1.7% |
29% |
False |
False |
6,913 |
| 20 |
2,998.0 |
2,844.0 |
154.0 |
5.3% |
41.6 |
1.4% |
29% |
False |
False |
4,997 |
| 40 |
2,998.0 |
2,678.0 |
320.0 |
11.1% |
43.0 |
1.5% |
66% |
False |
False |
3,240 |
| 60 |
2,998.0 |
2,678.0 |
320.0 |
11.1% |
39.6 |
1.4% |
66% |
False |
False |
4,042 |
| 80 |
2,998.0 |
2,561.0 |
437.0 |
15.1% |
41.2 |
1.4% |
75% |
False |
False |
3,397 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.1% |
38.1 |
1.3% |
75% |
False |
False |
2,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,135.3 |
|
2.618 |
3,055.3 |
|
1.618 |
3,006.3 |
|
1.000 |
2,976.0 |
|
0.618 |
2,957.3 |
|
HIGH |
2,927.0 |
|
0.618 |
2,908.3 |
|
0.500 |
2,902.5 |
|
0.382 |
2,896.7 |
|
LOW |
2,878.0 |
|
0.618 |
2,847.7 |
|
1.000 |
2,829.0 |
|
1.618 |
2,798.7 |
|
2.618 |
2,749.7 |
|
4.250 |
2,669.8 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,902.5 |
2,912.0 |
| PP |
2,897.7 |
2,904.0 |
| S1 |
2,892.8 |
2,896.0 |
|