| Trading Metrics calculated at close of trading on 02-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,347.75 |
2,309.00 |
-38.75 |
-1.7% |
2,385.00 |
| High |
2,369.00 |
2,338.25 |
-30.75 |
-1.3% |
2,389.00 |
| Low |
2,305.00 |
2,300.25 |
-4.75 |
-0.2% |
2,278.50 |
| Close |
2,309.25 |
2,321.00 |
11.75 |
0.5% |
2,343.25 |
| Range |
64.00 |
38.00 |
-26.00 |
-40.6% |
110.50 |
| ATR |
32.95 |
33.31 |
0.36 |
1.1% |
0.00 |
| Volume |
323 |
1,110 |
787 |
243.7% |
2,056 |
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,433.75 |
2,415.50 |
2,342.00 |
|
| R3 |
2,395.75 |
2,377.50 |
2,331.50 |
|
| R2 |
2,357.75 |
2,357.75 |
2,328.00 |
|
| R1 |
2,339.50 |
2,339.50 |
2,324.50 |
2,348.50 |
| PP |
2,319.75 |
2,319.75 |
2,319.75 |
2,324.50 |
| S1 |
2,301.50 |
2,301.50 |
2,317.50 |
2,310.50 |
| S2 |
2,281.75 |
2,281.75 |
2,314.00 |
|
| S3 |
2,243.75 |
2,263.50 |
2,310.50 |
|
| S4 |
2,205.75 |
2,225.50 |
2,300.00 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,668.50 |
2,616.25 |
2,404.00 |
|
| R3 |
2,558.00 |
2,505.75 |
2,373.75 |
|
| R2 |
2,447.50 |
2,447.50 |
2,363.50 |
|
| R1 |
2,395.25 |
2,395.25 |
2,353.50 |
2,366.00 |
| PP |
2,337.00 |
2,337.00 |
2,337.00 |
2,322.25 |
| S1 |
2,284.75 |
2,284.75 |
2,333.00 |
2,255.50 |
| S2 |
2,226.50 |
2,226.50 |
2,323.00 |
|
| S3 |
2,116.00 |
2,174.25 |
2,312.75 |
|
| S4 |
2,005.50 |
2,063.75 |
2,282.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,369.00 |
2,278.50 |
90.50 |
3.9% |
42.00 |
1.8% |
47% |
False |
False |
552 |
| 10 |
2,400.00 |
2,278.50 |
121.50 |
5.2% |
39.25 |
1.7% |
35% |
False |
False |
413 |
| 20 |
2,400.00 |
2,278.50 |
121.50 |
5.2% |
29.75 |
1.3% |
35% |
False |
False |
307 |
| 40 |
2,400.00 |
2,227.25 |
172.75 |
7.4% |
30.50 |
1.3% |
54% |
False |
False |
238 |
| 60 |
2,400.00 |
2,175.00 |
225.00 |
9.7% |
24.75 |
1.1% |
65% |
False |
False |
171 |
| 80 |
2,400.00 |
2,092.50 |
307.50 |
13.2% |
19.50 |
0.8% |
74% |
False |
False |
128 |
| 100 |
2,400.00 |
2,015.00 |
385.00 |
16.6% |
16.25 |
0.7% |
79% |
False |
False |
103 |
| 120 |
2,400.00 |
1,884.75 |
515.25 |
22.2% |
13.75 |
0.6% |
85% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,499.75 |
|
2.618 |
2,437.75 |
|
1.618 |
2,399.75 |
|
1.000 |
2,376.25 |
|
0.618 |
2,361.75 |
|
HIGH |
2,338.25 |
|
0.618 |
2,323.75 |
|
0.500 |
2,319.25 |
|
0.382 |
2,314.75 |
|
LOW |
2,300.25 |
|
0.618 |
2,276.75 |
|
1.000 |
2,262.25 |
|
1.618 |
2,238.75 |
|
2.618 |
2,200.75 |
|
4.250 |
2,138.75 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,320.50 |
2,334.50 |
| PP |
2,319.75 |
2,330.00 |
| S1 |
2,319.25 |
2,325.50 |
|