| 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 |
12,226.49 |
12,057.34 |
-169.15 |
-1.4% |
12,389.74 |
| High |
12,261.38 |
12,115.12 |
-146.26 |
-1.2% |
12,389.82 |
| Low |
12,054.99 |
12,018.63 |
-36.36 |
-0.3% |
11,983.17 |
| Close |
12,058.02 |
12,066.80 |
8.78 |
0.1% |
12,130.45 |
| Range |
206.39 |
96.49 |
-109.90 |
-53.2% |
406.65 |
| ATR |
108.83 |
107.94 |
-0.88 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,356.32 |
12,308.05 |
12,119.87 |
|
| R3 |
12,259.83 |
12,211.56 |
12,093.33 |
|
| R2 |
12,163.34 |
12,163.34 |
12,084.49 |
|
| R1 |
12,115.07 |
12,115.07 |
12,075.64 |
12,139.21 |
| PP |
12,066.85 |
12,066.85 |
12,066.85 |
12,078.92 |
| S1 |
12,018.58 |
12,018.58 |
12,057.96 |
12,042.72 |
| S2 |
11,970.36 |
11,970.36 |
12,049.11 |
|
| S3 |
11,873.87 |
11,922.09 |
12,040.27 |
|
| S4 |
11,777.38 |
11,825.60 |
12,013.73 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,387.76 |
13,165.76 |
12,354.11 |
|
| R3 |
12,981.11 |
12,759.11 |
12,242.28 |
|
| R2 |
12,574.46 |
12,574.46 |
12,205.00 |
|
| R1 |
12,352.46 |
12,352.46 |
12,167.73 |
12,260.14 |
| PP |
12,167.81 |
12,167.81 |
12,167.81 |
12,121.65 |
| S1 |
11,945.81 |
11,945.81 |
12,093.17 |
11,853.49 |
| S2 |
11,761.16 |
11,761.16 |
12,055.90 |
|
| S3 |
11,354.51 |
11,539.16 |
12,018.62 |
|
| S4 |
10,947.86 |
11,132.51 |
11,906.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,261.38 |
11,983.17 |
278.21 |
2.3% |
128.86 |
1.1% |
30% |
False |
False |
|
| 10 |
12,391.29 |
11,983.17 |
408.12 |
3.4% |
126.50 |
1.0% |
20% |
False |
False |
|
| 20 |
12,391.29 |
11,981.05 |
410.24 |
3.4% |
101.23 |
0.8% |
21% |
False |
False |
|
| 40 |
12,391.29 |
11,573.87 |
817.42 |
6.8% |
97.08 |
0.8% |
60% |
False |
False |
|
| 60 |
12,391.29 |
11,327.49 |
1,063.80 |
8.8% |
87.05 |
0.7% |
69% |
False |
False |
|
| 80 |
12,391.29 |
10,929.28 |
1,462.01 |
12.1% |
97.54 |
0.8% |
78% |
False |
False |
|
| 100 |
12,391.29 |
10,913.84 |
1,477.45 |
12.2% |
103.28 |
0.9% |
78% |
False |
False |
|
| 120 |
12,391.29 |
10,403.17 |
1,988.12 |
16.5% |
105.53 |
0.9% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,525.20 |
|
2.618 |
12,367.73 |
|
1.618 |
12,271.24 |
|
1.000 |
12,211.61 |
|
0.618 |
12,174.75 |
|
HIGH |
12,115.12 |
|
0.618 |
12,078.26 |
|
0.500 |
12,066.88 |
|
0.382 |
12,055.49 |
|
LOW |
12,018.63 |
|
0.618 |
11,959.00 |
|
1.000 |
11,922.14 |
|
1.618 |
11,862.51 |
|
2.618 |
11,766.02 |
|
4.250 |
11,608.55 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,066.88 |
12,140.01 |
| PP |
12,066.85 |
12,115.60 |
| S1 |
12,066.83 |
12,091.20 |
|