| Trading Metrics calculated at close of trading on 01-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1,339.0 |
1,333.1 |
-5.9 |
-0.4% |
1,343.0 |
| High |
1,345.9 |
1,342.9 |
-3.0 |
-0.2% |
1,352.4 |
| Low |
1,323.3 |
1,325.3 |
2.0 |
0.2% |
1,307.7 |
| Close |
1,333.8 |
1,339.6 |
5.8 |
0.4% |
1,340.7 |
| Range |
22.6 |
17.6 |
-5.0 |
-22.1% |
44.7 |
| ATR |
22.6 |
22.2 |
-0.4 |
-1.6% |
0.0 |
| Volume |
10,544 |
3,168 |
-7,376 |
-70.0% |
812,854 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,388.7 |
1,381.8 |
1,349.3 |
|
| R3 |
1,371.1 |
1,364.2 |
1,344.4 |
|
| R2 |
1,353.5 |
1,353.5 |
1,342.8 |
|
| R1 |
1,346.6 |
1,346.6 |
1,341.2 |
1,350.1 |
| PP |
1,335.9 |
1,335.9 |
1,335.9 |
1,337.7 |
| S1 |
1,329.0 |
1,329.0 |
1,338.0 |
1,332.5 |
| S2 |
1,318.3 |
1,318.3 |
1,336.4 |
|
| S3 |
1,300.7 |
1,311.4 |
1,334.8 |
|
| S4 |
1,283.1 |
1,293.8 |
1,329.9 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,467.7 |
1,448.9 |
1,365.3 |
|
| R3 |
1,423.0 |
1,404.2 |
1,353.0 |
|
| R2 |
1,378.3 |
1,378.3 |
1,348.9 |
|
| R1 |
1,359.5 |
1,359.5 |
1,344.8 |
1,346.6 |
| PP |
1,333.6 |
1,333.6 |
1,333.6 |
1,327.1 |
| S1 |
1,314.8 |
1,314.8 |
1,336.6 |
1,301.9 |
| S2 |
1,288.9 |
1,288.9 |
1,332.5 |
|
| S3 |
1,244.2 |
1,270.1 |
1,328.4 |
|
| S4 |
1,199.5 |
1,225.4 |
1,316.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,347.5 |
1,307.7 |
39.8 |
3.0% |
27.6 |
2.1% |
80% |
False |
False |
92,818 |
| 10 |
1,378.9 |
1,307.7 |
71.2 |
5.3% |
22.8 |
1.7% |
45% |
False |
False |
132,017 |
| 20 |
1,417.8 |
1,307.7 |
110.1 |
8.2% |
21.9 |
1.6% |
29% |
False |
False |
151,556 |
| 40 |
1,432.5 |
1,307.7 |
124.8 |
9.3% |
19.9 |
1.5% |
26% |
False |
False |
128,583 |
| 60 |
1,432.5 |
1,307.7 |
124.8 |
9.3% |
21.4 |
1.6% |
26% |
False |
False |
106,876 |
| 80 |
1,432.5 |
1,307.7 |
124.8 |
9.3% |
21.8 |
1.6% |
26% |
False |
False |
81,636 |
| 100 |
1,432.5 |
1,240.0 |
192.5 |
14.4% |
20.2 |
1.5% |
52% |
False |
False |
65,716 |
| 120 |
1,432.5 |
1,202.6 |
229.9 |
17.2% |
18.6 |
1.4% |
60% |
False |
False |
54,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,417.7 |
|
2.618 |
1,389.0 |
|
1.618 |
1,371.4 |
|
1.000 |
1,360.5 |
|
0.618 |
1,353.8 |
|
HIGH |
1,342.9 |
|
0.618 |
1,336.2 |
|
0.500 |
1,334.1 |
|
0.382 |
1,332.0 |
|
LOW |
1,325.3 |
|
0.618 |
1,314.4 |
|
1.000 |
1,307.7 |
|
1.618 |
1,296.8 |
|
2.618 |
1,279.2 |
|
4.250 |
1,250.5 |
|
|
| Fisher Pivots for day following 01-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,337.8 |
1,335.5 |
| PP |
1,335.9 |
1,331.3 |
| S1 |
1,334.1 |
1,327.2 |
|