| Trading Metrics calculated at close of trading on 02-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1,333.1 |
1,344.0 |
10.9 |
0.8% |
1,343.0 |
| High |
1,342.9 |
1,344.0 |
1.1 |
0.1% |
1,352.4 |
| Low |
1,325.3 |
1,327.1 |
1.8 |
0.1% |
1,307.7 |
| Close |
1,339.6 |
1,331.5 |
-8.1 |
-0.6% |
1,340.7 |
| Range |
17.6 |
16.9 |
-0.7 |
-4.0% |
44.7 |
| ATR |
22.2 |
21.9 |
-0.4 |
-1.7% |
0.0 |
| Volume |
3,168 |
1,363 |
-1,805 |
-57.0% |
812,854 |
|
| Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,384.9 |
1,375.1 |
1,340.8 |
|
| R3 |
1,368.0 |
1,358.2 |
1,336.1 |
|
| R2 |
1,351.1 |
1,351.1 |
1,334.6 |
|
| R1 |
1,341.3 |
1,341.3 |
1,333.0 |
1,337.8 |
| PP |
1,334.2 |
1,334.2 |
1,334.2 |
1,332.4 |
| S1 |
1,324.4 |
1,324.4 |
1,330.0 |
1,320.9 |
| S2 |
1,317.3 |
1,317.3 |
1,328.4 |
|
| S3 |
1,300.4 |
1,307.5 |
1,326.9 |
|
| S4 |
1,283.5 |
1,290.6 |
1,322.2 |
|
|
| 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% |
26.8 |
2.0% |
60% |
False |
False |
56,406 |
| 10 |
1,370.9 |
1,307.7 |
63.2 |
4.7% |
23.2 |
1.7% |
38% |
False |
False |
119,704 |
| 20 |
1,392.9 |
1,307.7 |
85.2 |
6.4% |
20.6 |
1.6% |
28% |
False |
False |
141,570 |
| 40 |
1,432.5 |
1,307.7 |
124.8 |
9.4% |
19.8 |
1.5% |
19% |
False |
False |
125,342 |
| 60 |
1,432.5 |
1,307.7 |
124.8 |
9.4% |
21.3 |
1.6% |
19% |
False |
False |
106,443 |
| 80 |
1,432.5 |
1,307.7 |
124.8 |
9.4% |
21.7 |
1.6% |
19% |
False |
False |
81,577 |
| 100 |
1,432.5 |
1,245.2 |
187.3 |
14.1% |
20.3 |
1.5% |
46% |
False |
False |
65,686 |
| 120 |
1,432.5 |
1,215.5 |
217.0 |
16.3% |
18.6 |
1.4% |
53% |
False |
False |
54,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,415.8 |
|
2.618 |
1,388.2 |
|
1.618 |
1,371.3 |
|
1.000 |
1,360.9 |
|
0.618 |
1,354.4 |
|
HIGH |
1,344.0 |
|
0.618 |
1,337.5 |
|
0.500 |
1,335.6 |
|
0.382 |
1,333.6 |
|
LOW |
1,327.1 |
|
0.618 |
1,316.7 |
|
1.000 |
1,310.2 |
|
1.618 |
1,299.8 |
|
2.618 |
1,282.9 |
|
4.250 |
1,255.3 |
|
|
| Fisher Pivots for day following 02-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,335.6 |
1,334.6 |
| PP |
1,334.2 |
1,333.6 |
| S1 |
1,332.9 |
1,332.5 |
|