| Trading Metrics calculated at close of trading on 08-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1,345.8 |
1,351.2 |
5.4 |
0.4% |
1,339.0 |
| High |
1,353.8 |
1,367.0 |
13.2 |
1.0% |
1,360.0 |
| Low |
1,343.8 |
1,350.0 |
6.2 |
0.5% |
1,323.3 |
| Close |
1,347.6 |
1,363.4 |
15.8 |
1.2% |
1,348.3 |
| Range |
10.0 |
17.0 |
7.0 |
70.0% |
36.7 |
| ATR |
21.1 |
21.0 |
-0.1 |
-0.6% |
0.0 |
| Volume |
1,004 |
1,536 |
532 |
53.0% |
17,476 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,411.1 |
1,404.3 |
1,372.8 |
|
| R3 |
1,394.1 |
1,387.3 |
1,368.1 |
|
| R2 |
1,377.1 |
1,377.1 |
1,366.5 |
|
| R1 |
1,370.3 |
1,370.3 |
1,365.0 |
1,373.7 |
| PP |
1,360.1 |
1,360.1 |
1,360.1 |
1,361.9 |
| S1 |
1,353.3 |
1,353.3 |
1,361.8 |
1,356.7 |
| S2 |
1,343.1 |
1,343.1 |
1,360.3 |
|
| S3 |
1,326.1 |
1,336.3 |
1,358.7 |
|
| S4 |
1,309.1 |
1,319.3 |
1,354.1 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,454.0 |
1,437.8 |
1,368.5 |
|
| R3 |
1,417.3 |
1,401.1 |
1,358.4 |
|
| R2 |
1,380.6 |
1,380.6 |
1,355.0 |
|
| R1 |
1,364.4 |
1,364.4 |
1,351.7 |
1,372.5 |
| PP |
1,343.9 |
1,343.9 |
1,343.9 |
1,347.9 |
| S1 |
1,327.7 |
1,327.7 |
1,344.9 |
1,335.8 |
| S2 |
1,307.2 |
1,307.2 |
1,341.6 |
|
| S3 |
1,270.5 |
1,291.0 |
1,338.2 |
|
| S4 |
1,233.8 |
1,254.3 |
1,328.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,367.0 |
1,324.9 |
42.1 |
3.1% |
18.0 |
1.3% |
91% |
True |
False |
1,260 |
| 10 |
1,367.0 |
1,307.7 |
59.3 |
4.3% |
22.8 |
1.7% |
94% |
True |
False |
47,039 |
| 20 |
1,392.9 |
1,307.7 |
85.2 |
6.2% |
20.6 |
1.5% |
65% |
False |
False |
108,819 |
| 40 |
1,424.4 |
1,307.7 |
116.7 |
8.6% |
19.0 |
1.4% |
48% |
False |
False |
109,700 |
| 60 |
1,432.5 |
1,307.7 |
124.8 |
9.2% |
20.7 |
1.5% |
45% |
False |
False |
104,673 |
| 80 |
1,432.5 |
1,307.7 |
124.8 |
9.2% |
21.7 |
1.6% |
45% |
False |
False |
81,401 |
| 100 |
1,432.5 |
1,274.7 |
157.8 |
11.6% |
20.5 |
1.5% |
56% |
False |
False |
65,666 |
| 120 |
1,432.5 |
1,216.3 |
216.2 |
15.9% |
19.0 |
1.4% |
68% |
False |
False |
54,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,439.3 |
|
2.618 |
1,411.5 |
|
1.618 |
1,394.5 |
|
1.000 |
1,384.0 |
|
0.618 |
1,377.5 |
|
HIGH |
1,367.0 |
|
0.618 |
1,360.5 |
|
0.500 |
1,358.5 |
|
0.382 |
1,356.5 |
|
LOW |
1,350.0 |
|
0.618 |
1,339.5 |
|
1.000 |
1,333.0 |
|
1.618 |
1,322.5 |
|
2.618 |
1,305.5 |
|
4.250 |
1,277.8 |
|
|
| Fisher Pivots for day following 08-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,361.8 |
1,360.7 |
| PP |
1,360.1 |
1,358.1 |
| S1 |
1,358.5 |
1,355.4 |
|