| 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 |
2,945.0 |
2,972.0 |
27.0 |
0.9% |
2,983.0 |
| High |
2,974.0 |
3,020.0 |
46.0 |
1.5% |
3,008.0 |
| Low |
2,919.0 |
2,962.0 |
43.0 |
1.5% |
2,934.0 |
| Close |
2,960.0 |
3,003.0 |
43.0 |
1.5% |
2,958.0 |
| Range |
55.0 |
58.0 |
3.0 |
5.5% |
74.0 |
| ATR |
50.8 |
51.5 |
0.7 |
1.3% |
0.0 |
| Volume |
1,290,328 |
1,187,974 |
-102,354 |
-7.9% |
5,758,205 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,169.0 |
3,144.0 |
3,034.9 |
|
| R3 |
3,111.0 |
3,086.0 |
3,019.0 |
|
| R2 |
3,053.0 |
3,053.0 |
3,013.6 |
|
| R1 |
3,028.0 |
3,028.0 |
3,008.3 |
3,040.5 |
| PP |
2,995.0 |
2,995.0 |
2,995.0 |
3,001.3 |
| S1 |
2,970.0 |
2,970.0 |
2,997.7 |
2,982.5 |
| S2 |
2,937.0 |
2,937.0 |
2,992.4 |
|
| S3 |
2,879.0 |
2,912.0 |
2,987.1 |
|
| S4 |
2,821.0 |
2,854.0 |
2,971.1 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,188.7 |
3,147.3 |
2,998.7 |
|
| R3 |
3,114.7 |
3,073.3 |
2,978.4 |
|
| R2 |
3,040.7 |
3,040.7 |
2,971.6 |
|
| R1 |
2,999.3 |
2,999.3 |
2,964.8 |
2,983.0 |
| PP |
2,966.7 |
2,966.7 |
2,966.7 |
2,958.5 |
| S1 |
2,925.3 |
2,925.3 |
2,951.2 |
2,909.0 |
| S2 |
2,892.7 |
2,892.7 |
2,944.4 |
|
| S3 |
2,818.7 |
2,851.3 |
2,937.7 |
|
| S4 |
2,744.7 |
2,777.3 |
2,917.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,020.0 |
2,919.0 |
101.0 |
3.4% |
54.0 |
1.8% |
83% |
True |
False |
1,224,163 |
| 10 |
3,020.0 |
2,908.0 |
112.0 |
3.7% |
51.1 |
1.7% |
85% |
True |
False |
949,456 |
| 20 |
3,020.0 |
2,751.0 |
269.0 |
9.0% |
50.9 |
1.7% |
94% |
True |
False |
1,075,574 |
| 40 |
3,020.0 |
2,751.0 |
269.0 |
9.0% |
43.7 |
1.5% |
94% |
True |
False |
778,806 |
| 60 |
3,020.0 |
2,631.0 |
389.0 |
13.0% |
47.5 |
1.6% |
96% |
True |
False |
532,023 |
| 80 |
3,020.0 |
2,631.0 |
389.0 |
13.0% |
46.0 |
1.5% |
96% |
True |
False |
401,810 |
| 100 |
3,020.0 |
2,631.0 |
389.0 |
13.0% |
46.4 |
1.5% |
96% |
True |
False |
322,447 |
| 120 |
3,020.0 |
2,535.0 |
485.0 |
16.2% |
45.9 |
1.5% |
96% |
True |
False |
268,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,266.5 |
|
2.618 |
3,171.8 |
|
1.618 |
3,113.8 |
|
1.000 |
3,078.0 |
|
0.618 |
3,055.8 |
|
HIGH |
3,020.0 |
|
0.618 |
2,997.8 |
|
0.500 |
2,991.0 |
|
0.382 |
2,984.2 |
|
LOW |
2,962.0 |
|
0.618 |
2,926.2 |
|
1.000 |
2,904.0 |
|
1.618 |
2,868.2 |
|
2.618 |
2,810.2 |
|
4.250 |
2,715.5 |
|
|
| Fisher Pivots for day following 01-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,999.0 |
2,991.8 |
| PP |
2,995.0 |
2,980.7 |
| S1 |
2,991.0 |
2,969.5 |
|