| 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 |
2,972.0 |
3,017.0 |
45.0 |
1.5% |
2,983.0 |
| High |
3,020.0 |
3,025.0 |
5.0 |
0.2% |
3,008.0 |
| Low |
2,962.0 |
2,998.0 |
36.0 |
1.2% |
2,934.0 |
| Close |
3,003.0 |
3,011.0 |
8.0 |
0.3% |
2,958.0 |
| Range |
58.0 |
27.0 |
-31.0 |
-53.4% |
74.0 |
| ATR |
51.5 |
49.7 |
-1.7 |
-3.4% |
0.0 |
| Volume |
1,187,974 |
1,078,259 |
-109,715 |
-9.2% |
5,758,205 |
|
| Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,092.3 |
3,078.7 |
3,025.9 |
|
| R3 |
3,065.3 |
3,051.7 |
3,018.4 |
|
| R2 |
3,038.3 |
3,038.3 |
3,016.0 |
|
| R1 |
3,024.7 |
3,024.7 |
3,013.5 |
3,018.0 |
| PP |
3,011.3 |
3,011.3 |
3,011.3 |
3,008.0 |
| S1 |
2,997.7 |
2,997.7 |
3,008.5 |
2,991.0 |
| S2 |
2,984.3 |
2,984.3 |
3,006.1 |
|
| S3 |
2,957.3 |
2,970.7 |
3,003.6 |
|
| S4 |
2,930.3 |
2,943.7 |
2,996.2 |
|
|
| 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 |
3,025.0 |
2,919.0 |
106.0 |
3.5% |
53.6 |
1.8% |
87% |
True |
False |
1,253,991 |
| 10 |
3,025.0 |
2,908.0 |
117.0 |
3.9% |
49.1 |
1.6% |
88% |
True |
False |
931,476 |
| 20 |
3,025.0 |
2,751.0 |
274.0 |
9.1% |
50.1 |
1.7% |
95% |
True |
False |
1,085,455 |
| 40 |
3,025.0 |
2,751.0 |
274.0 |
9.1% |
43.4 |
1.4% |
95% |
True |
False |
805,420 |
| 60 |
3,025.0 |
2,631.0 |
394.0 |
13.1% |
47.4 |
1.6% |
96% |
True |
False |
549,988 |
| 80 |
3,025.0 |
2,631.0 |
394.0 |
13.1% |
46.1 |
1.5% |
96% |
True |
False |
415,286 |
| 100 |
3,025.0 |
2,631.0 |
394.0 |
13.1% |
46.6 |
1.5% |
96% |
True |
False |
333,206 |
| 120 |
3,025.0 |
2,535.0 |
490.0 |
16.3% |
46.0 |
1.5% |
97% |
True |
False |
277,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,139.8 |
|
2.618 |
3,095.7 |
|
1.618 |
3,068.7 |
|
1.000 |
3,052.0 |
|
0.618 |
3,041.7 |
|
HIGH |
3,025.0 |
|
0.618 |
3,014.7 |
|
0.500 |
3,011.5 |
|
0.382 |
3,008.3 |
|
LOW |
2,998.0 |
|
0.618 |
2,981.3 |
|
1.000 |
2,971.0 |
|
1.618 |
2,954.3 |
|
2.618 |
2,927.3 |
|
4.250 |
2,883.3 |
|
|
| Fisher Pivots for day following 02-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3,011.5 |
2,998.0 |
| PP |
3,011.3 |
2,985.0 |
| S1 |
3,011.2 |
2,972.0 |
|