| Trading Metrics calculated at close of trading on 03-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
3,017.0 |
3,004.0 |
-13.0 |
-0.4% |
2,983.0 |
| High |
3,025.0 |
3,014.0 |
-11.0 |
-0.4% |
3,008.0 |
| Low |
2,998.0 |
2,976.0 |
-22.0 |
-0.7% |
2,934.0 |
| Close |
3,011.0 |
2,990.0 |
-21.0 |
-0.7% |
2,958.0 |
| Range |
27.0 |
38.0 |
11.0 |
40.7% |
74.0 |
| ATR |
49.7 |
48.9 |
-0.8 |
-1.7% |
0.0 |
| Volume |
1,078,259 |
1,196,756 |
118,497 |
11.0% |
5,758,205 |
|
| Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,107.3 |
3,086.7 |
3,010.9 |
|
| R3 |
3,069.3 |
3,048.7 |
3,000.5 |
|
| R2 |
3,031.3 |
3,031.3 |
2,997.0 |
|
| R1 |
3,010.7 |
3,010.7 |
2,993.5 |
3,002.0 |
| PP |
2,993.3 |
2,993.3 |
2,993.3 |
2,989.0 |
| S1 |
2,972.7 |
2,972.7 |
2,986.5 |
2,964.0 |
| S2 |
2,955.3 |
2,955.3 |
2,983.0 |
|
| S3 |
2,917.3 |
2,934.7 |
2,979.6 |
|
| S4 |
2,879.3 |
2,896.7 |
2,969.1 |
|
|
| 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 |
3,025.0 |
2,919.0 |
106.0 |
3.5% |
50.2 |
1.7% |
67% |
False |
False |
1,239,922 |
| 10 |
3,025.0 |
2,919.0 |
106.0 |
3.5% |
48.8 |
1.6% |
67% |
False |
False |
1,051,152 |
| 20 |
3,025.0 |
2,751.0 |
274.0 |
9.2% |
48.9 |
1.6% |
87% |
False |
False |
1,080,287 |
| 40 |
3,025.0 |
2,751.0 |
274.0 |
9.2% |
43.3 |
1.4% |
87% |
False |
False |
835,339 |
| 60 |
3,025.0 |
2,631.0 |
394.0 |
13.2% |
47.6 |
1.6% |
91% |
False |
False |
569,916 |
| 80 |
3,025.0 |
2,631.0 |
394.0 |
13.2% |
46.4 |
1.6% |
91% |
False |
False |
430,244 |
| 100 |
3,025.0 |
2,631.0 |
394.0 |
13.2% |
46.7 |
1.6% |
91% |
False |
False |
345,032 |
| 120 |
3,025.0 |
2,535.0 |
490.0 |
16.4% |
45.9 |
1.5% |
93% |
False |
False |
287,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,175.5 |
|
2.618 |
3,113.5 |
|
1.618 |
3,075.5 |
|
1.000 |
3,052.0 |
|
0.618 |
3,037.5 |
|
HIGH |
3,014.0 |
|
0.618 |
2,999.5 |
|
0.500 |
2,995.0 |
|
0.382 |
2,990.5 |
|
LOW |
2,976.0 |
|
0.618 |
2,952.5 |
|
1.000 |
2,938.0 |
|
1.618 |
2,914.5 |
|
2.618 |
2,876.5 |
|
4.250 |
2,814.5 |
|
|
| Fisher Pivots for day following 03-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,995.0 |
2,993.5 |
| PP |
2,993.3 |
2,992.3 |
| S1 |
2,991.7 |
2,991.2 |
|