| Trading Metrics calculated at close of trading on 04-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
3,004.0 |
3,007.0 |
3.0 |
0.1% |
2,945.0 |
| High |
3,014.0 |
3,016.0 |
2.0 |
0.1% |
3,025.0 |
| Low |
2,976.0 |
2,987.0 |
11.0 |
0.4% |
2,919.0 |
| Close |
2,990.0 |
3,000.0 |
10.0 |
0.3% |
3,000.0 |
| Range |
38.0 |
29.0 |
-9.0 |
-23.7% |
106.0 |
| ATR |
48.9 |
47.5 |
-1.4 |
-2.9% |
0.0 |
| Volume |
1,196,756 |
977,861 |
-218,895 |
-18.3% |
5,731,178 |
|
| Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,088.0 |
3,073.0 |
3,016.0 |
|
| R3 |
3,059.0 |
3,044.0 |
3,008.0 |
|
| R2 |
3,030.0 |
3,030.0 |
3,005.3 |
|
| R1 |
3,015.0 |
3,015.0 |
3,002.7 |
3,008.0 |
| PP |
3,001.0 |
3,001.0 |
3,001.0 |
2,997.5 |
| S1 |
2,986.0 |
2,986.0 |
2,997.3 |
2,979.0 |
| S2 |
2,972.0 |
2,972.0 |
2,994.7 |
|
| S3 |
2,943.0 |
2,957.0 |
2,992.0 |
|
| S4 |
2,914.0 |
2,928.0 |
2,984.1 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,299.3 |
3,255.7 |
3,058.3 |
|
| R3 |
3,193.3 |
3,149.7 |
3,029.2 |
|
| R2 |
3,087.3 |
3,087.3 |
3,019.4 |
|
| R1 |
3,043.7 |
3,043.7 |
3,009.7 |
3,065.5 |
| PP |
2,981.3 |
2,981.3 |
2,981.3 |
2,992.3 |
| S1 |
2,937.7 |
2,937.7 |
2,990.3 |
2,959.5 |
| S2 |
2,875.3 |
2,875.3 |
2,980.6 |
|
| S3 |
2,769.3 |
2,831.7 |
2,970.9 |
|
| S4 |
2,663.3 |
2,725.7 |
2,941.7 |
|
|
| 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% |
41.4 |
1.4% |
76% |
False |
False |
1,146,235 |
| 10 |
3,025.0 |
2,919.0 |
106.0 |
3.5% |
45.3 |
1.5% |
76% |
False |
False |
1,148,938 |
| 20 |
3,025.0 |
2,751.0 |
274.0 |
9.1% |
47.9 |
1.6% |
91% |
False |
False |
1,077,736 |
| 40 |
3,025.0 |
2,751.0 |
274.0 |
9.1% |
42.8 |
1.4% |
91% |
False |
False |
853,485 |
| 60 |
3,025.0 |
2,631.0 |
394.0 |
13.1% |
47.4 |
1.6% |
94% |
False |
False |
585,273 |
| 80 |
3,025.0 |
2,631.0 |
394.0 |
13.1% |
46.2 |
1.5% |
94% |
False |
False |
442,466 |
| 100 |
3,025.0 |
2,631.0 |
394.0 |
13.1% |
46.7 |
1.6% |
94% |
False |
False |
354,664 |
| 120 |
3,025.0 |
2,535.0 |
490.0 |
16.3% |
45.9 |
1.5% |
95% |
False |
False |
295,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,139.3 |
|
2.618 |
3,091.9 |
|
1.618 |
3,062.9 |
|
1.000 |
3,045.0 |
|
0.618 |
3,033.9 |
|
HIGH |
3,016.0 |
|
0.618 |
3,004.9 |
|
0.500 |
3,001.5 |
|
0.382 |
2,998.1 |
|
LOW |
2,987.0 |
|
0.618 |
2,969.1 |
|
1.000 |
2,958.0 |
|
1.618 |
2,940.1 |
|
2.618 |
2,911.1 |
|
4.250 |
2,863.8 |
|
|
| Fisher Pivots for day following 04-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3,001.5 |
3,000.5 |
| PP |
3,001.0 |
3,000.3 |
| S1 |
3,000.5 |
3,000.2 |
|