| Trading Metrics calculated at close of trading on 07-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
3,007.0 |
3,013.0 |
6.0 |
0.2% |
2,945.0 |
| High |
3,016.0 |
3,044.0 |
28.0 |
0.9% |
3,025.0 |
| Low |
2,987.0 |
3,003.0 |
16.0 |
0.5% |
2,919.0 |
| Close |
3,000.0 |
3,029.0 |
29.0 |
1.0% |
3,000.0 |
| Range |
29.0 |
41.0 |
12.0 |
41.4% |
106.0 |
| ATR |
47.5 |
47.2 |
-0.2 |
-0.5% |
0.0 |
| Volume |
977,861 |
1,094,395 |
116,534 |
11.9% |
5,731,178 |
|
| Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,148.3 |
3,129.7 |
3,051.6 |
|
| R3 |
3,107.3 |
3,088.7 |
3,040.3 |
|
| R2 |
3,066.3 |
3,066.3 |
3,036.5 |
|
| R1 |
3,047.7 |
3,047.7 |
3,032.8 |
3,057.0 |
| PP |
3,025.3 |
3,025.3 |
3,025.3 |
3,030.0 |
| S1 |
3,006.7 |
3,006.7 |
3,025.2 |
3,016.0 |
| S2 |
2,984.3 |
2,984.3 |
3,021.5 |
|
| S3 |
2,943.3 |
2,965.7 |
3,017.7 |
|
| S4 |
2,902.3 |
2,924.7 |
3,006.5 |
|
|
| 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 |
3,044.0 |
2,962.0 |
82.0 |
2.7% |
38.6 |
1.3% |
82% |
True |
False |
1,107,049 |
| 10 |
3,044.0 |
2,919.0 |
125.0 |
4.1% |
45.2 |
1.5% |
88% |
True |
False |
1,158,595 |
| 20 |
3,044.0 |
2,751.0 |
293.0 |
9.7% |
47.4 |
1.6% |
95% |
True |
False |
1,063,160 |
| 40 |
3,044.0 |
2,751.0 |
293.0 |
9.7% |
42.5 |
1.4% |
95% |
True |
False |
878,929 |
| 60 |
3,044.0 |
2,631.0 |
413.0 |
13.6% |
47.2 |
1.6% |
96% |
True |
False |
603,493 |
| 80 |
3,044.0 |
2,631.0 |
413.0 |
13.6% |
45.9 |
1.5% |
96% |
True |
False |
456,144 |
| 100 |
3,044.0 |
2,631.0 |
413.0 |
13.6% |
46.8 |
1.5% |
96% |
True |
False |
365,417 |
| 120 |
3,044.0 |
2,535.0 |
509.0 |
16.8% |
45.9 |
1.5% |
97% |
True |
False |
305,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,218.3 |
|
2.618 |
3,151.3 |
|
1.618 |
3,110.3 |
|
1.000 |
3,085.0 |
|
0.618 |
3,069.3 |
|
HIGH |
3,044.0 |
|
0.618 |
3,028.3 |
|
0.500 |
3,023.5 |
|
0.382 |
3,018.7 |
|
LOW |
3,003.0 |
|
0.618 |
2,977.7 |
|
1.000 |
2,962.0 |
|
1.618 |
2,936.7 |
|
2.618 |
2,895.7 |
|
4.250 |
2,828.8 |
|
|
| Fisher Pivots for day following 07-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3,027.2 |
3,022.7 |
| PP |
3,025.3 |
3,016.3 |
| S1 |
3,023.5 |
3,010.0 |
|