| Trading Metrics calculated at close of trading on 08-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
3,013.0 |
3,033.0 |
20.0 |
0.7% |
2,945.0 |
| High |
3,044.0 |
3,052.0 |
8.0 |
0.3% |
3,025.0 |
| Low |
3,003.0 |
3,020.0 |
17.0 |
0.6% |
2,919.0 |
| Close |
3,029.0 |
3,038.0 |
9.0 |
0.3% |
3,000.0 |
| Range |
41.0 |
32.0 |
-9.0 |
-22.0% |
106.0 |
| ATR |
47.2 |
46.1 |
-1.1 |
-2.3% |
0.0 |
| Volume |
1,094,395 |
1,030,853 |
-63,542 |
-5.8% |
5,731,178 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,132.7 |
3,117.3 |
3,055.6 |
|
| R3 |
3,100.7 |
3,085.3 |
3,046.8 |
|
| R2 |
3,068.7 |
3,068.7 |
3,043.9 |
|
| R1 |
3,053.3 |
3,053.3 |
3,040.9 |
3,061.0 |
| PP |
3,036.7 |
3,036.7 |
3,036.7 |
3,040.5 |
| S1 |
3,021.3 |
3,021.3 |
3,035.1 |
3,029.0 |
| S2 |
3,004.7 |
3,004.7 |
3,032.1 |
|
| S3 |
2,972.7 |
2,989.3 |
3,029.2 |
|
| S4 |
2,940.7 |
2,957.3 |
3,020.4 |
|
|
| 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 |
3,052.0 |
2,976.0 |
76.0 |
2.5% |
33.4 |
1.1% |
82% |
True |
False |
1,075,624 |
| 10 |
3,052.0 |
2,919.0 |
133.0 |
4.4% |
43.7 |
1.4% |
89% |
True |
False |
1,149,893 |
| 20 |
3,052.0 |
2,758.0 |
294.0 |
9.7% |
46.8 |
1.5% |
95% |
True |
False |
1,050,252 |
| 40 |
3,052.0 |
2,751.0 |
301.0 |
9.9% |
42.7 |
1.4% |
95% |
True |
False |
899,156 |
| 60 |
3,052.0 |
2,631.0 |
421.0 |
13.9% |
47.1 |
1.6% |
97% |
True |
False |
615,800 |
| 80 |
3,052.0 |
2,631.0 |
421.0 |
13.9% |
46.0 |
1.5% |
97% |
True |
False |
469,029 |
| 100 |
3,052.0 |
2,631.0 |
421.0 |
13.9% |
46.9 |
1.5% |
97% |
True |
False |
375,501 |
| 120 |
3,052.0 |
2,535.0 |
517.0 |
17.0% |
45.4 |
1.5% |
97% |
True |
False |
313,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,188.0 |
|
2.618 |
3,135.8 |
|
1.618 |
3,103.8 |
|
1.000 |
3,084.0 |
|
0.618 |
3,071.8 |
|
HIGH |
3,052.0 |
|
0.618 |
3,039.8 |
|
0.500 |
3,036.0 |
|
0.382 |
3,032.2 |
|
LOW |
3,020.0 |
|
0.618 |
3,000.2 |
|
1.000 |
2,988.0 |
|
1.618 |
2,968.2 |
|
2.618 |
2,936.2 |
|
4.250 |
2,884.0 |
|
|
| Fisher Pivots for day following 08-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3,037.3 |
3,031.8 |
| PP |
3,036.7 |
3,025.7 |
| S1 |
3,036.0 |
3,019.5 |
|