| Trading Metrics calculated at close of trading on 09-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
3,033.0 |
3,041.0 |
8.0 |
0.3% |
2,945.0 |
| High |
3,052.0 |
3,054.0 |
2.0 |
0.1% |
3,025.0 |
| Low |
3,020.0 |
3,026.0 |
6.0 |
0.2% |
2,919.0 |
| Close |
3,038.0 |
3,031.0 |
-7.0 |
-0.2% |
3,000.0 |
| Range |
32.0 |
28.0 |
-4.0 |
-12.5% |
106.0 |
| ATR |
46.1 |
44.8 |
-1.3 |
-2.8% |
0.0 |
| Volume |
1,030,853 |
1,026,173 |
-4,680 |
-0.5% |
5,731,178 |
|
| Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,121.0 |
3,104.0 |
3,046.4 |
|
| R3 |
3,093.0 |
3,076.0 |
3,038.7 |
|
| R2 |
3,065.0 |
3,065.0 |
3,036.1 |
|
| R1 |
3,048.0 |
3,048.0 |
3,033.6 |
3,042.5 |
| PP |
3,037.0 |
3,037.0 |
3,037.0 |
3,034.3 |
| S1 |
3,020.0 |
3,020.0 |
3,028.4 |
3,014.5 |
| S2 |
3,009.0 |
3,009.0 |
3,025.9 |
|
| S3 |
2,981.0 |
2,992.0 |
3,023.3 |
|
| S4 |
2,953.0 |
2,964.0 |
3,015.6 |
|
|
| 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 |
3,054.0 |
2,976.0 |
78.0 |
2.6% |
33.6 |
1.1% |
71% |
True |
False |
1,065,207 |
| 10 |
3,054.0 |
2,919.0 |
135.0 |
4.5% |
43.6 |
1.4% |
83% |
True |
False |
1,159,599 |
| 20 |
3,054.0 |
2,792.0 |
262.0 |
8.6% |
46.2 |
1.5% |
91% |
True |
False |
1,048,296 |
| 40 |
3,054.0 |
2,751.0 |
303.0 |
10.0% |
42.7 |
1.4% |
92% |
True |
False |
919,324 |
| 60 |
3,054.0 |
2,631.0 |
423.0 |
14.0% |
46.3 |
1.5% |
95% |
True |
False |
632,897 |
| 80 |
3,054.0 |
2,631.0 |
423.0 |
14.0% |
45.9 |
1.5% |
95% |
True |
False |
480,756 |
| 100 |
3,054.0 |
2,631.0 |
423.0 |
14.0% |
46.5 |
1.5% |
95% |
True |
False |
385,664 |
| 120 |
3,054.0 |
2,535.0 |
519.0 |
17.1% |
45.5 |
1.5% |
96% |
True |
False |
322,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,173.0 |
|
2.618 |
3,127.3 |
|
1.618 |
3,099.3 |
|
1.000 |
3,082.0 |
|
0.618 |
3,071.3 |
|
HIGH |
3,054.0 |
|
0.618 |
3,043.3 |
|
0.500 |
3,040.0 |
|
0.382 |
3,036.7 |
|
LOW |
3,026.0 |
|
0.618 |
3,008.7 |
|
1.000 |
2,998.0 |
|
1.618 |
2,980.7 |
|
2.618 |
2,952.7 |
|
4.250 |
2,907.0 |
|
|
| Fisher Pivots for day following 09-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3,040.0 |
3,030.2 |
| PP |
3,037.0 |
3,029.3 |
| S1 |
3,034.0 |
3,028.5 |
|