| Trading Metrics calculated at close of trading on 10-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
3,041.0 |
3,037.0 |
-4.0 |
-0.1% |
2,945.0 |
| High |
3,054.0 |
3,037.0 |
-17.0 |
-0.6% |
3,025.0 |
| Low |
3,026.0 |
2,991.0 |
-35.0 |
-1.2% |
2,919.0 |
| Close |
3,031.0 |
3,026.0 |
-5.0 |
-0.2% |
3,000.0 |
| Range |
28.0 |
46.0 |
18.0 |
64.3% |
106.0 |
| ATR |
44.8 |
44.9 |
0.1 |
0.2% |
0.0 |
| Volume |
1,026,173 |
1,340,089 |
313,916 |
30.6% |
5,731,178 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,156.0 |
3,137.0 |
3,051.3 |
|
| R3 |
3,110.0 |
3,091.0 |
3,038.7 |
|
| R2 |
3,064.0 |
3,064.0 |
3,034.4 |
|
| R1 |
3,045.0 |
3,045.0 |
3,030.2 |
3,031.5 |
| PP |
3,018.0 |
3,018.0 |
3,018.0 |
3,011.3 |
| S1 |
2,999.0 |
2,999.0 |
3,021.8 |
2,985.5 |
| S2 |
2,972.0 |
2,972.0 |
3,017.6 |
|
| S3 |
2,926.0 |
2,953.0 |
3,013.4 |
|
| S4 |
2,880.0 |
2,907.0 |
3,000.7 |
|
|
| 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 |
2,987.0 |
67.0 |
2.2% |
35.2 |
1.2% |
58% |
False |
False |
1,093,874 |
| 10 |
3,054.0 |
2,919.0 |
135.0 |
4.5% |
42.7 |
1.4% |
79% |
False |
False |
1,166,898 |
| 20 |
3,054.0 |
2,876.0 |
178.0 |
5.9% |
44.1 |
1.5% |
84% |
False |
False |
1,046,042 |
| 40 |
3,054.0 |
2,751.0 |
303.0 |
10.0% |
43.1 |
1.4% |
91% |
False |
False |
935,754 |
| 60 |
3,054.0 |
2,631.0 |
423.0 |
14.0% |
46.2 |
1.5% |
93% |
False |
False |
654,734 |
| 80 |
3,054.0 |
2,631.0 |
423.0 |
14.0% |
46.0 |
1.5% |
93% |
False |
False |
497,498 |
| 100 |
3,054.0 |
2,631.0 |
423.0 |
14.0% |
46.4 |
1.5% |
93% |
False |
False |
399,064 |
| 120 |
3,054.0 |
2,535.0 |
519.0 |
17.2% |
45.7 |
1.5% |
95% |
False |
False |
333,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,232.5 |
|
2.618 |
3,157.4 |
|
1.618 |
3,111.4 |
|
1.000 |
3,083.0 |
|
0.618 |
3,065.4 |
|
HIGH |
3,037.0 |
|
0.618 |
3,019.4 |
|
0.500 |
3,014.0 |
|
0.382 |
3,008.6 |
|
LOW |
2,991.0 |
|
0.618 |
2,962.6 |
|
1.000 |
2,945.0 |
|
1.618 |
2,916.6 |
|
2.618 |
2,870.6 |
|
4.250 |
2,795.5 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3,022.0 |
3,024.8 |
| PP |
3,018.0 |
3,023.7 |
| S1 |
3,014.0 |
3,022.5 |
|