| Trading Metrics calculated at close of trading on 14-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
3,013.0 |
3,047.0 |
34.0 |
1.1% |
3,013.0 |
| High |
3,043.0 |
3,052.0 |
9.0 |
0.3% |
3,054.0 |
| Low |
2,987.0 |
3,012.0 |
25.0 |
0.8% |
2,987.0 |
| Close |
3,032.0 |
3,020.0 |
-12.0 |
-0.4% |
3,032.0 |
| Range |
56.0 |
40.0 |
-16.0 |
-28.6% |
67.0 |
| ATR |
45.7 |
45.3 |
-0.4 |
-0.9% |
0.0 |
| Volume |
1,147,581 |
929,007 |
-218,574 |
-19.0% |
5,639,091 |
|
| Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,148.0 |
3,124.0 |
3,042.0 |
|
| R3 |
3,108.0 |
3,084.0 |
3,031.0 |
|
| R2 |
3,068.0 |
3,068.0 |
3,027.3 |
|
| R1 |
3,044.0 |
3,044.0 |
3,023.7 |
3,036.0 |
| PP |
3,028.0 |
3,028.0 |
3,028.0 |
3,024.0 |
| S1 |
3,004.0 |
3,004.0 |
3,016.3 |
2,996.0 |
| S2 |
2,988.0 |
2,988.0 |
3,012.7 |
|
| S3 |
2,948.0 |
2,964.0 |
3,009.0 |
|
| S4 |
2,908.0 |
2,924.0 |
2,998.0 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,225.3 |
3,195.7 |
3,068.9 |
|
| R3 |
3,158.3 |
3,128.7 |
3,050.4 |
|
| R2 |
3,091.3 |
3,091.3 |
3,044.3 |
|
| R1 |
3,061.7 |
3,061.7 |
3,038.1 |
3,076.5 |
| PP |
3,024.3 |
3,024.3 |
3,024.3 |
3,031.8 |
| S1 |
2,994.7 |
2,994.7 |
3,025.9 |
3,009.5 |
| S2 |
2,957.3 |
2,957.3 |
3,019.7 |
|
| S3 |
2,890.3 |
2,927.7 |
3,013.6 |
|
| S4 |
2,823.3 |
2,860.7 |
2,995.2 |
|
|
| 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% |
40.4 |
1.3% |
49% |
False |
False |
1,094,740 |
| 10 |
3,054.0 |
2,962.0 |
92.0 |
3.0% |
39.5 |
1.3% |
63% |
False |
False |
1,100,894 |
| 20 |
3,054.0 |
2,908.0 |
146.0 |
4.8% |
44.4 |
1.5% |
77% |
False |
False |
1,021,120 |
| 40 |
3,054.0 |
2,751.0 |
303.0 |
10.0% |
44.2 |
1.5% |
89% |
False |
False |
931,659 |
| 60 |
3,054.0 |
2,631.0 |
423.0 |
14.0% |
46.2 |
1.5% |
92% |
False |
False |
689,329 |
| 80 |
3,054.0 |
2,631.0 |
423.0 |
14.0% |
46.1 |
1.5% |
92% |
False |
False |
523,432 |
| 100 |
3,054.0 |
2,631.0 |
423.0 |
14.0% |
46.4 |
1.5% |
92% |
False |
False |
419,800 |
| 120 |
3,054.0 |
2,565.0 |
489.0 |
16.2% |
45.6 |
1.5% |
93% |
False |
False |
350,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,222.0 |
|
2.618 |
3,156.7 |
|
1.618 |
3,116.7 |
|
1.000 |
3,092.0 |
|
0.618 |
3,076.7 |
|
HIGH |
3,052.0 |
|
0.618 |
3,036.7 |
|
0.500 |
3,032.0 |
|
0.382 |
3,027.3 |
|
LOW |
3,012.0 |
|
0.618 |
2,987.3 |
|
1.000 |
2,972.0 |
|
1.618 |
2,947.3 |
|
2.618 |
2,907.3 |
|
4.250 |
2,842.0 |
|
|
| Fisher Pivots for day following 14-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3,032.0 |
3,019.8 |
| PP |
3,028.0 |
3,019.7 |
| S1 |
3,024.0 |
3,019.5 |
|