| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
3,047.0 |
3,026.0 |
-21.0 |
-0.7% |
3,013.0 |
| High |
3,052.0 |
3,042.0 |
-10.0 |
-0.3% |
3,054.0 |
| Low |
3,012.0 |
3,010.0 |
-2.0 |
-0.1% |
2,987.0 |
| Close |
3,020.0 |
3,030.0 |
10.0 |
0.3% |
3,032.0 |
| Range |
40.0 |
32.0 |
-8.0 |
-20.0% |
67.0 |
| ATR |
45.3 |
44.3 |
-0.9 |
-2.1% |
0.0 |
| Volume |
929,007 |
1,015,594 |
86,587 |
9.3% |
5,639,091 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,123.3 |
3,108.7 |
3,047.6 |
|
| R3 |
3,091.3 |
3,076.7 |
3,038.8 |
|
| R2 |
3,059.3 |
3,059.3 |
3,035.9 |
|
| R1 |
3,044.7 |
3,044.7 |
3,032.9 |
3,052.0 |
| PP |
3,027.3 |
3,027.3 |
3,027.3 |
3,031.0 |
| S1 |
3,012.7 |
3,012.7 |
3,027.1 |
3,020.0 |
| S2 |
2,995.3 |
2,995.3 |
3,024.1 |
|
| S3 |
2,963.3 |
2,980.7 |
3,021.2 |
|
| S4 |
2,931.3 |
2,948.7 |
3,012.4 |
|
|
| 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% |
64% |
False |
False |
1,091,688 |
| 10 |
3,054.0 |
2,976.0 |
78.0 |
2.6% |
36.9 |
1.2% |
69% |
False |
False |
1,083,656 |
| 20 |
3,054.0 |
2,908.0 |
146.0 |
4.8% |
44.0 |
1.5% |
84% |
False |
False |
1,016,556 |
| 40 |
3,054.0 |
2,751.0 |
303.0 |
10.0% |
44.2 |
1.5% |
92% |
False |
False |
932,963 |
| 60 |
3,054.0 |
2,631.0 |
423.0 |
14.0% |
46.2 |
1.5% |
94% |
False |
False |
706,244 |
| 80 |
3,054.0 |
2,631.0 |
423.0 |
14.0% |
45.9 |
1.5% |
94% |
False |
False |
536,123 |
| 100 |
3,054.0 |
2,631.0 |
423.0 |
14.0% |
46.0 |
1.5% |
94% |
False |
False |
429,897 |
| 120 |
3,054.0 |
2,568.0 |
486.0 |
16.0% |
45.6 |
1.5% |
95% |
False |
False |
359,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,178.0 |
|
2.618 |
3,125.8 |
|
1.618 |
3,093.8 |
|
1.000 |
3,074.0 |
|
0.618 |
3,061.8 |
|
HIGH |
3,042.0 |
|
0.618 |
3,029.8 |
|
0.500 |
3,026.0 |
|
0.382 |
3,022.2 |
|
LOW |
3,010.0 |
|
0.618 |
2,990.2 |
|
1.000 |
2,978.0 |
|
1.618 |
2,958.2 |
|
2.618 |
2,926.2 |
|
4.250 |
2,874.0 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3,028.7 |
3,026.5 |
| PP |
3,027.3 |
3,023.0 |
| S1 |
3,026.0 |
3,019.5 |
|