| Trading Metrics calculated at close of trading on 17-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
3,045.0 |
3,061.0 |
16.0 |
0.5% |
3,013.0 |
| High |
3,077.0 |
3,074.0 |
-3.0 |
-0.1% |
3,054.0 |
| Low |
3,036.0 |
3,043.0 |
7.0 |
0.2% |
2,987.0 |
| Close |
3,068.0 |
3,065.0 |
-3.0 |
-0.1% |
3,032.0 |
| Range |
41.0 |
31.0 |
-10.0 |
-24.4% |
67.0 |
| ATR |
44.5 |
43.6 |
-1.0 |
-2.2% |
0.0 |
| Volume |
1,263,993 |
1,146,844 |
-117,149 |
-9.3% |
5,639,091 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,153.7 |
3,140.3 |
3,082.1 |
|
| R3 |
3,122.7 |
3,109.3 |
3,073.5 |
|
| R2 |
3,091.7 |
3,091.7 |
3,070.7 |
|
| R1 |
3,078.3 |
3,078.3 |
3,067.8 |
3,085.0 |
| PP |
3,060.7 |
3,060.7 |
3,060.7 |
3,064.0 |
| S1 |
3,047.3 |
3,047.3 |
3,062.2 |
3,054.0 |
| S2 |
3,029.7 |
3,029.7 |
3,059.3 |
|
| S3 |
2,998.7 |
3,016.3 |
3,056.5 |
|
| S4 |
2,967.7 |
2,985.3 |
3,048.0 |
|
|
| 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 |
3,077.0 |
2,987.0 |
90.0 |
2.9% |
40.0 |
1.3% |
87% |
False |
False |
1,100,603 |
| 10 |
3,077.0 |
2,987.0 |
90.0 |
2.9% |
37.6 |
1.2% |
87% |
False |
False |
1,097,239 |
| 20 |
3,077.0 |
2,919.0 |
158.0 |
5.2% |
43.2 |
1.4% |
92% |
False |
False |
1,074,195 |
| 40 |
3,077.0 |
2,751.0 |
326.0 |
10.6% |
43.8 |
1.4% |
96% |
False |
False |
951,384 |
| 60 |
3,077.0 |
2,631.0 |
446.0 |
14.6% |
44.8 |
1.5% |
97% |
False |
False |
746,073 |
| 80 |
3,077.0 |
2,631.0 |
446.0 |
14.6% |
46.1 |
1.5% |
97% |
False |
False |
566,253 |
| 100 |
3,077.0 |
2,631.0 |
446.0 |
14.6% |
45.7 |
1.5% |
97% |
False |
False |
453,988 |
| 120 |
3,077.0 |
2,568.0 |
509.0 |
16.6% |
45.4 |
1.5% |
98% |
False |
False |
379,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,205.8 |
|
2.618 |
3,155.2 |
|
1.618 |
3,124.2 |
|
1.000 |
3,105.0 |
|
0.618 |
3,093.2 |
|
HIGH |
3,074.0 |
|
0.618 |
3,062.2 |
|
0.500 |
3,058.5 |
|
0.382 |
3,054.8 |
|
LOW |
3,043.0 |
|
0.618 |
3,023.8 |
|
1.000 |
3,012.0 |
|
1.618 |
2,992.8 |
|
2.618 |
2,961.8 |
|
4.250 |
2,911.3 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3,062.8 |
3,057.8 |
| PP |
3,060.7 |
3,050.7 |
| S1 |
3,058.5 |
3,043.5 |
|