| Trading Metrics calculated at close of trading on 01-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
7,100.0 |
7,123.0 |
23.0 |
0.3% |
7,097.5 |
| High |
7,116.0 |
7,205.0 |
89.0 |
1.3% |
7,189.0 |
| Low |
7,041.0 |
7,113.0 |
72.0 |
1.0% |
7,010.5 |
| Close |
7,096.0 |
7,185.5 |
89.5 |
1.3% |
7,115.0 |
| Range |
75.0 |
92.0 |
17.0 |
22.7% |
178.5 |
| ATR |
88.8 |
90.3 |
1.4 |
1.6% |
0.0 |
| Volume |
140,060 |
135,247 |
-4,813 |
-3.4% |
676,573 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,443.8 |
7,406.7 |
7,236.1 |
|
| R3 |
7,351.8 |
7,314.7 |
7,210.8 |
|
| R2 |
7,259.8 |
7,259.8 |
7,202.4 |
|
| R1 |
7,222.7 |
7,222.7 |
7,193.9 |
7,241.3 |
| PP |
7,167.8 |
7,167.8 |
7,167.8 |
7,177.1 |
| S1 |
7,130.7 |
7,130.7 |
7,177.1 |
7,149.3 |
| S2 |
7,075.8 |
7,075.8 |
7,168.6 |
|
| S3 |
6,983.8 |
7,038.7 |
7,160.2 |
|
| S4 |
6,891.8 |
6,946.7 |
7,134.9 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,640.3 |
7,556.2 |
7,213.2 |
|
| R3 |
7,461.8 |
7,377.7 |
7,164.1 |
|
| R2 |
7,283.3 |
7,283.3 |
7,147.7 |
|
| R1 |
7,199.2 |
7,199.2 |
7,131.4 |
7,241.3 |
| PP |
7,104.8 |
7,104.8 |
7,104.8 |
7,125.9 |
| S1 |
7,020.7 |
7,020.7 |
7,098.6 |
7,062.8 |
| S2 |
6,926.3 |
6,926.3 |
7,082.3 |
|
| S3 |
6,747.8 |
6,842.2 |
7,065.9 |
|
| S4 |
6,569.3 |
6,663.7 |
7,016.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,205.0 |
7,041.0 |
164.0 |
2.3% |
82.7 |
1.2% |
88% |
True |
False |
137,032 |
| 10 |
7,205.0 |
7,010.5 |
194.5 |
2.7% |
86.6 |
1.2% |
90% |
True |
False |
108,379 |
| 20 |
7,205.0 |
6,842.5 |
362.5 |
5.0% |
91.4 |
1.3% |
95% |
True |
False |
121,362 |
| 40 |
7,205.0 |
6,842.5 |
362.5 |
5.0% |
77.1 |
1.1% |
95% |
True |
False |
88,173 |
| 60 |
7,205.0 |
6,646.5 |
558.5 |
7.8% |
84.4 |
1.2% |
97% |
True |
False |
59,084 |
| 80 |
7,205.0 |
6,250.0 |
955.0 |
13.3% |
81.3 |
1.1% |
98% |
True |
False |
44,473 |
| 100 |
7,205.0 |
6,137.5 |
1,067.5 |
14.9% |
83.5 |
1.2% |
98% |
True |
False |
36,015 |
| 120 |
7,205.0 |
5,863.5 |
1,341.5 |
18.7% |
82.2 |
1.1% |
99% |
True |
False |
30,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,596.0 |
|
2.618 |
7,445.9 |
|
1.618 |
7,353.9 |
|
1.000 |
7,297.0 |
|
0.618 |
7,261.9 |
|
HIGH |
7,205.0 |
|
0.618 |
7,169.9 |
|
0.500 |
7,159.0 |
|
0.382 |
7,148.1 |
|
LOW |
7,113.0 |
|
0.618 |
7,056.1 |
|
1.000 |
7,021.0 |
|
1.618 |
6,964.1 |
|
2.618 |
6,872.1 |
|
4.250 |
6,722.0 |
|
|
| Fisher Pivots for day following 01-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
7,176.7 |
7,164.7 |
| PP |
7,167.8 |
7,143.8 |
| S1 |
7,159.0 |
7,123.0 |
|