| Trading Metrics calculated at close of trading on 02-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,284.00 |
2,320.75 |
36.75 |
1.6% |
2,268.75 |
| High |
2,328.25 |
2,327.75 |
-0.50 |
0.0% |
2,334.50 |
| Low |
2,281.25 |
2,312.00 |
30.75 |
1.3% |
2,258.00 |
| Close |
2,322.50 |
2,319.75 |
-2.75 |
-0.1% |
2,268.00 |
| Range |
47.00 |
15.75 |
-31.25 |
-66.5% |
76.50 |
| ATR |
32.43 |
31.24 |
-1.19 |
-3.7% |
0.00 |
| Volume |
300,511 |
193,313 |
-107,198 |
-35.7% |
1,322,648 |
|
| Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,367.00 |
2,359.25 |
2,328.50 |
|
| R3 |
2,351.25 |
2,343.50 |
2,324.00 |
|
| R2 |
2,335.50 |
2,335.50 |
2,322.75 |
|
| R1 |
2,327.75 |
2,327.75 |
2,321.25 |
2,323.75 |
| PP |
2,319.75 |
2,319.75 |
2,319.75 |
2,318.00 |
| S1 |
2,312.00 |
2,312.00 |
2,318.25 |
2,308.00 |
| S2 |
2,304.00 |
2,304.00 |
2,316.75 |
|
| S3 |
2,288.25 |
2,296.25 |
2,315.50 |
|
| S4 |
2,272.50 |
2,280.50 |
2,311.00 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,516.25 |
2,468.75 |
2,310.00 |
|
| R3 |
2,439.75 |
2,392.25 |
2,289.00 |
|
| R2 |
2,363.25 |
2,363.25 |
2,282.00 |
|
| R1 |
2,315.75 |
2,315.75 |
2,275.00 |
2,301.25 |
| PP |
2,286.75 |
2,286.75 |
2,286.75 |
2,279.50 |
| S1 |
2,239.25 |
2,239.25 |
2,261.00 |
2,224.75 |
| S2 |
2,210.25 |
2,210.25 |
2,254.00 |
|
| S3 |
2,133.75 |
2,162.75 |
2,247.00 |
|
| S4 |
2,057.25 |
2,086.25 |
2,226.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,334.50 |
2,248.50 |
86.00 |
3.7% |
39.00 |
1.7% |
83% |
False |
False |
297,598 |
| 10 |
2,334.50 |
2,248.50 |
86.00 |
3.7% |
34.25 |
1.5% |
83% |
False |
False |
267,687 |
| 20 |
2,346.50 |
2,229.50 |
117.00 |
5.0% |
31.50 |
1.4% |
77% |
False |
False |
238,252 |
| 40 |
2,346.50 |
2,178.50 |
168.00 |
7.2% |
26.50 |
1.1% |
84% |
False |
False |
193,348 |
| 60 |
2,346.50 |
2,082.25 |
264.25 |
11.4% |
29.00 |
1.3% |
90% |
False |
False |
129,068 |
| 80 |
2,346.50 |
2,001.75 |
344.75 |
14.9% |
28.75 |
1.2% |
92% |
False |
False |
96,859 |
| 100 |
2,346.50 |
1,892.00 |
454.50 |
19.6% |
28.75 |
1.2% |
94% |
False |
False |
77,510 |
| 120 |
2,346.50 |
1,744.25 |
602.25 |
26.0% |
25.75 |
1.1% |
96% |
False |
False |
64,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,394.75 |
|
2.618 |
2,369.00 |
|
1.618 |
2,353.25 |
|
1.000 |
2,343.50 |
|
0.618 |
2,337.50 |
|
HIGH |
2,327.75 |
|
0.618 |
2,321.75 |
|
0.500 |
2,320.00 |
|
0.382 |
2,318.00 |
|
LOW |
2,312.00 |
|
0.618 |
2,302.25 |
|
1.000 |
2,296.25 |
|
1.618 |
2,286.50 |
|
2.618 |
2,270.75 |
|
4.250 |
2,245.00 |
|
|
| Fisher Pivots for day following 02-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,320.00 |
2,309.25 |
| PP |
2,319.75 |
2,298.75 |
| S1 |
2,319.75 |
2,288.50 |
|