| Trading Metrics calculated at close of trading on 03-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,320.75 |
2,319.00 |
-1.75 |
-0.1% |
2,268.75 |
| High |
2,327.75 |
2,326.25 |
-1.50 |
-0.1% |
2,334.50 |
| Low |
2,312.00 |
2,295.75 |
-16.25 |
-0.7% |
2,258.00 |
| Close |
2,319.75 |
2,321.75 |
2.00 |
0.1% |
2,268.00 |
| Range |
15.75 |
30.50 |
14.75 |
93.7% |
76.50 |
| ATR |
31.24 |
31.18 |
-0.05 |
-0.2% |
0.00 |
| Volume |
193,313 |
258,037 |
64,724 |
33.5% |
1,322,648 |
|
| Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,406.00 |
2,394.50 |
2,338.50 |
|
| R3 |
2,375.50 |
2,364.00 |
2,330.25 |
|
| R2 |
2,345.00 |
2,345.00 |
2,327.25 |
|
| R1 |
2,333.50 |
2,333.50 |
2,324.50 |
2,339.25 |
| PP |
2,314.50 |
2,314.50 |
2,314.50 |
2,317.50 |
| S1 |
2,303.00 |
2,303.00 |
2,319.00 |
2,308.75 |
| S2 |
2,284.00 |
2,284.00 |
2,316.25 |
|
| S3 |
2,253.50 |
2,272.50 |
2,313.25 |
|
| S4 |
2,223.00 |
2,242.00 |
2,305.00 |
|
|
| 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 |
2,331.00 |
2,248.50 |
82.50 |
3.6% |
40.75 |
1.8% |
89% |
False |
False |
300,696 |
| 10 |
2,334.50 |
2,248.50 |
86.00 |
3.7% |
34.00 |
1.5% |
85% |
False |
False |
264,159 |
| 20 |
2,346.50 |
2,248.50 |
98.00 |
4.2% |
31.00 |
1.3% |
75% |
False |
False |
240,498 |
| 40 |
2,346.50 |
2,178.50 |
168.00 |
7.2% |
26.50 |
1.1% |
85% |
False |
False |
199,717 |
| 60 |
2,346.50 |
2,082.25 |
264.25 |
11.4% |
29.25 |
1.3% |
91% |
False |
False |
133,363 |
| 80 |
2,346.50 |
2,001.75 |
344.75 |
14.8% |
29.00 |
1.2% |
93% |
False |
False |
100,079 |
| 100 |
2,346.50 |
1,908.75 |
437.75 |
18.9% |
29.00 |
1.2% |
94% |
False |
False |
80,091 |
| 120 |
2,346.50 |
1,744.25 |
602.25 |
25.9% |
26.00 |
1.1% |
96% |
False |
False |
66,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,456.00 |
|
2.618 |
2,406.00 |
|
1.618 |
2,375.50 |
|
1.000 |
2,356.75 |
|
0.618 |
2,345.00 |
|
HIGH |
2,326.25 |
|
0.618 |
2,314.50 |
|
0.500 |
2,311.00 |
|
0.382 |
2,307.50 |
|
LOW |
2,295.75 |
|
0.618 |
2,277.00 |
|
1.000 |
2,265.25 |
|
1.618 |
2,246.50 |
|
2.618 |
2,216.00 |
|
4.250 |
2,166.00 |
|
|
| Fisher Pivots for day following 03-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,318.25 |
2,316.00 |
| PP |
2,314.50 |
2,310.50 |
| S1 |
2,311.00 |
2,304.75 |
|