| Trading Metrics calculated at close of trading on 04-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,319.00 |
2,322.25 |
3.25 |
0.1% |
2,265.50 |
| High |
2,326.25 |
2,339.50 |
13.25 |
0.6% |
2,339.50 |
| Low |
2,295.75 |
2,316.50 |
20.75 |
0.9% |
2,248.50 |
| Close |
2,321.75 |
2,337.50 |
15.75 |
0.7% |
2,337.50 |
| Range |
30.50 |
23.00 |
-7.50 |
-24.6% |
91.00 |
| ATR |
31.18 |
30.60 |
-0.58 |
-1.9% |
0.00 |
| Volume |
258,037 |
224,139 |
-33,898 |
-13.1% |
1,292,720 |
|
| Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,400.25 |
2,391.75 |
2,350.25 |
|
| R3 |
2,377.25 |
2,368.75 |
2,343.75 |
|
| R2 |
2,354.25 |
2,354.25 |
2,341.75 |
|
| R1 |
2,345.75 |
2,345.75 |
2,339.50 |
2,350.00 |
| PP |
2,331.25 |
2,331.25 |
2,331.25 |
2,333.25 |
| S1 |
2,322.75 |
2,322.75 |
2,335.50 |
2,327.00 |
| S2 |
2,308.25 |
2,308.25 |
2,333.25 |
|
| S3 |
2,285.25 |
2,299.75 |
2,331.25 |
|
| S4 |
2,262.25 |
2,276.75 |
2,324.75 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,581.50 |
2,550.50 |
2,387.50 |
|
| R3 |
2,490.50 |
2,459.50 |
2,362.50 |
|
| R2 |
2,399.50 |
2,399.50 |
2,354.25 |
|
| R1 |
2,368.50 |
2,368.50 |
2,345.75 |
2,384.00 |
| PP |
2,308.50 |
2,308.50 |
2,308.50 |
2,316.25 |
| S1 |
2,277.50 |
2,277.50 |
2,329.25 |
2,293.00 |
| S2 |
2,217.50 |
2,217.50 |
2,320.75 |
|
| S3 |
2,126.50 |
2,186.50 |
2,312.50 |
|
| S4 |
2,035.50 |
2,095.50 |
2,287.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,339.50 |
2,248.50 |
91.00 |
3.9% |
30.75 |
1.3% |
98% |
True |
False |
258,544 |
| 10 |
2,339.50 |
2,248.50 |
91.00 |
3.9% |
32.75 |
1.4% |
98% |
True |
False |
261,536 |
| 20 |
2,346.50 |
2,248.50 |
98.00 |
4.2% |
31.50 |
1.3% |
91% |
False |
False |
242,838 |
| 40 |
2,346.50 |
2,192.50 |
154.00 |
6.6% |
26.50 |
1.1% |
94% |
False |
False |
204,651 |
| 60 |
2,346.50 |
2,082.25 |
264.25 |
11.3% |
29.00 |
1.2% |
97% |
False |
False |
137,096 |
| 80 |
2,346.50 |
2,034.00 |
312.50 |
13.4% |
28.75 |
1.2% |
97% |
False |
False |
102,880 |
| 100 |
2,346.50 |
1,914.25 |
432.25 |
18.5% |
29.00 |
1.2% |
98% |
False |
False |
82,332 |
| 120 |
2,346.50 |
1,744.25 |
602.25 |
25.8% |
26.00 |
1.1% |
99% |
False |
False |
68,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,437.25 |
|
2.618 |
2,399.75 |
|
1.618 |
2,376.75 |
|
1.000 |
2,362.50 |
|
0.618 |
2,353.75 |
|
HIGH |
2,339.50 |
|
0.618 |
2,330.75 |
|
0.500 |
2,328.00 |
|
0.382 |
2,325.25 |
|
LOW |
2,316.50 |
|
0.618 |
2,302.25 |
|
1.000 |
2,293.50 |
|
1.618 |
2,279.25 |
|
2.618 |
2,256.25 |
|
4.250 |
2,218.75 |
|
|
| Fisher Pivots for day following 04-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,334.25 |
2,331.00 |
| PP |
2,331.25 |
2,324.25 |
| S1 |
2,328.00 |
2,317.50 |
|