| Trading Metrics calculated at close of trading on 07-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,322.25 |
2,337.75 |
15.50 |
0.7% |
2,265.50 |
| High |
2,339.50 |
2,359.75 |
20.25 |
0.9% |
2,339.50 |
| Low |
2,316.50 |
2,334.50 |
18.00 |
0.8% |
2,248.50 |
| Close |
2,337.50 |
2,345.00 |
7.50 |
0.3% |
2,337.50 |
| Range |
23.00 |
25.25 |
2.25 |
9.8% |
91.00 |
| ATR |
30.60 |
30.22 |
-0.38 |
-1.2% |
0.00 |
| Volume |
224,139 |
240,695 |
16,556 |
7.4% |
1,292,720 |
|
| Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,422.25 |
2,408.75 |
2,359.00 |
|
| R3 |
2,397.00 |
2,383.50 |
2,352.00 |
|
| R2 |
2,371.75 |
2,371.75 |
2,349.75 |
|
| R1 |
2,358.25 |
2,358.25 |
2,347.25 |
2,365.00 |
| PP |
2,346.50 |
2,346.50 |
2,346.50 |
2,349.75 |
| S1 |
2,333.00 |
2,333.00 |
2,342.75 |
2,339.75 |
| S2 |
2,321.25 |
2,321.25 |
2,340.25 |
|
| S3 |
2,296.00 |
2,307.75 |
2,338.00 |
|
| S4 |
2,270.75 |
2,282.50 |
2,331.00 |
|
|
| 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 |
2,359.75 |
2,281.25 |
78.50 |
3.3% |
28.25 |
1.2% |
81% |
True |
False |
243,339 |
| 10 |
2,359.75 |
2,248.50 |
111.25 |
4.7% |
31.75 |
1.4% |
87% |
True |
False |
263,309 |
| 20 |
2,359.75 |
2,248.50 |
111.25 |
4.7% |
31.25 |
1.3% |
87% |
True |
False |
240,905 |
| 40 |
2,359.75 |
2,196.00 |
163.75 |
7.0% |
26.50 |
1.1% |
91% |
True |
False |
207,216 |
| 60 |
2,359.75 |
2,082.25 |
277.50 |
11.8% |
29.00 |
1.2% |
95% |
True |
False |
141,106 |
| 80 |
2,359.75 |
2,039.00 |
320.75 |
13.7% |
28.75 |
1.2% |
95% |
True |
False |
105,887 |
| 100 |
2,359.75 |
1,929.00 |
430.75 |
18.4% |
29.00 |
1.2% |
97% |
True |
False |
84,739 |
| 120 |
2,359.75 |
1,744.25 |
615.50 |
26.2% |
26.25 |
1.1% |
98% |
True |
False |
70,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,467.00 |
|
2.618 |
2,425.75 |
|
1.618 |
2,400.50 |
|
1.000 |
2,385.00 |
|
0.618 |
2,375.25 |
|
HIGH |
2,359.75 |
|
0.618 |
2,350.00 |
|
0.500 |
2,347.00 |
|
0.382 |
2,344.25 |
|
LOW |
2,334.50 |
|
0.618 |
2,319.00 |
|
1.000 |
2,309.25 |
|
1.618 |
2,293.75 |
|
2.618 |
2,268.50 |
|
4.250 |
2,227.25 |
|
|
| Fisher Pivots for day following 07-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,347.00 |
2,339.25 |
| PP |
2,346.50 |
2,333.50 |
| S1 |
2,345.75 |
2,327.75 |
|