| Trading Metrics calculated at close of trading on 08-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,337.75 |
2,343.75 |
6.00 |
0.3% |
2,265.50 |
| High |
2,359.75 |
2,364.00 |
4.25 |
0.2% |
2,339.50 |
| Low |
2,334.50 |
2,341.25 |
6.75 |
0.3% |
2,248.50 |
| Close |
2,345.00 |
2,362.75 |
17.75 |
0.8% |
2,337.50 |
| Range |
25.25 |
22.75 |
-2.50 |
-9.9% |
91.00 |
| ATR |
30.22 |
29.68 |
-0.53 |
-1.8% |
0.00 |
| Volume |
240,695 |
187,536 |
-53,159 |
-22.1% |
1,292,720 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,424.25 |
2,416.25 |
2,375.25 |
|
| R3 |
2,401.50 |
2,393.50 |
2,369.00 |
|
| R2 |
2,378.75 |
2,378.75 |
2,367.00 |
|
| R1 |
2,370.75 |
2,370.75 |
2,364.75 |
2,374.75 |
| PP |
2,356.00 |
2,356.00 |
2,356.00 |
2,358.00 |
| S1 |
2,348.00 |
2,348.00 |
2,360.75 |
2,352.00 |
| S2 |
2,333.25 |
2,333.25 |
2,358.50 |
|
| S3 |
2,310.50 |
2,325.25 |
2,356.50 |
|
| S4 |
2,287.75 |
2,302.50 |
2,350.25 |
|
|
| 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 |
2,364.00 |
2,295.75 |
68.25 |
2.9% |
23.50 |
1.0% |
98% |
True |
False |
220,744 |
| 10 |
2,364.00 |
2,248.50 |
115.50 |
4.9% |
31.75 |
1.3% |
99% |
True |
False |
261,663 |
| 20 |
2,364.00 |
2,248.50 |
115.50 |
4.9% |
31.00 |
1.3% |
99% |
True |
False |
240,382 |
| 40 |
2,364.00 |
2,196.00 |
168.00 |
7.1% |
26.50 |
1.1% |
99% |
True |
False |
206,922 |
| 60 |
2,364.00 |
2,082.25 |
281.75 |
11.9% |
29.00 |
1.2% |
100% |
True |
False |
144,227 |
| 80 |
2,364.00 |
2,049.75 |
314.25 |
13.3% |
28.50 |
1.2% |
100% |
True |
False |
108,229 |
| 100 |
2,364.00 |
1,944.00 |
420.00 |
17.8% |
29.25 |
1.2% |
100% |
True |
False |
86,614 |
| 120 |
2,364.00 |
1,744.25 |
619.75 |
26.2% |
26.25 |
1.1% |
100% |
True |
False |
72,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,460.75 |
|
2.618 |
2,423.50 |
|
1.618 |
2,400.75 |
|
1.000 |
2,386.75 |
|
0.618 |
2,378.00 |
|
HIGH |
2,364.00 |
|
0.618 |
2,355.25 |
|
0.500 |
2,352.50 |
|
0.382 |
2,350.00 |
|
LOW |
2,341.25 |
|
0.618 |
2,327.25 |
|
1.000 |
2,318.50 |
|
1.618 |
2,304.50 |
|
2.618 |
2,281.75 |
|
4.250 |
2,244.50 |
|
|
| Fisher Pivots for day following 08-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,359.50 |
2,355.25 |
| PP |
2,356.00 |
2,347.75 |
| S1 |
2,352.50 |
2,340.25 |
|