| Trading Metrics calculated at close of trading on 11-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,357.00 |
2,360.00 |
3.00 |
0.1% |
2,337.75 |
| High |
2,365.00 |
2,380.50 |
15.50 |
0.7% |
2,380.50 |
| Low |
2,338.25 |
2,347.75 |
9.50 |
0.4% |
2,334.50 |
| Close |
2,361.75 |
2,378.25 |
16.50 |
0.7% |
2,378.25 |
| Range |
26.75 |
32.75 |
6.00 |
22.4% |
46.00 |
| ATR |
28.50 |
28.80 |
0.30 |
1.1% |
0.00 |
| Volume |
334,186 |
191,884 |
-142,302 |
-42.6% |
1,152,870 |
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,467.00 |
2,455.50 |
2,396.25 |
|
| R3 |
2,434.25 |
2,422.75 |
2,387.25 |
|
| R2 |
2,401.50 |
2,401.50 |
2,384.25 |
|
| R1 |
2,390.00 |
2,390.00 |
2,381.25 |
2,395.75 |
| PP |
2,368.75 |
2,368.75 |
2,368.75 |
2,371.75 |
| S1 |
2,357.25 |
2,357.25 |
2,375.25 |
2,363.00 |
| S2 |
2,336.00 |
2,336.00 |
2,372.25 |
|
| S3 |
2,303.25 |
2,324.50 |
2,369.25 |
|
| S4 |
2,270.50 |
2,291.75 |
2,360.25 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,502.50 |
2,486.25 |
2,403.50 |
|
| R3 |
2,456.50 |
2,440.25 |
2,391.00 |
|
| R2 |
2,410.50 |
2,410.50 |
2,386.75 |
|
| R1 |
2,394.25 |
2,394.25 |
2,382.50 |
2,402.50 |
| PP |
2,364.50 |
2,364.50 |
2,364.50 |
2,368.50 |
| S1 |
2,348.25 |
2,348.25 |
2,374.00 |
2,356.50 |
| S2 |
2,318.50 |
2,318.50 |
2,369.75 |
|
| S3 |
2,272.50 |
2,302.25 |
2,365.50 |
|
| S4 |
2,226.50 |
2,256.25 |
2,353.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,380.50 |
2,334.50 |
46.00 |
1.9% |
24.50 |
1.0% |
95% |
True |
False |
230,574 |
| 10 |
2,380.50 |
2,248.50 |
132.00 |
5.6% |
27.50 |
1.2% |
98% |
True |
False |
244,559 |
| 20 |
2,380.50 |
2,248.50 |
132.00 |
5.6% |
32.25 |
1.4% |
98% |
True |
False |
248,058 |
| 40 |
2,380.50 |
2,197.25 |
183.25 |
7.7% |
27.00 |
1.1% |
99% |
True |
False |
204,184 |
| 60 |
2,380.50 |
2,086.75 |
293.75 |
12.4% |
28.25 |
1.2% |
99% |
True |
False |
156,295 |
| 80 |
2,380.50 |
2,061.50 |
319.00 |
13.4% |
28.25 |
1.2% |
99% |
True |
False |
117,283 |
| 100 |
2,380.50 |
1,958.50 |
422.00 |
17.7% |
29.25 |
1.2% |
99% |
True |
False |
93,858 |
| 120 |
2,380.50 |
1,744.25 |
636.25 |
26.8% |
26.75 |
1.1% |
100% |
True |
False |
78,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,519.75 |
|
2.618 |
2,466.25 |
|
1.618 |
2,433.50 |
|
1.000 |
2,413.25 |
|
0.618 |
2,400.75 |
|
HIGH |
2,380.50 |
|
0.618 |
2,368.00 |
|
0.500 |
2,364.00 |
|
0.382 |
2,360.25 |
|
LOW |
2,347.75 |
|
0.618 |
2,327.50 |
|
1.000 |
2,315.00 |
|
1.618 |
2,294.75 |
|
2.618 |
2,262.00 |
|
4.250 |
2,208.50 |
|
|
| Fisher Pivots for day following 11-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,373.50 |
2,372.00 |
| PP |
2,368.75 |
2,365.75 |
| S1 |
2,364.00 |
2,359.50 |
|