| Trading Metrics calculated at close of trading on 14-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,360.00 |
2,376.25 |
16.25 |
0.7% |
2,337.75 |
| High |
2,380.50 |
2,387.50 |
7.00 |
0.3% |
2,380.50 |
| Low |
2,347.75 |
2,375.50 |
27.75 |
1.2% |
2,334.50 |
| Close |
2,378.25 |
2,381.75 |
3.50 |
0.1% |
2,378.25 |
| Range |
32.75 |
12.00 |
-20.75 |
-63.4% |
46.00 |
| ATR |
28.80 |
27.60 |
-1.20 |
-4.2% |
0.00 |
| Volume |
191,884 |
153,281 |
-38,603 |
-20.1% |
1,152,870 |
|
| Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,417.50 |
2,411.75 |
2,388.25 |
|
| R3 |
2,405.50 |
2,399.75 |
2,385.00 |
|
| R2 |
2,393.50 |
2,393.50 |
2,384.00 |
|
| R1 |
2,387.75 |
2,387.75 |
2,382.75 |
2,390.50 |
| PP |
2,381.50 |
2,381.50 |
2,381.50 |
2,383.00 |
| S1 |
2,375.75 |
2,375.75 |
2,380.75 |
2,378.50 |
| S2 |
2,369.50 |
2,369.50 |
2,379.50 |
|
| S3 |
2,357.50 |
2,363.75 |
2,378.50 |
|
| S4 |
2,345.50 |
2,351.75 |
2,375.25 |
|
|
| 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 |
2,387.50 |
2,338.25 |
49.25 |
2.1% |
21.75 |
0.9% |
88% |
True |
False |
213,091 |
| 10 |
2,387.50 |
2,281.25 |
106.25 |
4.5% |
25.00 |
1.1% |
95% |
True |
False |
228,215 |
| 20 |
2,387.50 |
2,248.50 |
139.00 |
5.8% |
31.50 |
1.3% |
96% |
True |
False |
246,824 |
| 40 |
2,387.50 |
2,205.50 |
182.00 |
7.6% |
26.50 |
1.1% |
97% |
True |
False |
201,922 |
| 60 |
2,387.50 |
2,099.00 |
288.50 |
12.1% |
28.00 |
1.2% |
98% |
True |
False |
158,845 |
| 80 |
2,387.50 |
2,064.75 |
322.75 |
13.6% |
28.00 |
1.2% |
98% |
True |
False |
119,196 |
| 100 |
2,387.50 |
1,958.50 |
429.00 |
18.0% |
29.00 |
1.2% |
99% |
True |
False |
95,390 |
| 120 |
2,387.50 |
1,744.25 |
643.25 |
27.0% |
26.75 |
1.1% |
99% |
True |
False |
79,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,438.50 |
|
2.618 |
2,419.00 |
|
1.618 |
2,407.00 |
|
1.000 |
2,399.50 |
|
0.618 |
2,395.00 |
|
HIGH |
2,387.50 |
|
0.618 |
2,383.00 |
|
0.500 |
2,381.50 |
|
0.382 |
2,380.00 |
|
LOW |
2,375.50 |
|
0.618 |
2,368.00 |
|
1.000 |
2,363.50 |
|
1.618 |
2,356.00 |
|
2.618 |
2,344.00 |
|
4.250 |
2,324.50 |
|
|
| Fisher Pivots for day following 14-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,381.75 |
2,375.50 |
| PP |
2,381.50 |
2,369.25 |
| S1 |
2,381.50 |
2,363.00 |
|