| Trading Metrics calculated at close of trading on 16-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,381.75 |
2,381.25 |
-0.50 |
0.0% |
2,337.75 |
| High |
2,385.50 |
2,403.00 |
17.50 |
0.7% |
2,380.50 |
| Low |
2,370.75 |
2,379.75 |
9.00 |
0.4% |
2,334.50 |
| Close |
2,381.50 |
2,392.00 |
10.50 |
0.4% |
2,378.25 |
| Range |
14.75 |
23.25 |
8.50 |
57.6% |
46.00 |
| ATR |
26.69 |
26.44 |
-0.25 |
-0.9% |
0.00 |
| Volume |
164,251 |
230,670 |
66,419 |
40.4% |
1,152,870 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,461.25 |
2,450.00 |
2,404.75 |
|
| R3 |
2,438.00 |
2,426.75 |
2,398.50 |
|
| R2 |
2,414.75 |
2,414.75 |
2,396.25 |
|
| R1 |
2,403.50 |
2,403.50 |
2,394.25 |
2,409.00 |
| PP |
2,391.50 |
2,391.50 |
2,391.50 |
2,394.50 |
| S1 |
2,380.25 |
2,380.25 |
2,389.75 |
2,386.00 |
| S2 |
2,368.25 |
2,368.25 |
2,387.75 |
|
| S3 |
2,345.00 |
2,357.00 |
2,385.50 |
|
| S4 |
2,321.75 |
2,333.75 |
2,379.25 |
|
|
| 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 |
2,403.00 |
2,338.25 |
64.75 |
2.7% |
22.00 |
0.9% |
83% |
True |
False |
214,854 |
| 10 |
2,403.00 |
2,295.75 |
107.25 |
4.5% |
22.50 |
0.9% |
90% |
True |
False |
218,324 |
| 20 |
2,403.00 |
2,248.50 |
154.50 |
6.5% |
28.50 |
1.2% |
93% |
True |
False |
243,006 |
| 40 |
2,403.00 |
2,207.25 |
195.75 |
8.2% |
26.50 |
1.1% |
94% |
True |
False |
203,526 |
| 60 |
2,403.00 |
2,103.00 |
300.00 |
12.5% |
27.75 |
1.2% |
96% |
True |
False |
165,422 |
| 80 |
2,403.00 |
2,082.25 |
320.75 |
13.4% |
27.75 |
1.2% |
97% |
True |
False |
124,125 |
| 100 |
2,403.00 |
1,958.50 |
444.50 |
18.6% |
28.50 |
1.2% |
98% |
True |
False |
99,337 |
| 120 |
2,403.00 |
1,752.75 |
650.25 |
27.2% |
27.00 |
1.1% |
98% |
True |
False |
82,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,501.75 |
|
2.618 |
2,463.75 |
|
1.618 |
2,440.50 |
|
1.000 |
2,426.25 |
|
0.618 |
2,417.25 |
|
HIGH |
2,403.00 |
|
0.618 |
2,394.00 |
|
0.500 |
2,391.50 |
|
0.382 |
2,388.75 |
|
LOW |
2,379.75 |
|
0.618 |
2,365.50 |
|
1.000 |
2,356.50 |
|
1.618 |
2,342.25 |
|
2.618 |
2,319.00 |
|
4.250 |
2,281.00 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,391.75 |
2,390.25 |
| PP |
2,391.50 |
2,388.50 |
| S1 |
2,391.50 |
2,387.00 |
|