| Trading Metrics calculated at close of trading on 17-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,381.25 |
2,392.00 |
10.75 |
0.5% |
2,337.75 |
| High |
2,403.00 |
2,400.75 |
-2.25 |
-0.1% |
2,380.50 |
| Low |
2,379.75 |
2,383.50 |
3.75 |
0.2% |
2,334.50 |
| Close |
2,392.00 |
2,393.50 |
1.50 |
0.1% |
2,378.25 |
| Range |
23.25 |
17.25 |
-6.00 |
-25.8% |
46.00 |
| ATR |
26.44 |
25.78 |
-0.66 |
-2.5% |
0.00 |
| Volume |
230,670 |
197,725 |
-32,945 |
-14.3% |
1,152,870 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,444.25 |
2,436.25 |
2,403.00 |
|
| R3 |
2,427.00 |
2,419.00 |
2,398.25 |
|
| R2 |
2,409.75 |
2,409.75 |
2,396.75 |
|
| R1 |
2,401.75 |
2,401.75 |
2,395.00 |
2,405.75 |
| PP |
2,392.50 |
2,392.50 |
2,392.50 |
2,394.50 |
| S1 |
2,384.50 |
2,384.50 |
2,392.00 |
2,388.50 |
| S2 |
2,375.25 |
2,375.25 |
2,390.25 |
|
| S3 |
2,358.00 |
2,367.25 |
2,388.75 |
|
| S4 |
2,340.75 |
2,350.00 |
2,384.00 |
|
|
| 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 |
2,347.75 |
55.25 |
2.3% |
20.00 |
0.8% |
83% |
False |
False |
187,562 |
| 10 |
2,403.00 |
2,316.50 |
86.50 |
3.6% |
21.25 |
0.9% |
89% |
False |
False |
212,293 |
| 20 |
2,403.00 |
2,248.50 |
154.50 |
6.5% |
27.50 |
1.2% |
94% |
False |
False |
238,226 |
| 40 |
2,403.00 |
2,207.25 |
195.75 |
8.2% |
26.50 |
1.1% |
95% |
False |
False |
205,891 |
| 60 |
2,403.00 |
2,103.00 |
300.00 |
12.5% |
27.25 |
1.1% |
97% |
False |
False |
168,716 |
| 80 |
2,403.00 |
2,082.25 |
320.75 |
13.4% |
27.75 |
1.2% |
97% |
False |
False |
126,593 |
| 100 |
2,403.00 |
1,958.50 |
444.50 |
18.6% |
28.50 |
1.2% |
98% |
False |
False |
101,313 |
| 120 |
2,403.00 |
1,752.75 |
650.25 |
27.2% |
27.00 |
1.1% |
99% |
False |
False |
84,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,474.00 |
|
2.618 |
2,446.00 |
|
1.618 |
2,428.75 |
|
1.000 |
2,418.00 |
|
0.618 |
2,411.50 |
|
HIGH |
2,400.75 |
|
0.618 |
2,394.25 |
|
0.500 |
2,392.00 |
|
0.382 |
2,390.00 |
|
LOW |
2,383.50 |
|
0.618 |
2,372.75 |
|
1.000 |
2,366.25 |
|
1.618 |
2,355.50 |
|
2.618 |
2,338.25 |
|
4.250 |
2,310.25 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,393.00 |
2,391.25 |
| PP |
2,392.50 |
2,389.00 |
| S1 |
2,392.00 |
2,387.00 |
|