| 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 |
6,014.5 |
6,073.5 |
59.0 |
1.0% |
5,985.0 |
| High |
6,075.0 |
6,080.0 |
5.0 |
0.1% |
6,077.0 |
| Low |
6,014.5 |
6,025.0 |
10.5 |
0.2% |
5,952.5 |
| Close |
6,069.0 |
6,061.5 |
-7.5 |
-0.1% |
6,043.5 |
| Range |
60.5 |
55.0 |
-5.5 |
-9.1% |
124.5 |
| ATR |
71.8 |
70.6 |
-1.2 |
-1.7% |
0.0 |
| Volume |
82,566 |
83,683 |
1,117 |
1.4% |
430,331 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,220.5 |
6,196.0 |
6,092.0 |
|
| R3 |
6,165.5 |
6,141.0 |
6,076.5 |
|
| R2 |
6,110.5 |
6,110.5 |
6,071.5 |
|
| R1 |
6,086.0 |
6,086.0 |
6,066.5 |
6,071.0 |
| PP |
6,055.5 |
6,055.5 |
6,055.5 |
6,048.0 |
| S1 |
6,031.0 |
6,031.0 |
6,056.5 |
6,016.0 |
| S2 |
6,000.5 |
6,000.5 |
6,051.5 |
|
| S3 |
5,945.5 |
5,976.0 |
6,046.5 |
|
| S4 |
5,890.5 |
5,921.0 |
6,031.0 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,398.0 |
6,345.0 |
6,112.0 |
|
| R3 |
6,273.5 |
6,220.5 |
6,077.5 |
|
| R2 |
6,149.0 |
6,149.0 |
6,066.5 |
|
| R1 |
6,096.0 |
6,096.0 |
6,055.0 |
6,122.5 |
| PP |
6,024.5 |
6,024.5 |
6,024.5 |
6,037.5 |
| S1 |
5,971.5 |
5,971.5 |
6,032.0 |
5,998.0 |
| S2 |
5,900.0 |
5,900.0 |
6,020.5 |
|
| S3 |
5,775.5 |
5,847.0 |
6,009.5 |
|
| S4 |
5,651.0 |
5,722.5 |
5,975.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,080.0 |
5,952.5 |
127.5 |
2.1% |
65.5 |
1.1% |
85% |
True |
False |
80,745 |
| 10 |
6,080.0 |
5,952.5 |
127.5 |
2.1% |
63.5 |
1.0% |
85% |
True |
False |
81,611 |
| 20 |
6,080.0 |
5,777.0 |
303.0 |
5.0% |
69.5 |
1.1% |
94% |
True |
False |
91,492 |
| 40 |
6,080.0 |
5,777.0 |
303.0 |
5.0% |
69.5 |
1.2% |
94% |
True |
False |
85,713 |
| 60 |
6,080.0 |
5,482.0 |
598.0 |
9.9% |
70.5 |
1.2% |
97% |
True |
False |
73,027 |
| 80 |
6,080.0 |
5,482.0 |
598.0 |
9.9% |
69.0 |
1.1% |
97% |
True |
False |
54,873 |
| 100 |
6,080.0 |
5,442.0 |
638.0 |
10.5% |
63.5 |
1.0% |
97% |
True |
False |
43,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,314.0 |
|
2.618 |
6,224.0 |
|
1.618 |
6,169.0 |
|
1.000 |
6,135.0 |
|
0.618 |
6,114.0 |
|
HIGH |
6,080.0 |
|
0.618 |
6,059.0 |
|
0.500 |
6,052.5 |
|
0.382 |
6,046.0 |
|
LOW |
6,025.0 |
|
0.618 |
5,991.0 |
|
1.000 |
5,970.0 |
|
1.618 |
5,936.0 |
|
2.618 |
5,881.0 |
|
4.250 |
5,791.0 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,058.5 |
6,054.5 |
| PP |
6,055.5 |
6,047.5 |
| S1 |
6,052.5 |
6,040.5 |
|