| Trading Metrics calculated at close of trading on 01-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1,338.8 |
1,334.0 |
-4.8 |
-0.4% |
1,344.9 |
| High |
1,347.2 |
1,344.1 |
-3.1 |
-0.2% |
1,354.0 |
| Low |
1,323.6 |
1,326.0 |
2.4 |
0.2% |
1,309.1 |
| Close |
1,334.5 |
1,340.3 |
5.8 |
0.4% |
1,341.7 |
| Range |
23.6 |
18.1 |
-5.5 |
-23.3% |
44.9 |
| ATR |
22.5 |
22.2 |
-0.3 |
-1.4% |
0.0 |
| Volume |
145,427 |
137,966 |
-7,461 |
-5.1% |
433,812 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,391.1 |
1,383.8 |
1,350.3 |
|
| R3 |
1,373.0 |
1,365.7 |
1,345.3 |
|
| R2 |
1,354.9 |
1,354.9 |
1,343.6 |
|
| R1 |
1,347.6 |
1,347.6 |
1,342.0 |
1,351.3 |
| PP |
1,336.8 |
1,336.8 |
1,336.8 |
1,338.6 |
| S1 |
1,329.5 |
1,329.5 |
1,338.6 |
1,333.2 |
| S2 |
1,318.7 |
1,318.7 |
1,337.0 |
|
| S3 |
1,300.6 |
1,311.4 |
1,335.3 |
|
| S4 |
1,282.5 |
1,293.3 |
1,330.3 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,469.6 |
1,450.6 |
1,366.4 |
|
| R3 |
1,424.7 |
1,405.7 |
1,354.0 |
|
| R2 |
1,379.8 |
1,379.8 |
1,349.9 |
|
| R1 |
1,360.8 |
1,360.8 |
1,345.8 |
1,347.9 |
| PP |
1,334.9 |
1,334.9 |
1,334.9 |
1,328.5 |
| S1 |
1,315.9 |
1,315.9 |
1,337.6 |
1,303.0 |
| S2 |
1,290.0 |
1,290.0 |
1,333.5 |
|
| S3 |
1,245.1 |
1,271.0 |
1,329.4 |
|
| S4 |
1,200.2 |
1,226.1 |
1,317.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,349.0 |
1,309.1 |
39.9 |
3.0% |
28.1 |
2.1% |
78% |
False |
False |
125,379 |
| 10 |
1,380.6 |
1,309.1 |
71.5 |
5.3% |
23.1 |
1.7% |
44% |
False |
False |
81,183 |
| 20 |
1,419.7 |
1,309.1 |
110.6 |
8.3% |
21.9 |
1.6% |
28% |
False |
False |
51,214 |
| 40 |
1,434.1 |
1,309.1 |
125.0 |
9.3% |
19.5 |
1.5% |
25% |
False |
False |
27,704 |
| 60 |
1,434.1 |
1,309.1 |
125.0 |
9.3% |
20.7 |
1.5% |
25% |
False |
False |
19,872 |
| 80 |
1,434.1 |
1,309.1 |
125.0 |
9.3% |
20.7 |
1.5% |
25% |
False |
False |
15,421 |
| 100 |
1,434.1 |
1,246.8 |
187.3 |
14.0% |
18.7 |
1.4% |
50% |
False |
False |
12,438 |
| 120 |
1,434.1 |
1,202.0 |
232.1 |
17.3% |
16.4 |
1.2% |
60% |
False |
False |
10,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,421.0 |
|
2.618 |
1,391.5 |
|
1.618 |
1,373.4 |
|
1.000 |
1,362.2 |
|
0.618 |
1,355.3 |
|
HIGH |
1,344.1 |
|
0.618 |
1,337.2 |
|
0.500 |
1,335.1 |
|
0.382 |
1,332.9 |
|
LOW |
1,326.0 |
|
0.618 |
1,314.8 |
|
1.000 |
1,307.9 |
|
1.618 |
1,296.7 |
|
2.618 |
1,278.6 |
|
4.250 |
1,249.1 |
|
|
| Fisher Pivots for day following 01-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,338.6 |
1,336.4 |
| PP |
1,336.8 |
1,332.5 |
| S1 |
1,335.1 |
1,328.6 |
|