| Trading Metrics calculated at close of trading on 09-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1,352.9 |
1,363.8 |
10.9 |
0.8% |
1,338.8 |
| High |
1,368.7 |
1,367.7 |
-1.0 |
-0.1% |
1,361.0 |
| Low |
1,348.9 |
1,358.3 |
9.4 |
0.7% |
1,323.6 |
| Close |
1,364.1 |
1,365.5 |
1.4 |
0.1% |
1,349.0 |
| Range |
19.8 |
9.4 |
-10.4 |
-52.5% |
37.4 |
| ATR |
21.2 |
20.3 |
-0.8 |
-4.0% |
0.0 |
| Volume |
126,106 |
99,370 |
-26,736 |
-21.2% |
695,453 |
|
| Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,392.0 |
1,388.2 |
1,370.7 |
|
| R3 |
1,382.6 |
1,378.8 |
1,368.1 |
|
| R2 |
1,373.2 |
1,373.2 |
1,367.2 |
|
| R1 |
1,369.4 |
1,369.4 |
1,366.4 |
1,371.3 |
| PP |
1,363.8 |
1,363.8 |
1,363.8 |
1,364.8 |
| S1 |
1,360.0 |
1,360.0 |
1,364.6 |
1,361.9 |
| S2 |
1,354.4 |
1,354.4 |
1,363.8 |
|
| S3 |
1,345.0 |
1,350.6 |
1,362.9 |
|
| S4 |
1,335.6 |
1,341.2 |
1,360.3 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,456.7 |
1,440.3 |
1,369.6 |
|
| R3 |
1,419.3 |
1,402.9 |
1,359.3 |
|
| R2 |
1,381.9 |
1,381.9 |
1,355.9 |
|
| R1 |
1,365.5 |
1,365.5 |
1,352.4 |
1,373.7 |
| PP |
1,344.5 |
1,344.5 |
1,344.5 |
1,348.7 |
| S1 |
1,328.1 |
1,328.1 |
1,345.6 |
1,336.3 |
| S2 |
1,307.1 |
1,307.1 |
1,342.1 |
|
| S3 |
1,269.7 |
1,290.7 |
1,338.7 |
|
| S4 |
1,232.3 |
1,253.3 |
1,328.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,368.7 |
1,325.3 |
43.4 |
3.2% |
17.3 |
1.3% |
93% |
False |
False |
122,112 |
| 10 |
1,368.7 |
1,309.1 |
59.6 |
4.4% |
22.3 |
1.6% |
95% |
False |
False |
126,885 |
| 20 |
1,394.7 |
1,309.1 |
85.6 |
6.3% |
20.6 |
1.5% |
66% |
False |
False |
81,626 |
| 40 |
1,426.3 |
1,309.1 |
117.2 |
8.6% |
18.8 |
1.4% |
48% |
False |
False |
44,981 |
| 60 |
1,434.1 |
1,309.1 |
125.0 |
9.2% |
19.5 |
1.4% |
45% |
False |
False |
31,499 |
| 80 |
1,434.1 |
1,309.1 |
125.0 |
9.2% |
20.8 |
1.5% |
45% |
False |
False |
24,182 |
| 100 |
1,434.1 |
1,277.4 |
156.7 |
11.5% |
19.3 |
1.4% |
56% |
False |
False |
19,549 |
| 120 |
1,434.1 |
1,218.1 |
216.0 |
15.8% |
17.1 |
1.2% |
68% |
False |
False |
16,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,407.7 |
|
2.618 |
1,392.3 |
|
1.618 |
1,382.9 |
|
1.000 |
1,377.1 |
|
0.618 |
1,373.5 |
|
HIGH |
1,367.7 |
|
0.618 |
1,364.1 |
|
0.500 |
1,363.0 |
|
0.382 |
1,361.9 |
|
LOW |
1,358.3 |
|
0.618 |
1,352.5 |
|
1.000 |
1,348.9 |
|
1.618 |
1,343.1 |
|
2.618 |
1,333.7 |
|
4.250 |
1,318.4 |
|
|
| Fisher Pivots for day following 09-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,364.7 |
1,362.5 |
| PP |
1,363.8 |
1,359.4 |
| S1 |
1,363.0 |
1,356.4 |
|