| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1,358.2 |
1,362.1 |
3.9 |
0.3% |
1,348.1 |
| High |
1,367.5 |
1,377.5 |
10.0 |
0.7% |
1,369.7 |
| Low |
1,354.4 |
1,361.3 |
6.9 |
0.5% |
1,344.1 |
| Close |
1,365.1 |
1,374.1 |
9.0 |
0.7% |
1,360.4 |
| Range |
13.1 |
16.2 |
3.1 |
23.7% |
25.6 |
| ATR |
19.2 |
19.0 |
-0.2 |
-1.1% |
0.0 |
| Volume |
89,181 |
100,454 |
11,273 |
12.6% |
537,162 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,419.6 |
1,413.0 |
1,383.0 |
|
| R3 |
1,403.4 |
1,396.8 |
1,378.6 |
|
| R2 |
1,387.2 |
1,387.2 |
1,377.1 |
|
| R1 |
1,380.6 |
1,380.6 |
1,375.6 |
1,383.9 |
| PP |
1,371.0 |
1,371.0 |
1,371.0 |
1,372.6 |
| S1 |
1,364.4 |
1,364.4 |
1,372.6 |
1,367.7 |
| S2 |
1,354.8 |
1,354.8 |
1,371.1 |
|
| S3 |
1,338.6 |
1,348.2 |
1,369.6 |
|
| S4 |
1,322.4 |
1,332.0 |
1,365.2 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,434.9 |
1,423.2 |
1,374.5 |
|
| R3 |
1,409.3 |
1,397.6 |
1,367.4 |
|
| R2 |
1,383.7 |
1,383.7 |
1,365.1 |
|
| R1 |
1,372.0 |
1,372.0 |
1,362.7 |
1,377.9 |
| PP |
1,358.1 |
1,358.1 |
1,358.1 |
1,361.0 |
| S1 |
1,346.4 |
1,346.4 |
1,358.1 |
1,352.3 |
| S2 |
1,332.5 |
1,332.5 |
1,355.7 |
|
| S3 |
1,306.9 |
1,320.8 |
1,353.4 |
|
| S4 |
1,281.3 |
1,295.2 |
1,346.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,377.5 |
1,351.4 |
26.1 |
1.9% |
13.9 |
1.0% |
87% |
True |
False |
104,796 |
| 10 |
1,377.5 |
1,325.3 |
52.2 |
3.8% |
16.5 |
1.2% |
93% |
True |
False |
113,885 |
| 20 |
1,380.6 |
1,309.1 |
71.5 |
5.2% |
19.8 |
1.4% |
91% |
False |
False |
97,534 |
| 40 |
1,426.3 |
1,309.1 |
117.2 |
8.5% |
18.4 |
1.3% |
55% |
False |
False |
54,933 |
| 60 |
1,434.1 |
1,309.1 |
125.0 |
9.1% |
19.0 |
1.4% |
52% |
False |
False |
38,362 |
| 80 |
1,434.1 |
1,309.1 |
125.0 |
9.1% |
20.2 |
1.5% |
52% |
False |
False |
29,420 |
| 100 |
1,434.1 |
1,282.5 |
151.6 |
11.0% |
19.6 |
1.4% |
60% |
False |
False |
23,773 |
| 120 |
1,434.1 |
1,240.0 |
194.1 |
14.1% |
17.4 |
1.3% |
69% |
False |
False |
19,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,446.4 |
|
2.618 |
1,419.9 |
|
1.618 |
1,403.7 |
|
1.000 |
1,393.7 |
|
0.618 |
1,387.5 |
|
HIGH |
1,377.5 |
|
0.618 |
1,371.3 |
|
0.500 |
1,369.4 |
|
0.382 |
1,367.5 |
|
LOW |
1,361.3 |
|
0.618 |
1,351.3 |
|
1.000 |
1,345.1 |
|
1.618 |
1,335.1 |
|
2.618 |
1,318.9 |
|
4.250 |
1,292.5 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,372.5 |
1,371.4 |
| PP |
1,371.0 |
1,368.6 |
| S1 |
1,369.4 |
1,365.9 |
|