| Trading Metrics calculated at close of trading on 16-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1,363.5 |
1,375.3 |
11.8 |
0.9% |
1,348.0 |
| High |
1,378.6 |
1,384.1 |
5.5 |
0.4% |
1,371.1 |
| Low |
1,363.1 |
1,370.0 |
6.9 |
0.5% |
1,346.0 |
| Close |
1,375.5 |
1,376.6 |
1.1 |
0.1% |
1,361.9 |
| Range |
15.5 |
14.1 |
-1.4 |
-9.0% |
25.1 |
| ATR |
18.4 |
18.1 |
-0.3 |
-1.7% |
0.0 |
| Volume |
2,362 |
1,717 |
-645 |
-27.3% |
12,674 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,419.2 |
1,412.0 |
1,384.4 |
|
| R3 |
1,405.1 |
1,397.9 |
1,380.5 |
|
| R2 |
1,391.0 |
1,391.0 |
1,379.2 |
|
| R1 |
1,383.8 |
1,383.8 |
1,377.9 |
1,387.4 |
| PP |
1,376.9 |
1,376.9 |
1,376.9 |
1,378.7 |
| S1 |
1,369.7 |
1,369.7 |
1,375.3 |
1,373.3 |
| S2 |
1,362.8 |
1,362.8 |
1,374.0 |
|
| S3 |
1,348.7 |
1,355.6 |
1,372.7 |
|
| S4 |
1,334.6 |
1,341.5 |
1,368.8 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,435.0 |
1,423.5 |
1,375.7 |
|
| R3 |
1,409.9 |
1,398.4 |
1,368.8 |
|
| R2 |
1,384.8 |
1,384.8 |
1,366.5 |
|
| R1 |
1,373.3 |
1,373.3 |
1,364.2 |
1,379.1 |
| PP |
1,359.7 |
1,359.7 |
1,359.7 |
1,362.5 |
| S1 |
1,348.2 |
1,348.2 |
1,359.6 |
1,354.0 |
| S2 |
1,334.6 |
1,334.6 |
1,357.3 |
|
| S3 |
1,309.5 |
1,323.1 |
1,355.0 |
|
| S4 |
1,284.4 |
1,298.0 |
1,348.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,384.1 |
1,353.1 |
31.0 |
2.3% |
14.4 |
1.0% |
76% |
True |
False |
2,434 |
| 10 |
1,384.1 |
1,327.0 |
57.1 |
4.1% |
15.5 |
1.1% |
87% |
True |
False |
3,521 |
| 20 |
1,384.1 |
1,310.9 |
73.2 |
5.3% |
19.2 |
1.4% |
90% |
True |
False |
4,195 |
| 40 |
1,428.5 |
1,310.9 |
117.6 |
8.5% |
17.7 |
1.3% |
56% |
False |
False |
3,376 |
| 60 |
1,436.7 |
1,310.9 |
125.8 |
9.1% |
18.4 |
1.3% |
52% |
False |
False |
3,226 |
| 80 |
1,436.7 |
1,310.9 |
125.8 |
9.1% |
19.8 |
1.4% |
52% |
False |
False |
3,053 |
| 100 |
1,436.7 |
1,288.6 |
148.1 |
10.8% |
19.3 |
1.4% |
59% |
False |
False |
2,697 |
| 120 |
1,436.7 |
1,242.2 |
194.5 |
14.1% |
16.8 |
1.2% |
69% |
False |
False |
2,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,444.0 |
|
2.618 |
1,421.0 |
|
1.618 |
1,406.9 |
|
1.000 |
1,398.2 |
|
0.618 |
1,392.8 |
|
HIGH |
1,384.1 |
|
0.618 |
1,378.7 |
|
0.500 |
1,377.1 |
|
0.382 |
1,375.4 |
|
LOW |
1,370.0 |
|
0.618 |
1,361.3 |
|
1.000 |
1,355.9 |
|
1.618 |
1,347.2 |
|
2.618 |
1,333.1 |
|
4.250 |
1,310.1 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,377.1 |
1,374.4 |
| PP |
1,376.9 |
1,372.2 |
| S1 |
1,376.8 |
1,370.1 |
|