| 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 |
1,359.4 |
1,368.9 |
9.5 |
0.7% |
1,347.4 |
| High |
1,368.2 |
1,378.0 |
9.8 |
0.7% |
1,371.1 |
| Low |
1,358.0 |
1,368.8 |
10.8 |
0.8% |
1,347.4 |
| Close |
1,368.2 |
1,377.0 |
8.8 |
0.6% |
1,363.5 |
| Range |
10.2 |
9.2 |
-1.0 |
-9.8% |
23.7 |
| ATR |
16.6 |
16.1 |
-0.5 |
-2.9% |
0.0 |
| Volume |
2,901 |
1,171 |
-1,730 |
-59.6% |
9,803 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,402.2 |
1,398.8 |
1,382.1 |
|
| R3 |
1,393.0 |
1,389.6 |
1,379.5 |
|
| R2 |
1,383.8 |
1,383.8 |
1,378.7 |
|
| R1 |
1,380.4 |
1,380.4 |
1,377.8 |
1,382.1 |
| PP |
1,374.6 |
1,374.6 |
1,374.6 |
1,375.5 |
| S1 |
1,371.2 |
1,371.2 |
1,376.2 |
1,372.9 |
| S2 |
1,365.4 |
1,365.4 |
1,375.3 |
|
| S3 |
1,356.2 |
1,362.0 |
1,374.5 |
|
| S4 |
1,347.0 |
1,352.8 |
1,371.9 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,431.8 |
1,421.3 |
1,376.5 |
|
| R3 |
1,408.1 |
1,397.6 |
1,370.0 |
|
| R2 |
1,384.4 |
1,384.4 |
1,367.8 |
|
| R1 |
1,373.9 |
1,373.9 |
1,365.7 |
1,379.2 |
| PP |
1,360.7 |
1,360.7 |
1,360.7 |
1,363.3 |
| S1 |
1,350.2 |
1,350.2 |
1,361.3 |
1,355.5 |
| S2 |
1,337.0 |
1,337.0 |
1,359.2 |
|
| S3 |
1,313.3 |
1,326.5 |
1,357.0 |
|
| S4 |
1,289.6 |
1,302.8 |
1,350.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,378.0 |
1,356.3 |
21.7 |
1.6% |
10.3 |
0.7% |
95% |
True |
False |
1,898 |
| 10 |
1,378.0 |
1,328.7 |
49.3 |
3.6% |
13.8 |
1.0% |
98% |
True |
False |
1,796 |
| 20 |
1,383.8 |
1,314.2 |
69.6 |
5.1% |
16.9 |
1.2% |
90% |
False |
False |
1,348 |
| 40 |
1,429.5 |
1,314.2 |
115.3 |
8.4% |
14.6 |
1.1% |
54% |
False |
False |
927 |
| 60 |
1,436.9 |
1,314.2 |
122.7 |
8.9% |
14.8 |
1.1% |
51% |
False |
False |
752 |
| 80 |
1,436.9 |
1,314.2 |
122.7 |
8.9% |
14.5 |
1.1% |
51% |
False |
False |
893 |
| 100 |
1,436.9 |
1,296.1 |
140.8 |
10.2% |
12.4 |
0.9% |
57% |
False |
False |
782 |
| 120 |
1,436.9 |
1,243.6 |
193.3 |
14.0% |
10.5 |
0.8% |
69% |
False |
False |
699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,417.1 |
|
2.618 |
1,402.1 |
|
1.618 |
1,392.9 |
|
1.000 |
1,387.2 |
|
0.618 |
1,383.7 |
|
HIGH |
1,378.0 |
|
0.618 |
1,374.5 |
|
0.500 |
1,373.4 |
|
0.382 |
1,372.3 |
|
LOW |
1,368.8 |
|
0.618 |
1,363.1 |
|
1.000 |
1,359.6 |
|
1.618 |
1,353.9 |
|
2.618 |
1,344.7 |
|
4.250 |
1,329.7 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,375.8 |
1,373.9 |
| PP |
1,374.6 |
1,370.8 |
| S1 |
1,373.4 |
1,367.8 |
|