| Trading Metrics calculated at close of trading on 02-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,905.0 |
2,939.0 |
34.0 |
1.2% |
2,907.0 |
| High |
2,944.0 |
2,948.0 |
4.0 |
0.1% |
2,930.0 |
| Low |
2,888.0 |
2,925.0 |
37.0 |
1.3% |
2,860.0 |
| Close |
2,927.0 |
2,935.0 |
8.0 |
0.3% |
2,882.0 |
| Range |
56.0 |
23.0 |
-33.0 |
-58.9% |
70.0 |
| ATR |
47.7 |
45.9 |
-1.8 |
-3.7% |
0.0 |
| Volume |
6,129 |
3,552 |
-2,577 |
-42.0% |
5,466 |
|
| Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,005.0 |
2,993.0 |
2,947.7 |
|
| R3 |
2,982.0 |
2,970.0 |
2,941.3 |
|
| R2 |
2,959.0 |
2,959.0 |
2,939.2 |
|
| R1 |
2,947.0 |
2,947.0 |
2,937.1 |
2,941.5 |
| PP |
2,936.0 |
2,936.0 |
2,936.0 |
2,933.3 |
| S1 |
2,924.0 |
2,924.0 |
2,932.9 |
2,918.5 |
| S2 |
2,913.0 |
2,913.0 |
2,930.8 |
|
| S3 |
2,890.0 |
2,901.0 |
2,928.7 |
|
| S4 |
2,867.0 |
2,878.0 |
2,922.4 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,100.7 |
3,061.3 |
2,920.5 |
|
| R3 |
3,030.7 |
2,991.3 |
2,901.3 |
|
| R2 |
2,960.7 |
2,960.7 |
2,894.8 |
|
| R1 |
2,921.3 |
2,921.3 |
2,888.4 |
2,906.0 |
| PP |
2,890.7 |
2,890.7 |
2,890.7 |
2,883.0 |
| S1 |
2,851.3 |
2,851.3 |
2,875.6 |
2,836.0 |
| S2 |
2,820.7 |
2,820.7 |
2,869.2 |
|
| S3 |
2,750.7 |
2,781.3 |
2,862.8 |
|
| S4 |
2,680.7 |
2,711.3 |
2,843.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,948.0 |
2,844.0 |
104.0 |
3.5% |
50.6 |
1.7% |
88% |
True |
False |
2,444 |
| 10 |
2,948.0 |
2,836.0 |
112.0 |
3.8% |
46.1 |
1.6% |
88% |
True |
False |
1,915 |
| 20 |
2,948.0 |
2,678.0 |
270.0 |
9.2% |
44.8 |
1.5% |
95% |
True |
False |
1,480 |
| 40 |
2,948.0 |
2,678.0 |
270.0 |
9.2% |
38.9 |
1.3% |
95% |
True |
False |
3,727 |
| 60 |
2,948.0 |
2,561.0 |
387.0 |
13.2% |
41.1 |
1.4% |
97% |
True |
False |
2,861 |
| 80 |
2,948.0 |
2,561.0 |
387.0 |
13.2% |
37.2 |
1.3% |
97% |
True |
False |
2,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,045.8 |
|
2.618 |
3,008.2 |
|
1.618 |
2,985.2 |
|
1.000 |
2,971.0 |
|
0.618 |
2,962.2 |
|
HIGH |
2,948.0 |
|
0.618 |
2,939.2 |
|
0.500 |
2,936.5 |
|
0.382 |
2,933.8 |
|
LOW |
2,925.0 |
|
0.618 |
2,910.8 |
|
1.000 |
2,902.0 |
|
1.618 |
2,887.8 |
|
2.618 |
2,864.8 |
|
4.250 |
2,827.3 |
|
|
| Fisher Pivots for day following 02-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,936.5 |
2,922.0 |
| PP |
2,936.0 |
2,909.0 |
| S1 |
2,935.5 |
2,896.0 |
|