| Trading Metrics calculated at close of trading on 03-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,939.0 |
2,921.0 |
-18.0 |
-0.6% |
2,907.0 |
| High |
2,948.0 |
2,937.0 |
-11.0 |
-0.4% |
2,930.0 |
| Low |
2,925.0 |
2,900.0 |
-25.0 |
-0.9% |
2,860.0 |
| Close |
2,935.0 |
2,914.0 |
-21.0 |
-0.7% |
2,882.0 |
| Range |
23.0 |
37.0 |
14.0 |
60.9% |
70.0 |
| ATR |
45.9 |
45.3 |
-0.6 |
-1.4% |
0.0 |
| Volume |
3,552 |
205 |
-3,347 |
-94.2% |
5,466 |
|
| Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,028.0 |
3,008.0 |
2,934.4 |
|
| R3 |
2,991.0 |
2,971.0 |
2,924.2 |
|
| R2 |
2,954.0 |
2,954.0 |
2,920.8 |
|
| R1 |
2,934.0 |
2,934.0 |
2,917.4 |
2,925.5 |
| PP |
2,917.0 |
2,917.0 |
2,917.0 |
2,912.8 |
| S1 |
2,897.0 |
2,897.0 |
2,910.6 |
2,888.5 |
| S2 |
2,880.0 |
2,880.0 |
2,907.2 |
|
| S3 |
2,843.0 |
2,860.0 |
2,903.8 |
|
| S4 |
2,806.0 |
2,823.0 |
2,893.7 |
|
|
| 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 |
3.6% |
47.8 |
1.6% |
67% |
False |
False |
2,372 |
| 10 |
2,948.0 |
2,844.0 |
104.0 |
3.6% |
46.2 |
1.6% |
67% |
False |
False |
1,914 |
| 20 |
2,948.0 |
2,678.0 |
270.0 |
9.3% |
44.3 |
1.5% |
87% |
False |
False |
1,484 |
| 40 |
2,948.0 |
2,678.0 |
270.0 |
9.3% |
38.7 |
1.3% |
87% |
False |
False |
3,564 |
| 60 |
2,948.0 |
2,561.0 |
387.0 |
13.3% |
41.1 |
1.4% |
91% |
False |
False |
2,863 |
| 80 |
2,948.0 |
2,561.0 |
387.0 |
13.3% |
37.2 |
1.3% |
91% |
False |
False |
2,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,094.3 |
|
2.618 |
3,033.9 |
|
1.618 |
2,996.9 |
|
1.000 |
2,974.0 |
|
0.618 |
2,959.9 |
|
HIGH |
2,937.0 |
|
0.618 |
2,922.9 |
|
0.500 |
2,918.5 |
|
0.382 |
2,914.1 |
|
LOW |
2,900.0 |
|
0.618 |
2,877.1 |
|
1.000 |
2,863.0 |
|
1.618 |
2,840.1 |
|
2.618 |
2,803.1 |
|
4.250 |
2,742.8 |
|
|
| Fisher Pivots for day following 03-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,918.5 |
2,918.0 |
| PP |
2,917.0 |
2,916.7 |
| S1 |
2,915.5 |
2,915.3 |
|