| Trading Metrics calculated at close of trading on 04-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,921.0 |
2,936.0 |
15.0 |
0.5% |
2,870.0 |
| High |
2,937.0 |
2,938.0 |
1.0 |
0.0% |
2,948.0 |
| Low |
2,900.0 |
2,913.0 |
13.0 |
0.4% |
2,844.0 |
| Close |
2,914.0 |
2,924.0 |
10.0 |
0.3% |
2,924.0 |
| Range |
37.0 |
25.0 |
-12.0 |
-32.4% |
104.0 |
| ATR |
45.3 |
43.8 |
-1.4 |
-3.2% |
0.0 |
| Volume |
205 |
913 |
708 |
345.4% |
11,633 |
|
| Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,000.0 |
2,987.0 |
2,937.8 |
|
| R3 |
2,975.0 |
2,962.0 |
2,930.9 |
|
| R2 |
2,950.0 |
2,950.0 |
2,928.6 |
|
| R1 |
2,937.0 |
2,937.0 |
2,926.3 |
2,931.0 |
| PP |
2,925.0 |
2,925.0 |
2,925.0 |
2,922.0 |
| S1 |
2,912.0 |
2,912.0 |
2,921.7 |
2,906.0 |
| S2 |
2,900.0 |
2,900.0 |
2,919.4 |
|
| S3 |
2,875.0 |
2,887.0 |
2,917.1 |
|
| S4 |
2,850.0 |
2,862.0 |
2,910.3 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,217.3 |
3,174.7 |
2,981.2 |
|
| R3 |
3,113.3 |
3,070.7 |
2,952.6 |
|
| R2 |
3,009.3 |
3,009.3 |
2,943.1 |
|
| R1 |
2,966.7 |
2,966.7 |
2,933.5 |
2,988.0 |
| PP |
2,905.3 |
2,905.3 |
2,905.3 |
2,916.0 |
| S1 |
2,862.7 |
2,862.7 |
2,914.5 |
2,884.0 |
| S2 |
2,801.3 |
2,801.3 |
2,904.9 |
|
| S3 |
2,697.3 |
2,758.7 |
2,895.4 |
|
| S4 |
2,593.3 |
2,654.7 |
2,866.8 |
|
|
| 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% |
38.8 |
1.3% |
77% |
False |
False |
2,326 |
| 10 |
2,948.0 |
2,844.0 |
104.0 |
3.6% |
42.6 |
1.5% |
77% |
False |
False |
1,709 |
| 20 |
2,948.0 |
2,678.0 |
270.0 |
9.2% |
43.3 |
1.5% |
91% |
False |
False |
1,526 |
| 40 |
2,948.0 |
2,678.0 |
270.0 |
9.2% |
38.0 |
1.3% |
91% |
False |
False |
3,344 |
| 60 |
2,948.0 |
2,561.0 |
387.0 |
13.2% |
40.8 |
1.4% |
94% |
False |
False |
2,878 |
| 80 |
2,948.0 |
2,561.0 |
387.0 |
13.2% |
37.2 |
1.3% |
94% |
False |
False |
2,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,044.3 |
|
2.618 |
3,003.5 |
|
1.618 |
2,978.5 |
|
1.000 |
2,963.0 |
|
0.618 |
2,953.5 |
|
HIGH |
2,938.0 |
|
0.618 |
2,928.5 |
|
0.500 |
2,925.5 |
|
0.382 |
2,922.6 |
|
LOW |
2,913.0 |
|
0.618 |
2,897.6 |
|
1.000 |
2,888.0 |
|
1.618 |
2,872.6 |
|
2.618 |
2,847.6 |
|
4.250 |
2,806.8 |
|
|
| Fisher Pivots for day following 04-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,925.5 |
2,924.0 |
| PP |
2,925.0 |
2,924.0 |
| S1 |
2,924.5 |
2,924.0 |
|