| Trading Metrics calculated at close of trading on 07-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,936.0 |
2,943.0 |
7.0 |
0.2% |
2,870.0 |
| High |
2,938.0 |
2,964.0 |
26.0 |
0.9% |
2,948.0 |
| Low |
2,913.0 |
2,932.0 |
19.0 |
0.7% |
2,844.0 |
| Close |
2,924.0 |
2,953.0 |
29.0 |
1.0% |
2,924.0 |
| Range |
25.0 |
32.0 |
7.0 |
28.0% |
104.0 |
| ATR |
43.8 |
43.6 |
-0.3 |
-0.6% |
0.0 |
| Volume |
913 |
134 |
-779 |
-85.3% |
11,633 |
|
| Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,045.7 |
3,031.3 |
2,970.6 |
|
| R3 |
3,013.7 |
2,999.3 |
2,961.8 |
|
| R2 |
2,981.7 |
2,981.7 |
2,958.9 |
|
| R1 |
2,967.3 |
2,967.3 |
2,955.9 |
2,974.5 |
| PP |
2,949.7 |
2,949.7 |
2,949.7 |
2,953.3 |
| S1 |
2,935.3 |
2,935.3 |
2,950.1 |
2,942.5 |
| S2 |
2,917.7 |
2,917.7 |
2,947.1 |
|
| S3 |
2,885.7 |
2,903.3 |
2,944.2 |
|
| S4 |
2,853.7 |
2,871.3 |
2,935.4 |
|
|
| 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 |
2,964.0 |
2,888.0 |
76.0 |
2.6% |
34.6 |
1.2% |
86% |
True |
False |
2,186 |
| 10 |
2,964.0 |
2,844.0 |
120.0 |
4.1% |
42.0 |
1.4% |
91% |
True |
False |
1,393 |
| 20 |
2,964.0 |
2,688.0 |
276.0 |
9.3% |
42.6 |
1.4% |
96% |
True |
False |
1,526 |
| 40 |
2,964.0 |
2,678.0 |
286.0 |
9.7% |
38.2 |
1.3% |
96% |
True |
False |
3,163 |
| 60 |
2,964.0 |
2,561.0 |
403.0 |
13.6% |
40.7 |
1.4% |
97% |
True |
False |
2,833 |
| 80 |
2,964.0 |
2,561.0 |
403.0 |
13.6% |
37.2 |
1.3% |
97% |
True |
False |
2,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,100.0 |
|
2.618 |
3,047.8 |
|
1.618 |
3,015.8 |
|
1.000 |
2,996.0 |
|
0.618 |
2,983.8 |
|
HIGH |
2,964.0 |
|
0.618 |
2,951.8 |
|
0.500 |
2,948.0 |
|
0.382 |
2,944.2 |
|
LOW |
2,932.0 |
|
0.618 |
2,912.2 |
|
1.000 |
2,900.0 |
|
1.618 |
2,880.2 |
|
2.618 |
2,848.2 |
|
4.250 |
2,796.0 |
|
|
| Fisher Pivots for day following 07-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,951.3 |
2,946.0 |
| PP |
2,949.7 |
2,939.0 |
| S1 |
2,948.0 |
2,932.0 |
|