| Trading Metrics calculated at close of trading on 08-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,943.0 |
2,958.0 |
15.0 |
0.5% |
2,870.0 |
| High |
2,964.0 |
2,975.0 |
11.0 |
0.4% |
2,948.0 |
| Low |
2,932.0 |
2,944.0 |
12.0 |
0.4% |
2,844.0 |
| Close |
2,953.0 |
2,961.0 |
8.0 |
0.3% |
2,924.0 |
| Range |
32.0 |
31.0 |
-1.0 |
-3.1% |
104.0 |
| ATR |
43.6 |
42.7 |
-0.9 |
-2.1% |
0.0 |
| Volume |
134 |
224 |
90 |
67.2% |
11,633 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,053.0 |
3,038.0 |
2,978.1 |
|
| R3 |
3,022.0 |
3,007.0 |
2,969.5 |
|
| R2 |
2,991.0 |
2,991.0 |
2,966.7 |
|
| R1 |
2,976.0 |
2,976.0 |
2,963.8 |
2,983.5 |
| PP |
2,960.0 |
2,960.0 |
2,960.0 |
2,963.8 |
| S1 |
2,945.0 |
2,945.0 |
2,958.2 |
2,952.5 |
| S2 |
2,929.0 |
2,929.0 |
2,955.3 |
|
| S3 |
2,898.0 |
2,914.0 |
2,952.5 |
|
| S4 |
2,867.0 |
2,883.0 |
2,944.0 |
|
|
| 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 |
2,975.0 |
2,900.0 |
75.0 |
2.5% |
29.6 |
1.0% |
81% |
True |
False |
1,005 |
| 10 |
2,975.0 |
2,844.0 |
131.0 |
4.4% |
40.2 |
1.4% |
89% |
True |
False |
1,386 |
| 20 |
2,975.0 |
2,718.0 |
257.0 |
8.7% |
42.6 |
1.4% |
95% |
True |
False |
1,441 |
| 40 |
2,975.0 |
2,678.0 |
297.0 |
10.0% |
38.4 |
1.3% |
95% |
True |
False |
3,077 |
| 60 |
2,975.0 |
2,561.0 |
414.0 |
14.0% |
40.3 |
1.4% |
97% |
True |
False |
2,773 |
| 80 |
2,975.0 |
2,561.0 |
414.0 |
14.0% |
37.3 |
1.3% |
97% |
True |
False |
2,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,106.8 |
|
2.618 |
3,056.2 |
|
1.618 |
3,025.2 |
|
1.000 |
3,006.0 |
|
0.618 |
2,994.2 |
|
HIGH |
2,975.0 |
|
0.618 |
2,963.2 |
|
0.500 |
2,959.5 |
|
0.382 |
2,955.8 |
|
LOW |
2,944.0 |
|
0.618 |
2,924.8 |
|
1.000 |
2,913.0 |
|
1.618 |
2,893.8 |
|
2.618 |
2,862.8 |
|
4.250 |
2,812.3 |
|
|
| Fisher Pivots for day following 08-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,960.5 |
2,955.3 |
| PP |
2,960.0 |
2,949.7 |
| S1 |
2,959.5 |
2,944.0 |
|