| Trading Metrics calculated at close of trading on 10-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,963.0 |
2,957.0 |
-6.0 |
-0.2% |
2,870.0 |
| High |
2,975.0 |
2,958.0 |
-17.0 |
-0.6% |
2,948.0 |
| Low |
2,951.0 |
2,916.0 |
-35.0 |
-1.2% |
2,844.0 |
| Close |
2,954.0 |
2,947.0 |
-7.0 |
-0.2% |
2,924.0 |
| Range |
24.0 |
42.0 |
18.0 |
75.0% |
104.0 |
| ATR |
41.3 |
41.4 |
0.0 |
0.1% |
0.0 |
| Volume |
17,898 |
3,180 |
-14,718 |
-82.2% |
11,633 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,066.3 |
3,048.7 |
2,970.1 |
|
| R3 |
3,024.3 |
3,006.7 |
2,958.6 |
|
| R2 |
2,982.3 |
2,982.3 |
2,954.7 |
|
| R1 |
2,964.7 |
2,964.7 |
2,950.9 |
2,952.5 |
| PP |
2,940.3 |
2,940.3 |
2,940.3 |
2,934.3 |
| S1 |
2,922.7 |
2,922.7 |
2,943.2 |
2,910.5 |
| S2 |
2,898.3 |
2,898.3 |
2,939.3 |
|
| S3 |
2,856.3 |
2,880.7 |
2,935.5 |
|
| S4 |
2,814.3 |
2,838.7 |
2,923.9 |
|
|
| 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 |
2,913.0 |
62.0 |
2.1% |
30.8 |
1.0% |
55% |
False |
False |
4,469 |
| 10 |
2,975.0 |
2,844.0 |
131.0 |
4.4% |
39.3 |
1.3% |
79% |
False |
False |
3,420 |
| 20 |
2,975.0 |
2,813.0 |
162.0 |
5.5% |
39.7 |
1.3% |
83% |
False |
False |
2,434 |
| 40 |
2,975.0 |
2,678.0 |
297.0 |
10.1% |
38.8 |
1.3% |
91% |
False |
False |
2,976 |
| 60 |
2,975.0 |
2,561.0 |
414.0 |
14.0% |
40.1 |
1.4% |
93% |
False |
False |
3,113 |
| 80 |
2,975.0 |
2,561.0 |
414.0 |
14.0% |
37.3 |
1.3% |
93% |
False |
False |
2,529 |
| 100 |
2,975.0 |
2,561.0 |
414.0 |
14.0% |
36.2 |
1.2% |
93% |
False |
False |
2,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,136.5 |
|
2.618 |
3,068.0 |
|
1.618 |
3,026.0 |
|
1.000 |
3,000.0 |
|
0.618 |
2,984.0 |
|
HIGH |
2,958.0 |
|
0.618 |
2,942.0 |
|
0.500 |
2,937.0 |
|
0.382 |
2,932.0 |
|
LOW |
2,916.0 |
|
0.618 |
2,890.0 |
|
1.000 |
2,874.0 |
|
1.618 |
2,848.0 |
|
2.618 |
2,806.0 |
|
4.250 |
2,737.5 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,943.7 |
2,946.5 |
| PP |
2,940.3 |
2,946.0 |
| S1 |
2,937.0 |
2,945.5 |
|