| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,969.0 |
2,949.0 |
-20.0 |
-0.7% |
2,943.0 |
| High |
2,970.0 |
2,960.0 |
-10.0 |
-0.3% |
2,975.0 |
| Low |
2,935.0 |
2,935.0 |
0.0 |
0.0% |
2,910.0 |
| Close |
2,941.0 |
2,952.0 |
11.0 |
0.4% |
2,953.0 |
| Range |
35.0 |
25.0 |
-10.0 |
-28.6% |
65.0 |
| ATR |
41.7 |
40.5 |
-1.2 |
-2.9% |
0.0 |
| Volume |
277 |
2,572 |
2,295 |
828.5% |
25,615 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,024.0 |
3,013.0 |
2,965.8 |
|
| R3 |
2,999.0 |
2,988.0 |
2,958.9 |
|
| R2 |
2,974.0 |
2,974.0 |
2,956.6 |
|
| R1 |
2,963.0 |
2,963.0 |
2,954.3 |
2,968.5 |
| PP |
2,949.0 |
2,949.0 |
2,949.0 |
2,951.8 |
| S1 |
2,938.0 |
2,938.0 |
2,949.7 |
2,943.5 |
| S2 |
2,924.0 |
2,924.0 |
2,947.4 |
|
| S3 |
2,899.0 |
2,913.0 |
2,945.1 |
|
| S4 |
2,874.0 |
2,888.0 |
2,938.3 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,141.0 |
3,112.0 |
2,988.8 |
|
| R3 |
3,076.0 |
3,047.0 |
2,970.9 |
|
| R2 |
3,011.0 |
3,011.0 |
2,964.9 |
|
| R1 |
2,982.0 |
2,982.0 |
2,959.0 |
2,996.5 |
| PP |
2,946.0 |
2,946.0 |
2,946.0 |
2,953.3 |
| S1 |
2,917.0 |
2,917.0 |
2,947.0 |
2,931.5 |
| S2 |
2,881.0 |
2,881.0 |
2,941.1 |
|
| S3 |
2,816.0 |
2,852.0 |
2,935.1 |
|
| S4 |
2,751.0 |
2,787.0 |
2,917.3 |
|
|
| 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 |
2,910.0 |
65.0 |
2.2% |
35.8 |
1.2% |
65% |
False |
False |
5,621 |
| 10 |
2,975.0 |
2,900.0 |
75.0 |
2.5% |
32.7 |
1.1% |
69% |
False |
False |
3,313 |
| 20 |
2,975.0 |
2,836.0 |
139.0 |
4.7% |
40.4 |
1.4% |
83% |
False |
False |
2,744 |
| 40 |
2,975.0 |
2,678.0 |
297.0 |
10.1% |
39.3 |
1.3% |
92% |
False |
False |
1,951 |
| 60 |
2,975.0 |
2,561.0 |
414.0 |
14.0% |
40.7 |
1.4% |
94% |
False |
False |
3,228 |
| 80 |
2,975.0 |
2,561.0 |
414.0 |
14.0% |
38.4 |
1.3% |
94% |
False |
False |
2,611 |
| 100 |
2,975.0 |
2,561.0 |
414.0 |
14.0% |
36.3 |
1.2% |
94% |
False |
False |
2,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,066.3 |
|
2.618 |
3,025.5 |
|
1.618 |
3,000.5 |
|
1.000 |
2,985.0 |
|
0.618 |
2,975.5 |
|
HIGH |
2,960.0 |
|
0.618 |
2,950.5 |
|
0.500 |
2,947.5 |
|
0.382 |
2,944.6 |
|
LOW |
2,935.0 |
|
0.618 |
2,919.6 |
|
1.000 |
2,910.0 |
|
1.618 |
2,894.6 |
|
2.618 |
2,869.6 |
|
4.250 |
2,828.8 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,950.5 |
2,948.0 |
| PP |
2,949.0 |
2,944.0 |
| S1 |
2,947.5 |
2,940.0 |
|