| Trading Metrics calculated at close of trading on 16-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,949.0 |
2,964.0 |
15.0 |
0.5% |
2,943.0 |
| High |
2,960.0 |
2,997.0 |
37.0 |
1.3% |
2,975.0 |
| Low |
2,935.0 |
2,960.0 |
25.0 |
0.9% |
2,910.0 |
| Close |
2,952.0 |
2,989.0 |
37.0 |
1.3% |
2,953.0 |
| Range |
25.0 |
37.0 |
12.0 |
48.0% |
65.0 |
| ATR |
40.5 |
40.8 |
0.3 |
0.8% |
0.0 |
| Volume |
2,572 |
322 |
-2,250 |
-87.5% |
25,615 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,093.0 |
3,078.0 |
3,009.4 |
|
| R3 |
3,056.0 |
3,041.0 |
2,999.2 |
|
| R2 |
3,019.0 |
3,019.0 |
2,995.8 |
|
| R1 |
3,004.0 |
3,004.0 |
2,992.4 |
3,011.5 |
| PP |
2,982.0 |
2,982.0 |
2,982.0 |
2,985.8 |
| S1 |
2,967.0 |
2,967.0 |
2,985.6 |
2,974.5 |
| S2 |
2,945.0 |
2,945.0 |
2,982.2 |
|
| S3 |
2,908.0 |
2,930.0 |
2,978.8 |
|
| S4 |
2,871.0 |
2,893.0 |
2,968.7 |
|
|
| 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 |
2,997.0 |
2,910.0 |
87.0 |
2.9% |
38.4 |
1.3% |
91% |
True |
False |
2,106 |
| 10 |
2,997.0 |
2,900.0 |
97.0 |
3.2% |
34.1 |
1.1% |
92% |
True |
False |
2,990 |
| 20 |
2,997.0 |
2,836.0 |
161.0 |
5.4% |
40.1 |
1.3% |
95% |
True |
False |
2,453 |
| 40 |
2,997.0 |
2,678.0 |
319.0 |
10.7% |
39.2 |
1.3% |
97% |
True |
False |
1,855 |
| 60 |
2,997.0 |
2,561.0 |
436.0 |
14.6% |
40.2 |
1.3% |
98% |
True |
False |
3,231 |
| 80 |
2,997.0 |
2,561.0 |
436.0 |
14.6% |
38.5 |
1.3% |
98% |
True |
False |
2,613 |
| 100 |
2,997.0 |
2,561.0 |
436.0 |
14.6% |
36.4 |
1.2% |
98% |
True |
False |
2,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,154.3 |
|
2.618 |
3,093.9 |
|
1.618 |
3,056.9 |
|
1.000 |
3,034.0 |
|
0.618 |
3,019.9 |
|
HIGH |
2,997.0 |
|
0.618 |
2,982.9 |
|
0.500 |
2,978.5 |
|
0.382 |
2,974.1 |
|
LOW |
2,960.0 |
|
0.618 |
2,937.1 |
|
1.000 |
2,923.0 |
|
1.618 |
2,900.1 |
|
2.618 |
2,863.1 |
|
4.250 |
2,802.8 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,985.5 |
2,981.3 |
| PP |
2,982.0 |
2,973.7 |
| S1 |
2,978.5 |
2,966.0 |
|