| Trading Metrics calculated at close of trading on 17-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,964.0 |
2,987.0 |
23.0 |
0.8% |
2,943.0 |
| High |
2,997.0 |
2,995.0 |
-2.0 |
-0.1% |
2,975.0 |
| Low |
2,960.0 |
2,965.0 |
5.0 |
0.2% |
2,910.0 |
| Close |
2,989.0 |
2,986.0 |
-3.0 |
-0.1% |
2,953.0 |
| Range |
37.0 |
30.0 |
-7.0 |
-18.9% |
65.0 |
| ATR |
40.8 |
40.0 |
-0.8 |
-1.9% |
0.0 |
| Volume |
322 |
1,111 |
789 |
245.0% |
25,615 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,072.0 |
3,059.0 |
3,002.5 |
|
| R3 |
3,042.0 |
3,029.0 |
2,994.3 |
|
| R2 |
3,012.0 |
3,012.0 |
2,991.5 |
|
| R1 |
2,999.0 |
2,999.0 |
2,988.8 |
2,990.5 |
| PP |
2,982.0 |
2,982.0 |
2,982.0 |
2,977.8 |
| S1 |
2,969.0 |
2,969.0 |
2,983.3 |
2,960.5 |
| S2 |
2,952.0 |
2,952.0 |
2,980.5 |
|
| S3 |
2,922.0 |
2,939.0 |
2,977.8 |
|
| S4 |
2,892.0 |
2,909.0 |
2,969.5 |
|
|
| 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% |
36.0 |
1.2% |
87% |
False |
False |
1,692 |
| 10 |
2,997.0 |
2,910.0 |
87.0 |
2.9% |
33.4 |
1.1% |
87% |
False |
False |
3,081 |
| 20 |
2,997.0 |
2,844.0 |
153.0 |
5.1% |
39.8 |
1.3% |
93% |
False |
False |
2,497 |
| 40 |
2,997.0 |
2,678.0 |
319.0 |
10.7% |
39.3 |
1.3% |
97% |
False |
False |
1,880 |
| 60 |
2,997.0 |
2,561.0 |
436.0 |
14.6% |
39.9 |
1.3% |
97% |
False |
False |
3,236 |
| 80 |
2,997.0 |
2,561.0 |
436.0 |
14.6% |
38.9 |
1.3% |
97% |
False |
False |
2,614 |
| 100 |
2,997.0 |
2,561.0 |
436.0 |
14.6% |
36.4 |
1.2% |
97% |
False |
False |
2,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,122.5 |
|
2.618 |
3,073.5 |
|
1.618 |
3,043.5 |
|
1.000 |
3,025.0 |
|
0.618 |
3,013.5 |
|
HIGH |
2,995.0 |
|
0.618 |
2,983.5 |
|
0.500 |
2,980.0 |
|
0.382 |
2,976.5 |
|
LOW |
2,965.0 |
|
0.618 |
2,946.5 |
|
1.000 |
2,935.0 |
|
1.618 |
2,916.5 |
|
2.618 |
2,886.5 |
|
4.250 |
2,837.5 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,984.0 |
2,979.3 |
| PP |
2,982.0 |
2,972.7 |
| S1 |
2,980.0 |
2,966.0 |
|