| 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 |
12,219.79 |
12,287.72 |
67.93 |
0.6% |
12,092.38 |
| High |
12,303.16 |
12,331.31 |
28.15 |
0.2% |
12,285.94 |
| Low |
12,219.79 |
12,253.24 |
33.45 |
0.3% |
12,092.30 |
| Close |
12,288.17 |
12,318.14 |
29.97 |
0.2% |
12,273.26 |
| Range |
83.37 |
78.07 |
-5.30 |
-6.4% |
193.64 |
| ATR |
84.81 |
84.33 |
-0.48 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,535.11 |
12,504.69 |
12,361.08 |
|
| R3 |
12,457.04 |
12,426.62 |
12,339.61 |
|
| R2 |
12,378.97 |
12,378.97 |
12,332.45 |
|
| R1 |
12,348.55 |
12,348.55 |
12,325.30 |
12,363.76 |
| PP |
12,300.90 |
12,300.90 |
12,300.90 |
12,308.50 |
| S1 |
12,270.48 |
12,270.48 |
12,310.98 |
12,285.69 |
| S2 |
12,222.83 |
12,222.83 |
12,303.83 |
|
| S3 |
12,144.76 |
12,192.41 |
12,296.67 |
|
| S4 |
12,066.69 |
12,114.34 |
12,275.20 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,798.09 |
12,729.31 |
12,379.76 |
|
| R3 |
12,604.45 |
12,535.67 |
12,326.51 |
|
| R2 |
12,410.81 |
12,410.81 |
12,308.76 |
|
| R1 |
12,342.03 |
12,342.03 |
12,291.01 |
12,376.42 |
| PP |
12,217.17 |
12,217.17 |
12,217.17 |
12,234.36 |
| S1 |
12,148.39 |
12,148.39 |
12,255.51 |
12,182.78 |
| S2 |
12,023.53 |
12,023.53 |
12,237.76 |
|
| S3 |
11,829.89 |
11,954.75 |
12,220.01 |
|
| S4 |
11,636.25 |
11,761.11 |
12,166.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,331.31 |
12,180.48 |
150.83 |
1.2% |
76.32 |
0.6% |
91% |
True |
False |
|
| 10 |
12,331.31 |
12,025.78 |
305.53 |
2.5% |
78.22 |
0.6% |
96% |
True |
False |
|
| 20 |
12,331.31 |
11,803.04 |
528.27 |
4.3% |
87.70 |
0.7% |
98% |
True |
False |
|
| 40 |
12,331.31 |
11,518.44 |
812.87 |
6.6% |
81.43 |
0.7% |
98% |
True |
False |
|
| 60 |
12,331.31 |
10,929.28 |
1,402.03 |
11.4% |
88.56 |
0.7% |
99% |
True |
False |
|
| 80 |
12,331.31 |
10,929.28 |
1,402.03 |
11.4% |
96.96 |
0.8% |
99% |
True |
False |
|
| 100 |
12,331.31 |
10,711.12 |
1,620.19 |
13.2% |
102.58 |
0.8% |
99% |
True |
False |
|
| 120 |
12,331.31 |
9,941.84 |
2,389.47 |
19.4% |
104.91 |
0.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,663.11 |
|
2.618 |
12,535.70 |
|
1.618 |
12,457.63 |
|
1.000 |
12,409.38 |
|
0.618 |
12,379.56 |
|
HIGH |
12,331.31 |
|
0.618 |
12,301.49 |
|
0.500 |
12,292.28 |
|
0.382 |
12,283.06 |
|
LOW |
12,253.24 |
|
0.618 |
12,204.99 |
|
1.000 |
12,175.17 |
|
1.618 |
12,126.92 |
|
2.618 |
12,048.85 |
|
4.250 |
11,921.44 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,309.52 |
12,299.52 |
| PP |
12,300.90 |
12,280.91 |
| S1 |
12,292.28 |
12,262.29 |
|