| Trading Metrics calculated at close of trading on 03-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1,344.0 |
1,335.6 |
-8.4 |
-0.6% |
1,343.0 |
| High |
1,344.0 |
1,355.8 |
11.8 |
0.9% |
1,352.4 |
| Low |
1,327.1 |
1,324.9 |
-2.2 |
-0.2% |
1,307.7 |
| Close |
1,331.5 |
1,352.3 |
20.8 |
1.6% |
1,340.7 |
| Range |
16.9 |
30.9 |
14.0 |
82.8% |
44.7 |
| ATR |
21.9 |
22.5 |
0.6 |
3.0% |
0.0 |
| Volume |
1,363 |
1,860 |
497 |
36.5% |
812,854 |
|
| Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,437.0 |
1,425.6 |
1,369.3 |
|
| R3 |
1,406.1 |
1,394.7 |
1,360.8 |
|
| R2 |
1,375.2 |
1,375.2 |
1,358.0 |
|
| R1 |
1,363.8 |
1,363.8 |
1,355.1 |
1,369.5 |
| PP |
1,344.3 |
1,344.3 |
1,344.3 |
1,347.2 |
| S1 |
1,332.9 |
1,332.9 |
1,349.5 |
1,338.6 |
| S2 |
1,313.4 |
1,313.4 |
1,346.6 |
|
| S3 |
1,282.5 |
1,302.0 |
1,343.8 |
|
| S4 |
1,251.6 |
1,271.1 |
1,335.3 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,467.7 |
1,448.9 |
1,365.3 |
|
| R3 |
1,423.0 |
1,404.2 |
1,353.0 |
|
| R2 |
1,378.3 |
1,378.3 |
1,348.9 |
|
| R1 |
1,359.5 |
1,359.5 |
1,344.8 |
1,346.6 |
| PP |
1,333.6 |
1,333.6 |
1,333.6 |
1,327.1 |
| S1 |
1,314.8 |
1,314.8 |
1,336.6 |
1,301.9 |
| S2 |
1,288.9 |
1,288.9 |
1,332.5 |
|
| S3 |
1,244.2 |
1,270.1 |
1,328.4 |
|
| S4 |
1,199.5 |
1,225.4 |
1,316.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,355.8 |
1,307.7 |
48.1 |
3.6% |
25.4 |
1.9% |
93% |
True |
False |
17,149 |
| 10 |
1,355.8 |
1,307.7 |
48.1 |
3.6% |
23.4 |
1.7% |
93% |
True |
False |
97,713 |
| 20 |
1,392.9 |
1,307.7 |
85.2 |
6.3% |
21.1 |
1.6% |
52% |
False |
False |
132,444 |
| 40 |
1,424.4 |
1,307.7 |
116.7 |
8.6% |
19.7 |
1.5% |
38% |
False |
False |
120,725 |
| 60 |
1,432.5 |
1,307.7 |
124.8 |
9.2% |
21.4 |
1.6% |
36% |
False |
False |
106,019 |
| 80 |
1,432.5 |
1,307.7 |
124.8 |
9.2% |
21.9 |
1.6% |
36% |
False |
False |
81,533 |
| 100 |
1,432.5 |
1,252.0 |
180.5 |
13.3% |
20.5 |
1.5% |
56% |
False |
False |
65,684 |
| 120 |
1,432.5 |
1,216.3 |
216.2 |
16.0% |
18.9 |
1.4% |
63% |
False |
False |
54,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,487.1 |
|
2.618 |
1,436.7 |
|
1.618 |
1,405.8 |
|
1.000 |
1,386.7 |
|
0.618 |
1,374.9 |
|
HIGH |
1,355.8 |
|
0.618 |
1,344.0 |
|
0.500 |
1,340.4 |
|
0.382 |
1,336.7 |
|
LOW |
1,324.9 |
|
0.618 |
1,305.8 |
|
1.000 |
1,294.0 |
|
1.618 |
1,274.9 |
|
2.618 |
1,244.0 |
|
4.250 |
1,193.6 |
|
|
| Fisher Pivots for day following 03-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,348.3 |
1,348.3 |
| PP |
1,344.3 |
1,344.3 |
| S1 |
1,340.4 |
1,340.4 |
|