| Trading Metrics calculated at close of trading on 11-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1,364.3 |
1,364.0 |
-0.3 |
0.0% |
1,345.8 |
| High |
1,364.5 |
1,368.8 |
4.3 |
0.3% |
1,368.8 |
| Low |
1,351.7 |
1,355.2 |
3.5 |
0.3% |
1,343.8 |
| Close |
1,361.9 |
1,359.9 |
-2.0 |
-0.1% |
1,359.9 |
| Range |
12.8 |
13.6 |
0.8 |
6.3% |
25.0 |
| ATR |
19.3 |
18.9 |
-0.4 |
-2.1% |
0.0 |
| Volume |
312 |
488 |
176 |
56.4% |
3,486 |
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,402.1 |
1,394.6 |
1,367.4 |
|
| R3 |
1,388.5 |
1,381.0 |
1,363.6 |
|
| R2 |
1,374.9 |
1,374.9 |
1,362.4 |
|
| R1 |
1,367.4 |
1,367.4 |
1,361.1 |
1,364.4 |
| PP |
1,361.3 |
1,361.3 |
1,361.3 |
1,359.8 |
| S1 |
1,353.8 |
1,353.8 |
1,358.7 |
1,350.8 |
| S2 |
1,347.7 |
1,347.7 |
1,357.4 |
|
| S3 |
1,334.1 |
1,340.2 |
1,356.2 |
|
| S4 |
1,320.5 |
1,326.6 |
1,352.4 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,432.5 |
1,421.2 |
1,373.7 |
|
| R3 |
1,407.5 |
1,396.2 |
1,366.8 |
|
| R2 |
1,382.5 |
1,382.5 |
1,364.5 |
|
| R1 |
1,371.2 |
1,371.2 |
1,362.2 |
1,376.9 |
| PP |
1,357.5 |
1,357.5 |
1,357.5 |
1,360.3 |
| S1 |
1,346.2 |
1,346.2 |
1,357.6 |
1,351.9 |
| S2 |
1,332.5 |
1,332.5 |
1,355.3 |
|
| S3 |
1,307.5 |
1,321.2 |
1,353.0 |
|
| S4 |
1,282.5 |
1,296.2 |
1,346.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,368.8 |
1,343.8 |
25.0 |
1.8% |
11.6 |
0.9% |
64% |
True |
False |
697 |
| 10 |
1,368.8 |
1,323.3 |
45.5 |
3.3% |
16.1 |
1.2% |
80% |
True |
False |
2,096 |
| 20 |
1,378.9 |
1,307.7 |
71.2 |
5.2% |
19.6 |
1.4% |
73% |
False |
False |
85,838 |
| 40 |
1,424.4 |
1,307.7 |
116.7 |
8.6% |
18.5 |
1.4% |
45% |
False |
False |
100,409 |
| 60 |
1,432.5 |
1,307.7 |
124.8 |
9.2% |
19.4 |
1.4% |
42% |
False |
False |
103,487 |
| 80 |
1,432.5 |
1,307.7 |
124.8 |
9.2% |
21.0 |
1.5% |
42% |
False |
False |
81,267 |
| 100 |
1,432.5 |
1,284.5 |
148.0 |
10.9% |
20.5 |
1.5% |
51% |
False |
False |
65,644 |
| 120 |
1,432.5 |
1,216.3 |
216.2 |
15.9% |
19.0 |
1.4% |
66% |
False |
False |
54,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,426.6 |
|
2.618 |
1,404.4 |
|
1.618 |
1,390.8 |
|
1.000 |
1,382.4 |
|
0.618 |
1,377.2 |
|
HIGH |
1,368.8 |
|
0.618 |
1,363.6 |
|
0.500 |
1,362.0 |
|
0.382 |
1,360.4 |
|
LOW |
1,355.2 |
|
0.618 |
1,346.8 |
|
1.000 |
1,341.6 |
|
1.618 |
1,333.2 |
|
2.618 |
1,319.6 |
|
4.250 |
1,297.4 |
|
|
| Fisher Pivots for day following 11-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,362.0 |
1,360.3 |
| PP |
1,361.3 |
1,360.1 |
| S1 |
1,360.6 |
1,360.0 |
|