| Trading Metrics calculated at close of trading on 14-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1,364.0 |
1,357.8 |
-6.2 |
-0.5% |
1,345.8 |
| High |
1,368.8 |
1,365.6 |
-3.2 |
-0.2% |
1,368.8 |
| Low |
1,355.2 |
1,356.6 |
1.4 |
0.1% |
1,343.8 |
| Close |
1,359.9 |
1,364.6 |
4.7 |
0.3% |
1,359.9 |
| Range |
13.6 |
9.0 |
-4.6 |
-33.8% |
25.0 |
| ATR |
18.9 |
18.2 |
-0.7 |
-3.7% |
0.0 |
| Volume |
488 |
181 |
-307 |
-62.9% |
3,486 |
|
| Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,389.3 |
1,385.9 |
1,369.6 |
|
| R3 |
1,380.3 |
1,376.9 |
1,367.1 |
|
| R2 |
1,371.3 |
1,371.3 |
1,366.3 |
|
| R1 |
1,367.9 |
1,367.9 |
1,365.4 |
1,369.6 |
| PP |
1,362.3 |
1,362.3 |
1,362.3 |
1,363.1 |
| S1 |
1,358.9 |
1,358.9 |
1,363.8 |
1,360.6 |
| S2 |
1,353.3 |
1,353.3 |
1,363.0 |
|
| S3 |
1,344.3 |
1,349.9 |
1,362.1 |
|
| S4 |
1,335.3 |
1,340.9 |
1,359.7 |
|
|
| 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 |
1,350.0 |
18.8 |
1.4% |
11.4 |
0.8% |
78% |
False |
False |
532 |
| 10 |
1,368.8 |
1,324.9 |
43.9 |
3.2% |
14.8 |
1.1% |
90% |
False |
False |
1,059 |
| 20 |
1,378.9 |
1,307.7 |
71.2 |
5.2% |
18.9 |
1.4% |
80% |
False |
False |
76,399 |
| 40 |
1,424.4 |
1,307.7 |
116.7 |
8.6% |
18.1 |
1.3% |
49% |
False |
False |
96,166 |
| 60 |
1,432.5 |
1,307.7 |
124.8 |
9.1% |
19.3 |
1.4% |
46% |
False |
False |
102,804 |
| 80 |
1,432.5 |
1,307.7 |
124.8 |
9.1% |
21.0 |
1.5% |
46% |
False |
False |
81,165 |
| 100 |
1,432.5 |
1,284.5 |
148.0 |
10.8% |
20.5 |
1.5% |
54% |
False |
False |
65,637 |
| 120 |
1,432.5 |
1,234.0 |
198.5 |
14.5% |
18.9 |
1.4% |
66% |
False |
False |
54,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,403.9 |
|
2.618 |
1,389.2 |
|
1.618 |
1,380.2 |
|
1.000 |
1,374.6 |
|
0.618 |
1,371.2 |
|
HIGH |
1,365.6 |
|
0.618 |
1,362.2 |
|
0.500 |
1,361.1 |
|
0.382 |
1,360.0 |
|
LOW |
1,356.6 |
|
0.618 |
1,351.0 |
|
1.000 |
1,347.6 |
|
1.618 |
1,342.0 |
|
2.618 |
1,333.0 |
|
4.250 |
1,318.4 |
|
|
| Fisher Pivots for day following 14-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,363.4 |
1,363.2 |
| PP |
1,362.3 |
1,361.7 |
| S1 |
1,361.1 |
1,360.3 |
|