| Trading Metrics calculated at close of trading on 01-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,265.50 |
2,284.00 |
18.50 |
0.8% |
2,268.75 |
| High |
2,286.00 |
2,328.25 |
42.25 |
1.8% |
2,334.50 |
| Low |
2,248.50 |
2,281.25 |
32.75 |
1.5% |
2,258.00 |
| Close |
2,280.00 |
2,322.50 |
42.50 |
1.9% |
2,268.00 |
| Range |
37.50 |
47.00 |
9.50 |
25.3% |
76.50 |
| ATR |
31.21 |
32.43 |
1.22 |
3.9% |
0.00 |
| Volume |
316,720 |
300,511 |
-16,209 |
-5.1% |
1,322,648 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,451.75 |
2,434.00 |
2,348.25 |
|
| R3 |
2,404.75 |
2,387.00 |
2,335.50 |
|
| R2 |
2,357.75 |
2,357.75 |
2,331.00 |
|
| R1 |
2,340.00 |
2,340.00 |
2,326.75 |
2,349.00 |
| PP |
2,310.75 |
2,310.75 |
2,310.75 |
2,315.00 |
| S1 |
2,293.00 |
2,293.00 |
2,318.25 |
2,302.00 |
| S2 |
2,263.75 |
2,263.75 |
2,314.00 |
|
| S3 |
2,216.75 |
2,246.00 |
2,309.50 |
|
| S4 |
2,169.75 |
2,199.00 |
2,296.75 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,516.25 |
2,468.75 |
2,310.00 |
|
| R3 |
2,439.75 |
2,392.25 |
2,289.00 |
|
| R2 |
2,363.25 |
2,363.25 |
2,282.00 |
|
| R1 |
2,315.75 |
2,315.75 |
2,275.00 |
2,301.25 |
| PP |
2,286.75 |
2,286.75 |
2,286.75 |
2,279.50 |
| S1 |
2,239.25 |
2,239.25 |
2,261.00 |
2,224.75 |
| S2 |
2,210.25 |
2,210.25 |
2,254.00 |
|
| S3 |
2,133.75 |
2,162.75 |
2,247.00 |
|
| S4 |
2,057.25 |
2,086.25 |
2,226.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,334.50 |
2,248.50 |
86.00 |
3.7% |
40.25 |
1.7% |
86% |
False |
False |
302,582 |
| 10 |
2,346.50 |
2,248.50 |
98.00 |
4.2% |
38.00 |
1.6% |
76% |
False |
False |
277,687 |
| 20 |
2,346.50 |
2,229.50 |
117.00 |
5.0% |
32.00 |
1.4% |
79% |
False |
False |
239,405 |
| 40 |
2,346.50 |
2,176.00 |
170.50 |
7.3% |
26.50 |
1.1% |
86% |
False |
False |
188,546 |
| 60 |
2,346.50 |
2,082.25 |
264.25 |
11.4% |
29.00 |
1.2% |
91% |
False |
False |
125,852 |
| 80 |
2,346.50 |
1,983.25 |
363.25 |
15.6% |
29.00 |
1.3% |
93% |
False |
False |
94,444 |
| 100 |
2,346.50 |
1,882.00 |
464.50 |
20.0% |
28.75 |
1.2% |
95% |
False |
False |
75,577 |
| 120 |
2,346.50 |
1,744.25 |
602.25 |
25.9% |
25.75 |
1.1% |
96% |
False |
False |
62,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,528.00 |
|
2.618 |
2,451.25 |
|
1.618 |
2,404.25 |
|
1.000 |
2,375.25 |
|
0.618 |
2,357.25 |
|
HIGH |
2,328.25 |
|
0.618 |
2,310.25 |
|
0.500 |
2,304.75 |
|
0.382 |
2,299.25 |
|
LOW |
2,281.25 |
|
0.618 |
2,252.25 |
|
1.000 |
2,234.25 |
|
1.618 |
2,205.25 |
|
2.618 |
2,158.25 |
|
4.250 |
2,081.50 |
|
|
| Fisher Pivots for day following 01-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,316.50 |
2,311.50 |
| PP |
2,310.75 |
2,300.75 |
| S1 |
2,304.75 |
2,289.75 |
|