| Trading Metrics calculated at close of trading on 10-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,362.50 |
2,357.00 |
-5.50 |
-0.2% |
2,265.50 |
| High |
2,365.50 |
2,365.00 |
-0.50 |
0.0% |
2,339.50 |
| Low |
2,350.50 |
2,338.25 |
-12.25 |
-0.5% |
2,248.50 |
| Close |
2,362.25 |
2,361.75 |
-0.50 |
0.0% |
2,337.50 |
| Range |
15.00 |
26.75 |
11.75 |
78.3% |
91.00 |
| ATR |
28.64 |
28.50 |
-0.13 |
-0.5% |
0.00 |
| Volume |
198,569 |
334,186 |
135,617 |
68.3% |
1,292,720 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,435.25 |
2,425.25 |
2,376.50 |
|
| R3 |
2,408.50 |
2,398.50 |
2,369.00 |
|
| R2 |
2,381.75 |
2,381.75 |
2,366.75 |
|
| R1 |
2,371.75 |
2,371.75 |
2,364.25 |
2,376.75 |
| PP |
2,355.00 |
2,355.00 |
2,355.00 |
2,357.50 |
| S1 |
2,345.00 |
2,345.00 |
2,359.25 |
2,350.00 |
| S2 |
2,328.25 |
2,328.25 |
2,356.75 |
|
| S3 |
2,301.50 |
2,318.25 |
2,354.50 |
|
| S4 |
2,274.75 |
2,291.50 |
2,347.00 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,581.50 |
2,550.50 |
2,387.50 |
|
| R3 |
2,490.50 |
2,459.50 |
2,362.50 |
|
| R2 |
2,399.50 |
2,399.50 |
2,354.25 |
|
| R1 |
2,368.50 |
2,368.50 |
2,345.75 |
2,384.00 |
| PP |
2,308.50 |
2,308.50 |
2,308.50 |
2,316.25 |
| S1 |
2,277.50 |
2,277.50 |
2,329.25 |
2,293.00 |
| S2 |
2,217.50 |
2,217.50 |
2,320.75 |
|
| S3 |
2,126.50 |
2,186.50 |
2,312.50 |
|
| S4 |
2,035.50 |
2,095.50 |
2,287.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,365.50 |
2,316.50 |
49.00 |
2.1% |
22.50 |
1.0% |
92% |
False |
False |
237,025 |
| 10 |
2,365.50 |
2,248.50 |
117.00 |
5.0% |
31.75 |
1.3% |
97% |
False |
False |
268,860 |
| 20 |
2,365.50 |
2,248.50 |
117.00 |
5.0% |
31.25 |
1.3% |
97% |
False |
False |
247,761 |
| 40 |
2,365.50 |
2,196.00 |
169.50 |
7.2% |
26.75 |
1.1% |
98% |
False |
False |
207,402 |
| 60 |
2,365.50 |
2,082.25 |
283.25 |
12.0% |
28.25 |
1.2% |
99% |
False |
False |
153,098 |
| 80 |
2,365.50 |
2,049.75 |
315.75 |
13.4% |
28.50 |
1.2% |
99% |
False |
False |
114,885 |
| 100 |
2,365.50 |
1,958.50 |
407.00 |
17.2% |
29.00 |
1.2% |
99% |
False |
False |
91,940 |
| 120 |
2,365.50 |
1,744.25 |
621.25 |
26.3% |
26.50 |
1.1% |
99% |
False |
False |
76,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,478.75 |
|
2.618 |
2,435.00 |
|
1.618 |
2,408.25 |
|
1.000 |
2,391.75 |
|
0.618 |
2,381.50 |
|
HIGH |
2,365.00 |
|
0.618 |
2,354.75 |
|
0.500 |
2,351.50 |
|
0.382 |
2,348.50 |
|
LOW |
2,338.25 |
|
0.618 |
2,321.75 |
|
1.000 |
2,311.50 |
|
1.618 |
2,295.00 |
|
2.618 |
2,268.25 |
|
4.250 |
2,224.50 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,358.50 |
2,358.50 |
| PP |
2,355.00 |
2,355.25 |
| S1 |
2,351.50 |
2,352.00 |
|