| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,376.25 |
2,381.75 |
5.50 |
0.2% |
2,337.75 |
| High |
2,387.50 |
2,385.50 |
-2.00 |
-0.1% |
2,380.50 |
| Low |
2,375.50 |
2,370.75 |
-4.75 |
-0.2% |
2,334.50 |
| Close |
2,381.75 |
2,381.50 |
-0.25 |
0.0% |
2,378.25 |
| Range |
12.00 |
14.75 |
2.75 |
22.9% |
46.00 |
| ATR |
27.60 |
26.69 |
-0.92 |
-3.3% |
0.00 |
| Volume |
153,281 |
164,251 |
10,970 |
7.2% |
1,152,870 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,423.50 |
2,417.25 |
2,389.50 |
|
| R3 |
2,408.75 |
2,402.50 |
2,385.50 |
|
| R2 |
2,394.00 |
2,394.00 |
2,384.25 |
|
| R1 |
2,387.75 |
2,387.75 |
2,382.75 |
2,383.50 |
| PP |
2,379.25 |
2,379.25 |
2,379.25 |
2,377.00 |
| S1 |
2,373.00 |
2,373.00 |
2,380.25 |
2,368.75 |
| S2 |
2,364.50 |
2,364.50 |
2,378.75 |
|
| S3 |
2,349.75 |
2,358.25 |
2,377.50 |
|
| S4 |
2,335.00 |
2,343.50 |
2,373.50 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,502.50 |
2,486.25 |
2,403.50 |
|
| R3 |
2,456.50 |
2,440.25 |
2,391.00 |
|
| R2 |
2,410.50 |
2,410.50 |
2,386.75 |
|
| R1 |
2,394.25 |
2,394.25 |
2,382.50 |
2,402.50 |
| PP |
2,364.50 |
2,364.50 |
2,364.50 |
2,368.50 |
| S1 |
2,348.25 |
2,348.25 |
2,374.00 |
2,356.50 |
| S2 |
2,318.50 |
2,318.50 |
2,369.75 |
|
| S3 |
2,272.50 |
2,302.25 |
2,365.50 |
|
| S4 |
2,226.50 |
2,256.25 |
2,353.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,387.50 |
2,338.25 |
49.25 |
2.1% |
20.25 |
0.9% |
88% |
False |
False |
208,434 |
| 10 |
2,387.50 |
2,295.75 |
91.75 |
3.9% |
21.75 |
0.9% |
93% |
False |
False |
214,589 |
| 20 |
2,387.50 |
2,248.50 |
139.00 |
5.8% |
30.00 |
1.3% |
96% |
False |
False |
246,138 |
| 40 |
2,387.50 |
2,205.50 |
182.00 |
7.6% |
26.50 |
1.1% |
97% |
False |
False |
202,068 |
| 60 |
2,387.50 |
2,103.00 |
284.50 |
11.9% |
27.50 |
1.2% |
98% |
False |
False |
161,581 |
| 80 |
2,387.50 |
2,075.75 |
311.75 |
13.1% |
27.75 |
1.2% |
98% |
False |
False |
121,243 |
| 100 |
2,387.50 |
1,958.50 |
429.00 |
18.0% |
28.75 |
1.2% |
99% |
False |
False |
97,032 |
| 120 |
2,387.50 |
1,752.75 |
634.75 |
26.7% |
26.75 |
1.1% |
99% |
False |
False |
80,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,448.25 |
|
2.618 |
2,424.00 |
|
1.618 |
2,409.25 |
|
1.000 |
2,400.25 |
|
0.618 |
2,394.50 |
|
HIGH |
2,385.50 |
|
0.618 |
2,379.75 |
|
0.500 |
2,378.00 |
|
0.382 |
2,376.50 |
|
LOW |
2,370.75 |
|
0.618 |
2,361.75 |
|
1.000 |
2,356.00 |
|
1.618 |
2,347.00 |
|
2.618 |
2,332.25 |
|
4.250 |
2,308.00 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,380.50 |
2,377.00 |
| PP |
2,379.25 |
2,372.25 |
| S1 |
2,378.00 |
2,367.50 |
|