| Trading Metrics calculated at close of trading on 03-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1,346.2 |
1,335.9 |
-10.3 |
-0.8% |
1,350.2 |
| High |
1,346.9 |
1,358.8 |
11.9 |
0.9% |
1,356.3 |
| Low |
1,330.9 |
1,328.7 |
-2.2 |
-0.2% |
1,314.2 |
| Close |
1,334.9 |
1,355.7 |
20.8 |
1.6% |
1,344.7 |
| Range |
16.0 |
30.1 |
14.1 |
88.1% |
42.1 |
| ATR |
19.0 |
19.8 |
0.8 |
4.2% |
0.0 |
| Volume |
620 |
1,316 |
696 |
112.3% |
4,061 |
|
| Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,438.0 |
1,427.0 |
1,372.3 |
|
| R3 |
1,407.9 |
1,396.9 |
1,364.0 |
|
| R2 |
1,377.8 |
1,377.8 |
1,361.2 |
|
| R1 |
1,366.8 |
1,366.8 |
1,358.5 |
1,372.3 |
| PP |
1,347.7 |
1,347.7 |
1,347.7 |
1,350.5 |
| S1 |
1,336.7 |
1,336.7 |
1,352.9 |
1,342.2 |
| S2 |
1,317.6 |
1,317.6 |
1,350.2 |
|
| S3 |
1,287.5 |
1,306.6 |
1,347.4 |
|
| S4 |
1,257.4 |
1,276.5 |
1,339.1 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,464.7 |
1,446.8 |
1,367.9 |
|
| R3 |
1,422.6 |
1,404.7 |
1,356.3 |
|
| R2 |
1,380.5 |
1,380.5 |
1,352.4 |
|
| R1 |
1,362.6 |
1,362.6 |
1,348.6 |
1,350.5 |
| PP |
1,338.4 |
1,338.4 |
1,338.4 |
1,332.4 |
| S1 |
1,320.5 |
1,320.5 |
1,340.8 |
1,308.4 |
| S2 |
1,296.3 |
1,296.3 |
1,337.0 |
|
| S3 |
1,254.2 |
1,278.4 |
1,333.1 |
|
| S4 |
1,212.1 |
1,236.3 |
1,321.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,358.8 |
1,314.2 |
44.6 |
3.3% |
23.2 |
1.7% |
93% |
True |
False |
939 |
| 10 |
1,358.8 |
1,314.2 |
44.6 |
3.3% |
21.0 |
1.5% |
93% |
True |
False |
804 |
| 20 |
1,397.5 |
1,314.2 |
83.3 |
6.1% |
17.9 |
1.3% |
50% |
False |
False |
867 |
| 40 |
1,429.5 |
1,314.2 |
115.3 |
8.5% |
15.2 |
1.1% |
36% |
False |
False |
594 |
| 60 |
1,436.9 |
1,314.2 |
122.7 |
9.1% |
15.8 |
1.2% |
34% |
False |
False |
585 |
| 80 |
1,436.9 |
1,314.2 |
122.7 |
9.1% |
13.6 |
1.0% |
34% |
False |
False |
739 |
| 100 |
1,436.9 |
1,274.8 |
162.1 |
12.0% |
11.5 |
0.8% |
50% |
False |
False |
641 |
| 120 |
1,436.9 |
1,232.1 |
204.8 |
15.1% |
9.7 |
0.7% |
60% |
False |
False |
577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,486.7 |
|
2.618 |
1,437.6 |
|
1.618 |
1,407.5 |
|
1.000 |
1,388.9 |
|
0.618 |
1,377.4 |
|
HIGH |
1,358.8 |
|
0.618 |
1,347.3 |
|
0.500 |
1,343.8 |
|
0.382 |
1,340.2 |
|
LOW |
1,328.7 |
|
0.618 |
1,310.1 |
|
1.000 |
1,298.6 |
|
1.618 |
1,280.0 |
|
2.618 |
1,249.9 |
|
4.250 |
1,200.8 |
|
|
| Fisher Pivots for day following 03-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,351.7 |
1,351.7 |
| PP |
1,347.7 |
1,347.7 |
| S1 |
1,343.8 |
1,343.8 |
|