| Trading Metrics calculated at close of trading on 07-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1,357.2 |
1,347.4 |
-9.8 |
-0.7% |
1,347.4 |
| High |
1,362.5 |
1,356.1 |
-6.4 |
-0.5% |
1,362.5 |
| Low |
1,349.3 |
1,347.4 |
-1.9 |
-0.1% |
1,328.2 |
| Close |
1,351.9 |
1,351.2 |
-0.7 |
-0.1% |
1,351.9 |
| Range |
13.2 |
8.7 |
-4.5 |
-34.1% |
34.3 |
| ATR |
19.3 |
18.6 |
-0.8 |
-3.9% |
0.0 |
| Volume |
2,150 |
2,154 |
4 |
0.2% |
5,366 |
|
| Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,377.7 |
1,373.1 |
1,356.0 |
|
| R3 |
1,369.0 |
1,364.4 |
1,353.6 |
|
| R2 |
1,360.3 |
1,360.3 |
1,352.8 |
|
| R1 |
1,355.7 |
1,355.7 |
1,352.0 |
1,358.0 |
| PP |
1,351.6 |
1,351.6 |
1,351.6 |
1,352.7 |
| S1 |
1,347.0 |
1,347.0 |
1,350.4 |
1,349.3 |
| S2 |
1,342.9 |
1,342.9 |
1,349.6 |
|
| S3 |
1,334.2 |
1,338.3 |
1,348.8 |
|
| S4 |
1,325.5 |
1,329.6 |
1,346.4 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,450.4 |
1,435.5 |
1,370.8 |
|
| R3 |
1,416.1 |
1,401.2 |
1,361.3 |
|
| R2 |
1,381.8 |
1,381.8 |
1,358.2 |
|
| R1 |
1,366.9 |
1,366.9 |
1,355.0 |
1,374.4 |
| PP |
1,347.5 |
1,347.5 |
1,347.5 |
1,351.3 |
| S1 |
1,332.6 |
1,332.6 |
1,348.8 |
1,340.1 |
| S2 |
1,313.2 |
1,313.2 |
1,345.6 |
|
| S3 |
1,278.9 |
1,298.3 |
1,342.5 |
|
| S4 |
1,244.6 |
1,264.0 |
1,333.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,362.5 |
1,328.7 |
33.8 |
2.5% |
16.8 |
1.2% |
67% |
False |
False |
1,398 |
| 10 |
1,362.5 |
1,314.2 |
48.3 |
3.6% |
20.6 |
1.5% |
77% |
False |
False |
1,108 |
| 20 |
1,397.5 |
1,314.2 |
83.3 |
6.2% |
17.5 |
1.3% |
44% |
False |
False |
1,007 |
| 40 |
1,429.5 |
1,314.2 |
115.3 |
8.5% |
14.7 |
1.1% |
32% |
False |
False |
678 |
| 60 |
1,436.9 |
1,314.2 |
122.7 |
9.1% |
15.4 |
1.1% |
30% |
False |
False |
620 |
| 80 |
1,436.9 |
1,314.2 |
122.7 |
9.1% |
13.9 |
1.0% |
30% |
False |
False |
783 |
| 100 |
1,436.9 |
1,279.9 |
157.0 |
11.6% |
11.7 |
0.9% |
45% |
False |
False |
681 |
| 120 |
1,436.9 |
1,233.9 |
203.0 |
15.0% |
9.9 |
0.7% |
58% |
False |
False |
609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,393.1 |
|
2.618 |
1,378.9 |
|
1.618 |
1,370.2 |
|
1.000 |
1,364.8 |
|
0.618 |
1,361.5 |
|
HIGH |
1,356.1 |
|
0.618 |
1,352.8 |
|
0.500 |
1,351.8 |
|
0.382 |
1,350.7 |
|
LOW |
1,347.4 |
|
0.618 |
1,342.0 |
|
1.000 |
1,338.7 |
|
1.618 |
1,333.3 |
|
2.618 |
1,324.6 |
|
4.250 |
1,310.4 |
|
|
| Fisher Pivots for day following 07-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,351.8 |
1,349.3 |
| PP |
1,351.6 |
1,347.5 |
| S1 |
1,351.4 |
1,345.6 |
|