| 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 |
2,870.0 |
2,905.0 |
35.0 |
1.2% |
2,907.0 |
| High |
2,897.0 |
2,944.0 |
47.0 |
1.6% |
2,930.0 |
| Low |
2,844.0 |
2,888.0 |
44.0 |
1.5% |
2,860.0 |
| Close |
2,884.0 |
2,927.0 |
43.0 |
1.5% |
2,882.0 |
| Range |
53.0 |
56.0 |
3.0 |
5.7% |
70.0 |
| ATR |
46.7 |
47.7 |
0.9 |
2.0% |
0.0 |
| Volume |
834 |
6,129 |
5,295 |
634.9% |
5,466 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,087.7 |
3,063.3 |
2,957.8 |
|
| R3 |
3,031.7 |
3,007.3 |
2,942.4 |
|
| R2 |
2,975.7 |
2,975.7 |
2,937.3 |
|
| R1 |
2,951.3 |
2,951.3 |
2,932.1 |
2,963.5 |
| PP |
2,919.7 |
2,919.7 |
2,919.7 |
2,925.8 |
| S1 |
2,895.3 |
2,895.3 |
2,921.9 |
2,907.5 |
| S2 |
2,863.7 |
2,863.7 |
2,916.7 |
|
| S3 |
2,807.7 |
2,839.3 |
2,911.6 |
|
| S4 |
2,751.7 |
2,783.3 |
2,896.2 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,100.7 |
3,061.3 |
2,920.5 |
|
| R3 |
3,030.7 |
2,991.3 |
2,901.3 |
|
| R2 |
2,960.7 |
2,960.7 |
2,894.8 |
|
| R1 |
2,921.3 |
2,921.3 |
2,888.4 |
2,906.0 |
| PP |
2,890.7 |
2,890.7 |
2,890.7 |
2,883.0 |
| S1 |
2,851.3 |
2,851.3 |
2,875.6 |
2,836.0 |
| S2 |
2,820.7 |
2,820.7 |
2,869.2 |
|
| S3 |
2,750.7 |
2,781.3 |
2,862.8 |
|
| S4 |
2,680.7 |
2,711.3 |
2,843.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,944.0 |
2,844.0 |
100.0 |
3.4% |
50.8 |
1.7% |
83% |
True |
False |
1,766 |
| 10 |
2,944.0 |
2,836.0 |
108.0 |
3.7% |
48.1 |
1.6% |
84% |
True |
False |
2,175 |
| 20 |
2,944.0 |
2,678.0 |
266.0 |
9.1% |
46.5 |
1.6% |
94% |
True |
False |
1,553 |
| 40 |
2,944.0 |
2,678.0 |
266.0 |
9.1% |
39.4 |
1.3% |
94% |
True |
False |
3,660 |
| 60 |
2,944.0 |
2,561.0 |
383.0 |
13.1% |
41.1 |
1.4% |
96% |
True |
False |
2,803 |
| 80 |
2,944.0 |
2,561.0 |
383.0 |
13.1% |
36.9 |
1.3% |
96% |
True |
False |
2,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,182.0 |
|
2.618 |
3,090.6 |
|
1.618 |
3,034.6 |
|
1.000 |
3,000.0 |
|
0.618 |
2,978.6 |
|
HIGH |
2,944.0 |
|
0.618 |
2,922.6 |
|
0.500 |
2,916.0 |
|
0.382 |
2,909.4 |
|
LOW |
2,888.0 |
|
0.618 |
2,853.4 |
|
1.000 |
2,832.0 |
|
1.618 |
2,797.4 |
|
2.618 |
2,741.4 |
|
4.250 |
2,650.0 |
|
|
| Fisher Pivots for day following 01-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,923.3 |
2,916.0 |
| PP |
2,919.7 |
2,905.0 |
| S1 |
2,916.0 |
2,894.0 |
|