| Trading Metrics calculated at close of trading on 09-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,958.0 |
2,963.0 |
5.0 |
0.2% |
2,870.0 |
| High |
2,975.0 |
2,975.0 |
0.0 |
0.0% |
2,948.0 |
| Low |
2,944.0 |
2,951.0 |
7.0 |
0.2% |
2,844.0 |
| Close |
2,961.0 |
2,954.0 |
-7.0 |
-0.2% |
2,924.0 |
| Range |
31.0 |
24.0 |
-7.0 |
-22.6% |
104.0 |
| ATR |
42.7 |
41.3 |
-1.3 |
-3.1% |
0.0 |
| Volume |
224 |
17,898 |
17,674 |
7,890.2% |
11,633 |
|
| Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,032.0 |
3,017.0 |
2,967.2 |
|
| R3 |
3,008.0 |
2,993.0 |
2,960.6 |
|
| R2 |
2,984.0 |
2,984.0 |
2,958.4 |
|
| R1 |
2,969.0 |
2,969.0 |
2,956.2 |
2,964.5 |
| PP |
2,960.0 |
2,960.0 |
2,960.0 |
2,957.8 |
| S1 |
2,945.0 |
2,945.0 |
2,951.8 |
2,940.5 |
| S2 |
2,936.0 |
2,936.0 |
2,949.6 |
|
| S3 |
2,912.0 |
2,921.0 |
2,947.4 |
|
| S4 |
2,888.0 |
2,897.0 |
2,940.8 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,217.3 |
3,174.7 |
2,981.2 |
|
| R3 |
3,113.3 |
3,070.7 |
2,952.6 |
|
| R2 |
3,009.3 |
3,009.3 |
2,943.1 |
|
| R1 |
2,966.7 |
2,966.7 |
2,933.5 |
2,988.0 |
| PP |
2,905.3 |
2,905.3 |
2,905.3 |
2,916.0 |
| S1 |
2,862.7 |
2,862.7 |
2,914.5 |
2,884.0 |
| S2 |
2,801.3 |
2,801.3 |
2,904.9 |
|
| S3 |
2,697.3 |
2,758.7 |
2,895.4 |
|
| S4 |
2,593.3 |
2,654.7 |
2,866.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,975.0 |
2,900.0 |
75.0 |
2.5% |
29.8 |
1.0% |
72% |
True |
False |
3,874 |
| 10 |
2,975.0 |
2,844.0 |
131.0 |
4.4% |
40.2 |
1.4% |
84% |
True |
False |
3,159 |
| 20 |
2,975.0 |
2,802.0 |
173.0 |
5.9% |
39.4 |
1.3% |
88% |
True |
False |
2,304 |
| 40 |
2,975.0 |
2,678.0 |
297.0 |
10.1% |
38.4 |
1.3% |
93% |
True |
False |
3,382 |
| 60 |
2,975.0 |
2,561.0 |
414.0 |
14.0% |
39.8 |
1.3% |
95% |
True |
False |
3,060 |
| 80 |
2,975.0 |
2,561.0 |
414.0 |
14.0% |
37.4 |
1.3% |
95% |
True |
False |
2,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,077.0 |
|
2.618 |
3,037.8 |
|
1.618 |
3,013.8 |
|
1.000 |
2,999.0 |
|
0.618 |
2,989.8 |
|
HIGH |
2,975.0 |
|
0.618 |
2,965.8 |
|
0.500 |
2,963.0 |
|
0.382 |
2,960.2 |
|
LOW |
2,951.0 |
|
0.618 |
2,936.2 |
|
1.000 |
2,927.0 |
|
1.618 |
2,912.2 |
|
2.618 |
2,888.2 |
|
4.250 |
2,849.0 |
|
|
| Fisher Pivots for day following 09-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,963.0 |
2,953.8 |
| PP |
2,960.0 |
2,953.7 |
| S1 |
2,957.0 |
2,953.5 |
|