| Trading Metrics calculated at close of trading on 11-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,957.0 |
2,941.0 |
-16.0 |
-0.5% |
2,943.0 |
| High |
2,958.0 |
2,963.0 |
5.0 |
0.2% |
2,975.0 |
| Low |
2,916.0 |
2,910.0 |
-6.0 |
-0.2% |
2,910.0 |
| Close |
2,947.0 |
2,953.0 |
6.0 |
0.2% |
2,953.0 |
| Range |
42.0 |
53.0 |
11.0 |
26.2% |
65.0 |
| ATR |
41.4 |
42.2 |
0.8 |
2.0% |
0.0 |
| Volume |
3,180 |
4,179 |
999 |
31.4% |
25,615 |
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,101.0 |
3,080.0 |
2,982.2 |
|
| R3 |
3,048.0 |
3,027.0 |
2,967.6 |
|
| R2 |
2,995.0 |
2,995.0 |
2,962.7 |
|
| R1 |
2,974.0 |
2,974.0 |
2,957.9 |
2,984.5 |
| PP |
2,942.0 |
2,942.0 |
2,942.0 |
2,947.3 |
| S1 |
2,921.0 |
2,921.0 |
2,948.1 |
2,931.5 |
| S2 |
2,889.0 |
2,889.0 |
2,943.3 |
|
| S3 |
2,836.0 |
2,868.0 |
2,938.4 |
|
| S4 |
2,783.0 |
2,815.0 |
2,923.9 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,141.0 |
3,112.0 |
2,988.8 |
|
| R3 |
3,076.0 |
3,047.0 |
2,970.9 |
|
| R2 |
3,011.0 |
3,011.0 |
2,964.9 |
|
| R1 |
2,982.0 |
2,982.0 |
2,959.0 |
2,996.5 |
| PP |
2,946.0 |
2,946.0 |
2,946.0 |
2,953.3 |
| S1 |
2,917.0 |
2,917.0 |
2,947.0 |
2,931.5 |
| S2 |
2,881.0 |
2,881.0 |
2,941.1 |
|
| S3 |
2,816.0 |
2,852.0 |
2,935.1 |
|
| S4 |
2,751.0 |
2,787.0 |
2,917.3 |
|
|
| 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 |
2,910.0 |
65.0 |
2.2% |
36.4 |
1.2% |
66% |
False |
True |
5,123 |
| 10 |
2,975.0 |
2,844.0 |
131.0 |
4.4% |
37.6 |
1.3% |
83% |
False |
False |
3,724 |
| 20 |
2,975.0 |
2,828.0 |
147.0 |
5.0% |
39.9 |
1.4% |
85% |
False |
False |
2,627 |
| 40 |
2,975.0 |
2,678.0 |
297.0 |
10.1% |
39.6 |
1.3% |
93% |
False |
False |
2,784 |
| 60 |
2,975.0 |
2,561.0 |
414.0 |
14.0% |
40.5 |
1.4% |
95% |
False |
False |
3,182 |
| 80 |
2,975.0 |
2,561.0 |
414.0 |
14.0% |
37.9 |
1.3% |
95% |
False |
False |
2,580 |
| 100 |
2,975.0 |
2,561.0 |
414.0 |
14.0% |
36.2 |
1.2% |
95% |
False |
False |
2,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,188.3 |
|
2.618 |
3,101.8 |
|
1.618 |
3,048.8 |
|
1.000 |
3,016.0 |
|
0.618 |
2,995.8 |
|
HIGH |
2,963.0 |
|
0.618 |
2,942.8 |
|
0.500 |
2,936.5 |
|
0.382 |
2,930.2 |
|
LOW |
2,910.0 |
|
0.618 |
2,877.2 |
|
1.000 |
2,857.0 |
|
1.618 |
2,824.2 |
|
2.618 |
2,771.2 |
|
4.250 |
2,684.8 |
|
|
| Fisher Pivots for day following 11-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,947.5 |
2,949.5 |
| PP |
2,942.0 |
2,946.0 |
| S1 |
2,936.5 |
2,942.5 |
|