| Trading Metrics calculated at close of trading on 14-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,941.0 |
2,969.0 |
28.0 |
1.0% |
2,943.0 |
| High |
2,963.0 |
2,970.0 |
7.0 |
0.2% |
2,975.0 |
| Low |
2,910.0 |
2,935.0 |
25.0 |
0.9% |
2,910.0 |
| Close |
2,953.0 |
2,941.0 |
-12.0 |
-0.4% |
2,953.0 |
| Range |
53.0 |
35.0 |
-18.0 |
-34.0% |
65.0 |
| ATR |
42.2 |
41.7 |
-0.5 |
-1.2% |
0.0 |
| Volume |
4,179 |
277 |
-3,902 |
-93.4% |
25,615 |
|
| Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,053.7 |
3,032.3 |
2,960.3 |
|
| R3 |
3,018.7 |
2,997.3 |
2,950.6 |
|
| R2 |
2,983.7 |
2,983.7 |
2,947.4 |
|
| R1 |
2,962.3 |
2,962.3 |
2,944.2 |
2,955.5 |
| PP |
2,948.7 |
2,948.7 |
2,948.7 |
2,945.3 |
| S1 |
2,927.3 |
2,927.3 |
2,937.8 |
2,920.5 |
| S2 |
2,913.7 |
2,913.7 |
2,934.6 |
|
| S3 |
2,878.7 |
2,892.3 |
2,931.4 |
|
| S4 |
2,843.7 |
2,857.3 |
2,921.8 |
|
|
| 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% |
37.0 |
1.3% |
48% |
False |
False |
5,151 |
| 10 |
2,975.0 |
2,888.0 |
87.0 |
3.0% |
35.8 |
1.2% |
61% |
False |
False |
3,669 |
| 20 |
2,975.0 |
2,836.0 |
139.0 |
4.7% |
40.7 |
1.4% |
76% |
False |
False |
2,635 |
| 40 |
2,975.0 |
2,678.0 |
297.0 |
10.1% |
39.7 |
1.3% |
89% |
False |
False |
2,068 |
| 60 |
2,975.0 |
2,561.0 |
414.0 |
14.1% |
40.6 |
1.4% |
92% |
False |
False |
3,186 |
| 80 |
2,975.0 |
2,561.0 |
414.0 |
14.1% |
38.1 |
1.3% |
92% |
False |
False |
2,581 |
| 100 |
2,975.0 |
2,561.0 |
414.0 |
14.1% |
36.4 |
1.2% |
92% |
False |
False |
2,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,118.8 |
|
2.618 |
3,061.6 |
|
1.618 |
3,026.6 |
|
1.000 |
3,005.0 |
|
0.618 |
2,991.6 |
|
HIGH |
2,970.0 |
|
0.618 |
2,956.6 |
|
0.500 |
2,952.5 |
|
0.382 |
2,948.4 |
|
LOW |
2,935.0 |
|
0.618 |
2,913.4 |
|
1.000 |
2,900.0 |
|
1.618 |
2,878.4 |
|
2.618 |
2,843.4 |
|
4.250 |
2,786.3 |
|
|
| Fisher Pivots for day following 14-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,952.5 |
2,940.7 |
| PP |
2,948.7 |
2,940.3 |
| S1 |
2,944.8 |
2,940.0 |
|