| Trading Metrics calculated at close of trading on 02-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
11,892.50 |
12,038.27 |
145.77 |
1.2% |
11,873.43 |
| High |
12,050.75 |
12,057.91 |
7.16 |
0.1% |
12,020.52 |
| Low |
11,892.50 |
12,018.51 |
126.01 |
1.1% |
11,803.04 |
| Close |
12,040.16 |
12,041.97 |
1.81 |
0.0% |
11,823.70 |
| Range |
158.25 |
39.40 |
-118.85 |
-75.1% |
217.48 |
| ATR |
94.72 |
90.77 |
-3.95 |
-4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,157.66 |
12,139.22 |
12,063.64 |
|
| R3 |
12,118.26 |
12,099.82 |
12,052.81 |
|
| R2 |
12,078.86 |
12,078.86 |
12,049.19 |
|
| R1 |
12,060.42 |
12,060.42 |
12,045.58 |
12,069.64 |
| PP |
12,039.46 |
12,039.46 |
12,039.46 |
12,044.08 |
| S1 |
12,021.02 |
12,021.02 |
12,038.36 |
12,030.24 |
| S2 |
12,000.06 |
12,000.06 |
12,034.75 |
|
| S3 |
11,960.66 |
11,981.62 |
12,031.14 |
|
| S4 |
11,921.26 |
11,942.22 |
12,020.30 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,534.86 |
12,396.76 |
11,943.31 |
|
| R3 |
12,317.38 |
12,179.28 |
11,883.51 |
|
| R2 |
12,099.90 |
12,099.90 |
11,863.57 |
|
| R1 |
11,961.80 |
11,961.80 |
11,843.64 |
11,922.11 |
| PP |
11,882.42 |
11,882.42 |
11,882.42 |
11,862.58 |
| S1 |
11,744.32 |
11,744.32 |
11,803.76 |
11,704.63 |
| S2 |
11,664.94 |
11,664.94 |
11,783.83 |
|
| S3 |
11,447.46 |
11,526.84 |
11,763.89 |
|
| S4 |
11,229.98 |
11,309.36 |
11,704.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,057.91 |
11,803.04 |
254.87 |
2.1% |
105.74 |
0.9% |
94% |
True |
False |
|
| 10 |
12,057.91 |
11,744.77 |
313.14 |
2.6% |
97.26 |
0.8% |
95% |
True |
False |
|
| 20 |
12,057.91 |
11,573.87 |
484.04 |
4.0% |
91.76 |
0.8% |
97% |
True |
False |
|
| 40 |
12,057.91 |
11,327.49 |
730.42 |
6.1% |
79.90 |
0.7% |
98% |
True |
False |
|
| 60 |
12,057.91 |
10,929.28 |
1,128.63 |
9.4% |
96.00 |
0.8% |
99% |
True |
False |
|
| 80 |
12,057.91 |
10,913.84 |
1,144.07 |
9.5% |
103.00 |
0.9% |
99% |
True |
False |
|
| 100 |
12,057.91 |
10,458.60 |
1,599.31 |
13.3% |
106.10 |
0.9% |
99% |
True |
False |
|
| 120 |
12,057.91 |
9,936.62 |
2,121.29 |
17.6% |
111.50 |
0.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,225.36 |
|
2.618 |
12,161.06 |
|
1.618 |
12,121.66 |
|
1.000 |
12,097.31 |
|
0.618 |
12,082.26 |
|
HIGH |
12,057.91 |
|
0.618 |
12,042.86 |
|
0.500 |
12,038.21 |
|
0.382 |
12,033.56 |
|
LOW |
12,018.51 |
|
0.618 |
11,994.16 |
|
1.000 |
11,979.11 |
|
1.618 |
11,954.76 |
|
2.618 |
11,915.36 |
|
4.250 |
11,851.06 |
|
|
| Fisher Pivots for day following 02-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,040.72 |
12,007.28 |
| PP |
12,039.46 |
11,972.59 |
| S1 |
12,038.21 |
11,937.90 |
|