| Trading Metrics calculated at close of trading on 06-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1,758.7 |
1,728.0 |
-30.7 |
-1.7% |
1,737.2 |
| High |
1,761.3 |
1,738.3 |
-23.0 |
-1.3% |
1,761.3 |
| Low |
1,724.5 |
1,713.3 |
-11.2 |
-0.6% |
1,715.7 |
| Close |
1,737.9 |
1,722.8 |
-15.1 |
-0.9% |
1,737.9 |
| Range |
36.8 |
25.0 |
-11.8 |
-32.1% |
45.6 |
| ATR |
28.4 |
28.1 |
-0.2 |
-0.8% |
0.0 |
| Volume |
543 |
726 |
183 |
33.7% |
61,717 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,799.8 |
1,786.3 |
1,736.6 |
|
| R3 |
1,774.8 |
1,761.3 |
1,729.7 |
|
| R2 |
1,749.8 |
1,749.8 |
1,727.4 |
|
| R1 |
1,736.3 |
1,736.3 |
1,725.1 |
1,730.6 |
| PP |
1,724.8 |
1,724.8 |
1,724.8 |
1,721.9 |
| S1 |
1,711.3 |
1,711.3 |
1,720.5 |
1,705.6 |
| S2 |
1,699.8 |
1,699.8 |
1,718.2 |
|
| S3 |
1,674.8 |
1,686.3 |
1,715.9 |
|
| S4 |
1,649.8 |
1,661.3 |
1,709.1 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,875.1 |
1,852.1 |
1,763.0 |
|
| R3 |
1,829.5 |
1,806.5 |
1,750.4 |
|
| R2 |
1,783.9 |
1,783.9 |
1,746.3 |
|
| R1 |
1,760.9 |
1,760.9 |
1,742.1 |
1,772.4 |
| PP |
1,738.3 |
1,738.3 |
1,738.3 |
1,744.1 |
| S1 |
1,715.3 |
1,715.3 |
1,733.7 |
1,726.8 |
| S2 |
1,692.7 |
1,692.7 |
1,729.5 |
|
| S3 |
1,647.1 |
1,669.7 |
1,725.4 |
|
| S4 |
1,601.5 |
1,624.1 |
1,712.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,761.3 |
1,713.3 |
48.0 |
2.8% |
24.0 |
1.4% |
20% |
False |
True |
2,179 |
| 10 |
1,761.3 |
1,649.2 |
112.1 |
6.5% |
28.1 |
1.6% |
66% |
False |
False |
78,543 |
| 20 |
1,761.3 |
1,605.7 |
155.6 |
9.0% |
25.8 |
1.5% |
75% |
False |
False |
107,676 |
| 40 |
1,761.3 |
1,523.9 |
237.4 |
13.8% |
30.7 |
1.8% |
84% |
False |
False |
116,353 |
| 60 |
1,803.1 |
1,523.9 |
279.2 |
16.2% |
31.9 |
1.9% |
71% |
False |
False |
97,690 |
| 80 |
1,806.6 |
1,523.9 |
282.7 |
16.4% |
32.4 |
1.9% |
70% |
False |
False |
74,760 |
| 100 |
1,849.7 |
1,523.9 |
325.8 |
18.9% |
37.0 |
2.1% |
61% |
False |
False |
60,643 |
| 120 |
1,925.1 |
1,523.9 |
401.2 |
23.3% |
39.9 |
2.3% |
50% |
False |
False |
51,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,844.6 |
|
2.618 |
1,803.8 |
|
1.618 |
1,778.8 |
|
1.000 |
1,763.3 |
|
0.618 |
1,753.8 |
|
HIGH |
1,738.3 |
|
0.618 |
1,728.8 |
|
0.500 |
1,725.8 |
|
0.382 |
1,722.9 |
|
LOW |
1,713.3 |
|
0.618 |
1,697.9 |
|
1.000 |
1,688.3 |
|
1.618 |
1,672.9 |
|
2.618 |
1,647.9 |
|
4.250 |
1,607.1 |
|
|
| Fisher Pivots for day following 06-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,725.8 |
1,737.3 |
| PP |
1,724.8 |
1,732.5 |
| S1 |
1,723.8 |
1,727.6 |
|