| Trading Metrics calculated at close of trading on 08-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1,722.0 |
1,744.0 |
22.0 |
1.3% |
1,737.2 |
| High |
1,748.0 |
1,751.5 |
3.5 |
0.2% |
1,761.3 |
| Low |
1,713.2 |
1,728.2 |
15.0 |
0.9% |
1,715.7 |
| Close |
1,746.4 |
1,729.3 |
-17.1 |
-1.0% |
1,737.9 |
| Range |
34.8 |
23.3 |
-11.5 |
-33.0% |
45.6 |
| ATR |
28.6 |
28.2 |
-0.4 |
-1.3% |
0.0 |
| Volume |
272 |
455 |
183 |
67.3% |
61,717 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,806.2 |
1,791.1 |
1,742.1 |
|
| R3 |
1,782.9 |
1,767.8 |
1,735.7 |
|
| R2 |
1,759.6 |
1,759.6 |
1,733.6 |
|
| R1 |
1,744.5 |
1,744.5 |
1,731.4 |
1,740.4 |
| PP |
1,736.3 |
1,736.3 |
1,736.3 |
1,734.3 |
| S1 |
1,721.2 |
1,721.2 |
1,727.2 |
1,717.1 |
| S2 |
1,713.0 |
1,713.0 |
1,725.0 |
|
| S3 |
1,689.7 |
1,697.9 |
1,722.9 |
|
| S4 |
1,666.4 |
1,674.6 |
1,716.5 |
|
|
| 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 |
1,713.2 |
48.1 |
2.8% |
27.6 |
1.6% |
33% |
False |
False |
661 |
| 10 |
1,761.3 |
1,703.0 |
58.3 |
3.4% |
25.6 |
1.5% |
45% |
False |
False |
43,351 |
| 20 |
1,761.3 |
1,625.7 |
135.6 |
7.8% |
26.1 |
1.5% |
76% |
False |
False |
93,954 |
| 40 |
1,761.3 |
1,523.9 |
237.4 |
13.7% |
30.3 |
1.8% |
87% |
False |
False |
109,787 |
| 60 |
1,799.5 |
1,523.9 |
275.6 |
15.9% |
31.6 |
1.8% |
75% |
False |
False |
97,063 |
| 80 |
1,806.6 |
1,523.9 |
282.7 |
16.3% |
32.4 |
1.9% |
73% |
False |
False |
74,699 |
| 100 |
1,832.4 |
1,523.9 |
308.5 |
17.8% |
36.7 |
2.1% |
67% |
False |
False |
60,586 |
| 120 |
1,925.1 |
1,523.9 |
401.2 |
23.2% |
40.1 |
2.3% |
51% |
False |
False |
51,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,850.5 |
|
2.618 |
1,812.5 |
|
1.618 |
1,789.2 |
|
1.000 |
1,774.8 |
|
0.618 |
1,765.9 |
|
HIGH |
1,751.5 |
|
0.618 |
1,742.6 |
|
0.500 |
1,739.9 |
|
0.382 |
1,737.1 |
|
LOW |
1,728.2 |
|
0.618 |
1,713.8 |
|
1.000 |
1,704.9 |
|
1.618 |
1,690.5 |
|
2.618 |
1,667.2 |
|
4.250 |
1,629.2 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,739.9 |
1,732.4 |
| PP |
1,736.3 |
1,731.3 |
| S1 |
1,732.8 |
1,730.3 |
|