| Trading Metrics calculated at close of trading on 31-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,424.0 |
2,419.0 |
-5.0 |
-0.2% |
2,427.0 |
| High |
2,426.0 |
2,440.0 |
14.0 |
0.6% |
2,469.0 |
| Low |
2,397.0 |
2,412.0 |
15.0 |
0.6% |
2,397.0 |
| Close |
2,413.0 |
2,429.0 |
16.0 |
0.7% |
2,442.0 |
| Range |
29.0 |
28.0 |
-1.0 |
-3.4% |
72.0 |
| ATR |
50.4 |
48.8 |
-1.6 |
-3.2% |
0.0 |
| Volume |
861,401 |
981,406 |
120,005 |
13.9% |
4,745,408 |
|
| Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,511.0 |
2,498.0 |
2,444.4 |
|
| R3 |
2,483.0 |
2,470.0 |
2,436.7 |
|
| R2 |
2,455.0 |
2,455.0 |
2,434.1 |
|
| R1 |
2,442.0 |
2,442.0 |
2,431.6 |
2,448.5 |
| PP |
2,427.0 |
2,427.0 |
2,427.0 |
2,430.3 |
| S1 |
2,414.0 |
2,414.0 |
2,426.4 |
2,420.5 |
| S2 |
2,399.0 |
2,399.0 |
2,423.9 |
|
| S3 |
2,371.0 |
2,386.0 |
2,421.3 |
|
| S4 |
2,343.0 |
2,358.0 |
2,413.6 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,652.0 |
2,619.0 |
2,481.6 |
|
| R3 |
2,580.0 |
2,547.0 |
2,461.8 |
|
| R2 |
2,508.0 |
2,508.0 |
2,455.2 |
|
| R1 |
2,475.0 |
2,475.0 |
2,448.6 |
2,491.5 |
| PP |
2,436.0 |
2,436.0 |
2,436.0 |
2,444.3 |
| S1 |
2,403.0 |
2,403.0 |
2,435.4 |
2,419.5 |
| S2 |
2,364.0 |
2,364.0 |
2,428.8 |
|
| S3 |
2,292.0 |
2,331.0 |
2,422.2 |
|
| S4 |
2,220.0 |
2,259.0 |
2,402.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,469.0 |
2,397.0 |
72.0 |
3.0% |
37.4 |
1.5% |
44% |
False |
False |
962,884 |
| 10 |
2,469.0 |
2,369.0 |
100.0 |
4.1% |
38.0 |
1.6% |
60% |
False |
False |
999,512 |
| 20 |
2,469.0 |
2,272.0 |
197.0 |
8.1% |
42.3 |
1.7% |
80% |
False |
False |
1,001,339 |
| 40 |
2,469.0 |
2,162.0 |
307.0 |
12.6% |
51.7 |
2.1% |
87% |
False |
False |
794,814 |
| 60 |
2,469.0 |
2,059.0 |
410.0 |
16.9% |
57.3 |
2.4% |
90% |
False |
False |
538,260 |
| 80 |
2,503.0 |
2,059.0 |
444.0 |
18.3% |
60.9 |
2.5% |
83% |
False |
False |
406,963 |
| 100 |
2,503.0 |
1,927.0 |
576.0 |
23.7% |
64.0 |
2.6% |
87% |
False |
False |
328,539 |
| 120 |
2,503.0 |
1,927.0 |
576.0 |
23.7% |
64.6 |
2.7% |
87% |
False |
False |
274,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,559.0 |
|
2.618 |
2,513.3 |
|
1.618 |
2,485.3 |
|
1.000 |
2,468.0 |
|
0.618 |
2,457.3 |
|
HIGH |
2,440.0 |
|
0.618 |
2,429.3 |
|
0.500 |
2,426.0 |
|
0.382 |
2,422.7 |
|
LOW |
2,412.0 |
|
0.618 |
2,394.7 |
|
1.000 |
2,384.0 |
|
1.618 |
2,366.7 |
|
2.618 |
2,338.7 |
|
4.250 |
2,293.0 |
|
|
| Fisher Pivots for day following 31-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,428.0 |
2,433.0 |
| PP |
2,427.0 |
2,431.7 |
| S1 |
2,426.0 |
2,430.3 |
|