| Trading Metrics calculated at close of trading on 01-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,419.0 |
2,423.0 |
4.0 |
0.2% |
2,427.0 |
| High |
2,440.0 |
2,481.0 |
41.0 |
1.7% |
2,469.0 |
| Low |
2,412.0 |
2,420.0 |
8.0 |
0.3% |
2,397.0 |
| Close |
2,429.0 |
2,467.0 |
38.0 |
1.6% |
2,442.0 |
| Range |
28.0 |
61.0 |
33.0 |
117.9% |
72.0 |
| ATR |
48.8 |
49.7 |
0.9 |
1.8% |
0.0 |
| Volume |
981,406 |
1,141,957 |
160,551 |
16.4% |
4,745,408 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,639.0 |
2,614.0 |
2,500.6 |
|
| R3 |
2,578.0 |
2,553.0 |
2,483.8 |
|
| R2 |
2,517.0 |
2,517.0 |
2,478.2 |
|
| R1 |
2,492.0 |
2,492.0 |
2,472.6 |
2,504.5 |
| PP |
2,456.0 |
2,456.0 |
2,456.0 |
2,462.3 |
| S1 |
2,431.0 |
2,431.0 |
2,461.4 |
2,443.5 |
| S2 |
2,395.0 |
2,395.0 |
2,455.8 |
|
| S3 |
2,334.0 |
2,370.0 |
2,450.2 |
|
| S4 |
2,273.0 |
2,309.0 |
2,433.5 |
|
|
| 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 |
2,481.0 |
2,397.0 |
84.0 |
3.4% |
39.4 |
1.6% |
83% |
True |
False |
1,001,494 |
| 10 |
2,481.0 |
2,386.0 |
95.0 |
3.9% |
38.9 |
1.6% |
85% |
True |
False |
990,564 |
| 20 |
2,481.0 |
2,272.0 |
209.0 |
8.5% |
43.6 |
1.8% |
93% |
True |
False |
1,018,103 |
| 40 |
2,481.0 |
2,162.0 |
319.0 |
12.9% |
52.4 |
2.1% |
96% |
True |
False |
821,821 |
| 60 |
2,481.0 |
2,059.0 |
422.0 |
17.1% |
57.2 |
2.3% |
97% |
True |
False |
557,285 |
| 80 |
2,503.0 |
2,059.0 |
444.0 |
18.0% |
60.9 |
2.5% |
92% |
False |
False |
421,226 |
| 100 |
2,503.0 |
1,927.0 |
576.0 |
23.3% |
64.1 |
2.6% |
94% |
False |
False |
339,618 |
| 120 |
2,503.0 |
1,927.0 |
576.0 |
23.3% |
64.9 |
2.6% |
94% |
False |
False |
284,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,740.3 |
|
2.618 |
2,640.7 |
|
1.618 |
2,579.7 |
|
1.000 |
2,542.0 |
|
0.618 |
2,518.7 |
|
HIGH |
2,481.0 |
|
0.618 |
2,457.7 |
|
0.500 |
2,450.5 |
|
0.382 |
2,443.3 |
|
LOW |
2,420.0 |
|
0.618 |
2,382.3 |
|
1.000 |
2,359.0 |
|
1.618 |
2,321.3 |
|
2.618 |
2,260.3 |
|
4.250 |
2,160.8 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,461.5 |
2,457.7 |
| PP |
2,456.0 |
2,448.3 |
| S1 |
2,450.5 |
2,439.0 |
|