| Trading Metrics calculated at close of trading on 02-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,423.0 |
2,478.0 |
55.0 |
2.3% |
2,427.0 |
| High |
2,481.0 |
2,492.0 |
11.0 |
0.4% |
2,469.0 |
| Low |
2,420.0 |
2,462.0 |
42.0 |
1.7% |
2,397.0 |
| Close |
2,467.0 |
2,482.0 |
15.0 |
0.6% |
2,442.0 |
| Range |
61.0 |
30.0 |
-31.0 |
-50.8% |
72.0 |
| ATR |
49.7 |
48.3 |
-1.4 |
-2.8% |
0.0 |
| Volume |
1,141,957 |
963,189 |
-178,768 |
-15.7% |
4,745,408 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,568.7 |
2,555.3 |
2,498.5 |
|
| R3 |
2,538.7 |
2,525.3 |
2,490.3 |
|
| R2 |
2,508.7 |
2,508.7 |
2,487.5 |
|
| R1 |
2,495.3 |
2,495.3 |
2,484.8 |
2,502.0 |
| PP |
2,478.7 |
2,478.7 |
2,478.7 |
2,482.0 |
| S1 |
2,465.3 |
2,465.3 |
2,479.3 |
2,472.0 |
| S2 |
2,448.7 |
2,448.7 |
2,476.5 |
|
| S3 |
2,418.7 |
2,435.3 |
2,473.8 |
|
| S4 |
2,388.7 |
2,405.3 |
2,465.5 |
|
|
| 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 |
2,492.0 |
2,397.0 |
95.0 |
3.8% |
37.4 |
1.5% |
89% |
True |
False |
987,422 |
| 10 |
2,492.0 |
2,397.0 |
95.0 |
3.8% |
37.1 |
1.5% |
89% |
True |
False |
969,074 |
| 20 |
2,492.0 |
2,272.0 |
220.0 |
8.9% |
42.9 |
1.7% |
95% |
True |
False |
1,026,974 |
| 40 |
2,492.0 |
2,162.0 |
330.0 |
13.3% |
52.3 |
2.1% |
97% |
True |
False |
844,110 |
| 60 |
2,492.0 |
2,059.0 |
433.0 |
17.4% |
56.6 |
2.3% |
98% |
True |
False |
573,293 |
| 80 |
2,503.0 |
2,059.0 |
444.0 |
17.9% |
60.8 |
2.4% |
95% |
False |
False |
432,909 |
| 100 |
2,503.0 |
1,927.0 |
576.0 |
23.2% |
63.3 |
2.6% |
96% |
False |
False |
348,437 |
| 120 |
2,503.0 |
1,927.0 |
576.0 |
23.2% |
64.9 |
2.6% |
96% |
False |
False |
292,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,619.5 |
|
2.618 |
2,570.5 |
|
1.618 |
2,540.5 |
|
1.000 |
2,522.0 |
|
0.618 |
2,510.5 |
|
HIGH |
2,492.0 |
|
0.618 |
2,480.5 |
|
0.500 |
2,477.0 |
|
0.382 |
2,473.5 |
|
LOW |
2,462.0 |
|
0.618 |
2,443.5 |
|
1.000 |
2,432.0 |
|
1.618 |
2,413.5 |
|
2.618 |
2,383.5 |
|
4.250 |
2,334.5 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,480.3 |
2,472.0 |
| PP |
2,478.7 |
2,462.0 |
| S1 |
2,477.0 |
2,452.0 |
|