| 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 |
2,480.0 |
2,511.0 |
31.0 |
1.3% |
2,424.0 |
| High |
2,525.0 |
2,513.0 |
-12.0 |
-0.5% |
2,525.0 |
| Low |
2,468.0 |
2,486.0 |
18.0 |
0.7% |
2,397.0 |
| Close |
2,523.0 |
2,507.0 |
-16.0 |
-0.6% |
2,523.0 |
| Range |
57.0 |
27.0 |
-30.0 |
-52.6% |
128.0 |
| ATR |
48.9 |
48.0 |
-0.8 |
-1.7% |
0.0 |
| Volume |
1,180,761 |
747,254 |
-433,507 |
-36.7% |
5,128,714 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,583.0 |
2,572.0 |
2,521.9 |
|
| R3 |
2,556.0 |
2,545.0 |
2,514.4 |
|
| R2 |
2,529.0 |
2,529.0 |
2,512.0 |
|
| R1 |
2,518.0 |
2,518.0 |
2,509.5 |
2,510.0 |
| PP |
2,502.0 |
2,502.0 |
2,502.0 |
2,498.0 |
| S1 |
2,491.0 |
2,491.0 |
2,504.5 |
2,483.0 |
| S2 |
2,475.0 |
2,475.0 |
2,502.1 |
|
| S3 |
2,448.0 |
2,464.0 |
2,499.6 |
|
| S4 |
2,421.0 |
2,437.0 |
2,492.2 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,865.7 |
2,822.3 |
2,593.4 |
|
| R3 |
2,737.7 |
2,694.3 |
2,558.2 |
|
| R2 |
2,609.7 |
2,609.7 |
2,546.5 |
|
| R1 |
2,566.3 |
2,566.3 |
2,534.7 |
2,588.0 |
| PP |
2,481.7 |
2,481.7 |
2,481.7 |
2,492.5 |
| S1 |
2,438.3 |
2,438.3 |
2,511.3 |
2,460.0 |
| S2 |
2,353.7 |
2,353.7 |
2,499.5 |
|
| S3 |
2,225.7 |
2,310.3 |
2,487.8 |
|
| S4 |
2,097.7 |
2,182.3 |
2,452.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,525.0 |
2,412.0 |
113.0 |
4.5% |
40.6 |
1.6% |
84% |
False |
False |
1,002,913 |
| 10 |
2,525.0 |
2,397.0 |
128.0 |
5.1% |
39.2 |
1.6% |
86% |
False |
False |
981,624 |
| 20 |
2,525.0 |
2,272.0 |
253.0 |
10.1% |
41.7 |
1.7% |
93% |
False |
False |
1,035,471 |
| 40 |
2,525.0 |
2,162.0 |
363.0 |
14.5% |
49.5 |
2.0% |
95% |
False |
False |
886,218 |
| 60 |
2,525.0 |
2,059.0 |
466.0 |
18.6% |
54.3 |
2.2% |
96% |
False |
False |
605,298 |
| 80 |
2,525.0 |
2,059.0 |
466.0 |
18.6% |
59.9 |
2.4% |
96% |
False |
False |
456,557 |
| 100 |
2,525.0 |
1,927.0 |
598.0 |
23.9% |
62.0 |
2.5% |
97% |
False |
False |
366,402 |
| 120 |
2,525.0 |
1,927.0 |
598.0 |
23.9% |
64.2 |
2.6% |
97% |
False |
False |
308,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,627.8 |
|
2.618 |
2,583.7 |
|
1.618 |
2,556.7 |
|
1.000 |
2,540.0 |
|
0.618 |
2,529.7 |
|
HIGH |
2,513.0 |
|
0.618 |
2,502.7 |
|
0.500 |
2,499.5 |
|
0.382 |
2,496.3 |
|
LOW |
2,486.0 |
|
0.618 |
2,469.3 |
|
1.000 |
2,459.0 |
|
1.618 |
2,442.3 |
|
2.618 |
2,415.3 |
|
4.250 |
2,371.3 |
|
|
| Fisher Pivots for day following 06-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,504.5 |
2,502.5 |
| PP |
2,502.0 |
2,498.0 |
| S1 |
2,499.5 |
2,493.5 |
|