| Trading Metrics calculated at close of trading on 07-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,511.0 |
2,504.0 |
-7.0 |
-0.3% |
2,424.0 |
| High |
2,513.0 |
2,521.0 |
8.0 |
0.3% |
2,525.0 |
| Low |
2,486.0 |
2,485.0 |
-1.0 |
0.0% |
2,397.0 |
| Close |
2,507.0 |
2,513.0 |
6.0 |
0.2% |
2,523.0 |
| Range |
27.0 |
36.0 |
9.0 |
33.3% |
128.0 |
| ATR |
48.0 |
47.2 |
-0.9 |
-1.8% |
0.0 |
| Volume |
747,254 |
928,333 |
181,079 |
24.2% |
5,128,714 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,614.3 |
2,599.7 |
2,532.8 |
|
| R3 |
2,578.3 |
2,563.7 |
2,522.9 |
|
| R2 |
2,542.3 |
2,542.3 |
2,519.6 |
|
| R1 |
2,527.7 |
2,527.7 |
2,516.3 |
2,535.0 |
| PP |
2,506.3 |
2,506.3 |
2,506.3 |
2,510.0 |
| S1 |
2,491.7 |
2,491.7 |
2,509.7 |
2,499.0 |
| S2 |
2,470.3 |
2,470.3 |
2,506.4 |
|
| S3 |
2,434.3 |
2,455.7 |
2,503.1 |
|
| S4 |
2,398.3 |
2,419.7 |
2,493.2 |
|
|
| 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 |
2,420.0 |
105.0 |
4.2% |
42.2 |
1.7% |
89% |
False |
False |
992,298 |
| 10 |
2,525.0 |
2,397.0 |
128.0 |
5.1% |
39.8 |
1.6% |
91% |
False |
False |
977,591 |
| 20 |
2,525.0 |
2,298.0 |
227.0 |
9.0% |
41.7 |
1.7% |
95% |
False |
False |
1,041,295 |
| 40 |
2,525.0 |
2,162.0 |
363.0 |
14.4% |
47.9 |
1.9% |
97% |
False |
False |
903,945 |
| 60 |
2,525.0 |
2,059.0 |
466.0 |
18.5% |
53.7 |
2.1% |
97% |
False |
False |
620,762 |
| 80 |
2,525.0 |
2,059.0 |
466.0 |
18.5% |
59.7 |
2.4% |
97% |
False |
False |
468,153 |
| 100 |
2,525.0 |
1,927.0 |
598.0 |
23.8% |
61.8 |
2.5% |
98% |
False |
False |
375,483 |
| 120 |
2,525.0 |
1,927.0 |
598.0 |
23.8% |
63.9 |
2.5% |
98% |
False |
False |
315,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,674.0 |
|
2.618 |
2,615.2 |
|
1.618 |
2,579.2 |
|
1.000 |
2,557.0 |
|
0.618 |
2,543.2 |
|
HIGH |
2,521.0 |
|
0.618 |
2,507.2 |
|
0.500 |
2,503.0 |
|
0.382 |
2,498.8 |
|
LOW |
2,485.0 |
|
0.618 |
2,462.8 |
|
1.000 |
2,449.0 |
|
1.618 |
2,426.8 |
|
2.618 |
2,390.8 |
|
4.250 |
2,332.0 |
|
|
| Fisher Pivots for day following 07-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,509.7 |
2,507.5 |
| PP |
2,506.3 |
2,502.0 |
| S1 |
2,503.0 |
2,496.5 |
|