| Trading Metrics calculated at close of trading on 10-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,524.0 |
2,533.0 |
9.0 |
0.4% |
2,511.0 |
| High |
2,544.0 |
2,533.0 |
-11.0 |
-0.4% |
2,544.0 |
| Low |
2,512.0 |
2,470.0 |
-42.0 |
-1.7% |
2,470.0 |
| Close |
2,533.0 |
2,485.0 |
-48.0 |
-1.9% |
2,485.0 |
| Range |
32.0 |
63.0 |
31.0 |
96.9% |
74.0 |
| ATR |
44.9 |
46.2 |
1.3 |
2.9% |
0.0 |
| Volume |
1,193,526 |
1,048,101 |
-145,425 |
-12.2% |
4,846,317 |
|
| Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,685.0 |
2,648.0 |
2,519.7 |
|
| R3 |
2,622.0 |
2,585.0 |
2,502.3 |
|
| R2 |
2,559.0 |
2,559.0 |
2,496.6 |
|
| R1 |
2,522.0 |
2,522.0 |
2,490.8 |
2,509.0 |
| PP |
2,496.0 |
2,496.0 |
2,496.0 |
2,489.5 |
| S1 |
2,459.0 |
2,459.0 |
2,479.2 |
2,446.0 |
| S2 |
2,433.0 |
2,433.0 |
2,473.5 |
|
| S3 |
2,370.0 |
2,396.0 |
2,467.7 |
|
| S4 |
2,307.0 |
2,333.0 |
2,450.4 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,721.7 |
2,677.3 |
2,525.7 |
|
| R3 |
2,647.7 |
2,603.3 |
2,505.4 |
|
| R2 |
2,573.7 |
2,573.7 |
2,498.6 |
|
| R1 |
2,529.3 |
2,529.3 |
2,491.8 |
2,514.5 |
| PP |
2,499.7 |
2,499.7 |
2,499.7 |
2,492.3 |
| S1 |
2,455.3 |
2,455.3 |
2,478.2 |
2,440.5 |
| S2 |
2,425.7 |
2,425.7 |
2,471.4 |
|
| S3 |
2,351.7 |
2,381.3 |
2,464.7 |
|
| S4 |
2,277.7 |
2,307.3 |
2,444.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,544.0 |
2,470.0 |
74.0 |
3.0% |
37.6 |
1.5% |
20% |
False |
True |
969,263 |
| 10 |
2,544.0 |
2,397.0 |
147.0 |
5.9% |
39.3 |
1.6% |
60% |
False |
False |
997,503 |
| 20 |
2,544.0 |
2,300.0 |
244.0 |
9.8% |
41.0 |
1.6% |
76% |
False |
False |
1,026,631 |
| 40 |
2,544.0 |
2,162.0 |
382.0 |
15.4% |
46.0 |
1.9% |
85% |
False |
False |
889,741 |
| 60 |
2,544.0 |
2,059.0 |
485.0 |
19.5% |
52.6 |
2.1% |
88% |
False |
False |
672,739 |
| 80 |
2,544.0 |
2,059.0 |
485.0 |
19.5% |
58.5 |
2.4% |
88% |
False |
False |
507,274 |
| 100 |
2,544.0 |
1,927.0 |
617.0 |
24.8% |
61.2 |
2.5% |
90% |
False |
False |
407,133 |
| 120 |
2,544.0 |
1,927.0 |
617.0 |
24.8% |
63.0 |
2.5% |
90% |
False |
False |
342,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,800.8 |
|
2.618 |
2,697.9 |
|
1.618 |
2,634.9 |
|
1.000 |
2,596.0 |
|
0.618 |
2,571.9 |
|
HIGH |
2,533.0 |
|
0.618 |
2,508.9 |
|
0.500 |
2,501.5 |
|
0.382 |
2,494.1 |
|
LOW |
2,470.0 |
|
0.618 |
2,431.1 |
|
1.000 |
2,407.0 |
|
1.618 |
2,368.1 |
|
2.618 |
2,305.1 |
|
4.250 |
2,202.3 |
|
|
| Fisher Pivots for day following 10-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,501.5 |
2,507.0 |
| PP |
2,496.0 |
2,499.7 |
| S1 |
2,490.5 |
2,492.3 |
|