| 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 |
2,455.00 |
2,488.50 |
33.50 |
1.4% |
2,430.00 |
| High |
2,494.25 |
2,500.75 |
6.50 |
0.3% |
2,476.00 |
| Low |
2,453.50 |
2,479.50 |
26.00 |
1.1% |
2,419.50 |
| Close |
2,487.50 |
2,491.50 |
4.00 |
0.2% |
2,456.25 |
| Range |
40.75 |
21.25 |
-19.50 |
-47.9% |
56.50 |
| ATR |
33.29 |
32.43 |
-0.86 |
-2.6% |
0.00 |
| Volume |
206,687 |
191,477 |
-15,210 |
-7.4% |
918,444 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,554.25 |
2,544.25 |
2,503.25 |
|
| R3 |
2,533.00 |
2,523.00 |
2,497.25 |
|
| R2 |
2,511.75 |
2,511.75 |
2,495.50 |
|
| R1 |
2,501.75 |
2,501.75 |
2,493.50 |
2,506.75 |
| PP |
2,490.50 |
2,490.50 |
2,490.50 |
2,493.00 |
| S1 |
2,480.50 |
2,480.50 |
2,489.50 |
2,485.50 |
| S2 |
2,469.25 |
2,469.25 |
2,487.50 |
|
| S3 |
2,448.00 |
2,459.25 |
2,485.75 |
|
| S4 |
2,426.75 |
2,438.00 |
2,479.75 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,620.00 |
2,594.75 |
2,487.25 |
|
| R3 |
2,563.50 |
2,538.25 |
2,471.75 |
|
| R2 |
2,507.00 |
2,507.00 |
2,466.50 |
|
| R1 |
2,481.75 |
2,481.75 |
2,461.50 |
2,494.50 |
| PP |
2,450.50 |
2,450.50 |
2,450.50 |
2,457.00 |
| S1 |
2,425.25 |
2,425.25 |
2,451.00 |
2,438.00 |
| S2 |
2,394.00 |
2,394.00 |
2,446.00 |
|
| S3 |
2,337.50 |
2,368.75 |
2,440.75 |
|
| S4 |
2,281.00 |
2,312.25 |
2,425.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,500.75 |
2,429.50 |
71.25 |
2.9% |
29.50 |
1.2% |
87% |
True |
False |
204,453 |
| 10 |
2,500.75 |
2,419.50 |
81.25 |
3.3% |
28.00 |
1.1% |
89% |
True |
False |
189,775 |
| 20 |
2,500.75 |
2,309.25 |
191.50 |
7.7% |
29.50 |
1.2% |
95% |
True |
False |
170,535 |
| 40 |
2,500.75 |
2,204.25 |
296.50 |
11.9% |
35.50 |
1.4% |
97% |
True |
False |
162,067 |
| 60 |
2,500.75 |
2,135.00 |
365.75 |
14.7% |
41.00 |
1.6% |
97% |
True |
False |
108,136 |
| 80 |
2,500.75 |
2,135.00 |
365.75 |
14.7% |
43.00 |
1.7% |
97% |
True |
False |
81,117 |
| 100 |
2,500.75 |
2,034.50 |
466.25 |
18.7% |
46.75 |
1.9% |
98% |
True |
False |
64,910 |
| 120 |
2,500.75 |
2,034.50 |
466.25 |
18.7% |
44.25 |
1.8% |
98% |
True |
False |
54,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,591.00 |
|
2.618 |
2,556.50 |
|
1.618 |
2,535.25 |
|
1.000 |
2,522.00 |
|
0.618 |
2,514.00 |
|
HIGH |
2,500.75 |
|
0.618 |
2,492.75 |
|
0.500 |
2,490.00 |
|
0.382 |
2,487.50 |
|
LOW |
2,479.50 |
|
0.618 |
2,466.25 |
|
1.000 |
2,458.25 |
|
1.618 |
2,445.00 |
|
2.618 |
2,423.75 |
|
4.250 |
2,389.25 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,491.00 |
2,486.00 |
| PP |
2,490.50 |
2,480.25 |
| S1 |
2,490.00 |
2,474.75 |
|