| Trading Metrics calculated at close of trading on 03-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,488.50 |
2,492.00 |
3.50 |
0.1% |
2,460.00 |
| High |
2,500.75 |
2,530.00 |
29.25 |
1.2% |
2,530.00 |
| Low |
2,479.50 |
2,489.75 |
10.25 |
0.4% |
2,429.50 |
| Close |
2,491.50 |
2,523.00 |
31.50 |
1.3% |
2,523.00 |
| Range |
21.25 |
40.25 |
19.00 |
89.4% |
100.50 |
| ATR |
32.43 |
32.99 |
0.56 |
1.7% |
0.00 |
| Volume |
191,477 |
168,420 |
-23,057 |
-12.0% |
1,020,761 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,635.00 |
2,619.25 |
2,545.25 |
|
| R3 |
2,594.75 |
2,579.00 |
2,534.00 |
|
| R2 |
2,554.50 |
2,554.50 |
2,530.50 |
|
| R1 |
2,538.75 |
2,538.75 |
2,526.75 |
2,546.50 |
| PP |
2,514.25 |
2,514.25 |
2,514.25 |
2,518.25 |
| S1 |
2,498.50 |
2,498.50 |
2,519.25 |
2,506.50 |
| S2 |
2,474.00 |
2,474.00 |
2,515.50 |
|
| S3 |
2,433.75 |
2,458.25 |
2,512.00 |
|
| S4 |
2,393.50 |
2,418.00 |
2,500.75 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,795.75 |
2,759.75 |
2,578.25 |
|
| R3 |
2,695.25 |
2,659.25 |
2,550.75 |
|
| R2 |
2,594.75 |
2,594.75 |
2,541.50 |
|
| R1 |
2,558.75 |
2,558.75 |
2,532.25 |
2,576.75 |
| PP |
2,494.25 |
2,494.25 |
2,494.25 |
2,503.00 |
| S1 |
2,458.25 |
2,458.25 |
2,513.75 |
2,476.25 |
| S2 |
2,393.75 |
2,393.75 |
2,504.50 |
|
| S3 |
2,293.25 |
2,357.75 |
2,495.25 |
|
| S4 |
2,192.75 |
2,257.25 |
2,467.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,530.00 |
2,429.50 |
100.50 |
4.0% |
33.50 |
1.3% |
93% |
True |
False |
204,152 |
| 10 |
2,530.00 |
2,419.50 |
110.50 |
4.4% |
30.75 |
1.2% |
94% |
True |
False |
193,920 |
| 20 |
2,530.00 |
2,332.50 |
197.50 |
7.8% |
29.50 |
1.2% |
96% |
True |
False |
171,198 |
| 40 |
2,530.00 |
2,204.25 |
325.75 |
12.9% |
36.00 |
1.4% |
98% |
True |
False |
166,162 |
| 60 |
2,530.00 |
2,135.00 |
395.00 |
15.7% |
40.75 |
1.6% |
98% |
True |
False |
110,943 |
| 80 |
2,530.00 |
2,135.00 |
395.00 |
15.7% |
43.00 |
1.7% |
98% |
True |
False |
83,222 |
| 100 |
2,530.00 |
2,034.50 |
495.50 |
19.6% |
46.75 |
1.9% |
99% |
True |
False |
66,594 |
| 120 |
2,530.00 |
2,034.50 |
495.50 |
19.6% |
44.25 |
1.8% |
99% |
True |
False |
55,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,701.00 |
|
2.618 |
2,635.25 |
|
1.618 |
2,595.00 |
|
1.000 |
2,570.25 |
|
0.618 |
2,554.75 |
|
HIGH |
2,530.00 |
|
0.618 |
2,514.50 |
|
0.500 |
2,510.00 |
|
0.382 |
2,505.25 |
|
LOW |
2,489.75 |
|
0.618 |
2,465.00 |
|
1.000 |
2,449.50 |
|
1.618 |
2,424.75 |
|
2.618 |
2,384.50 |
|
4.250 |
2,318.75 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,518.50 |
2,512.50 |
| PP |
2,514.25 |
2,502.25 |
| S1 |
2,510.00 |
2,491.75 |
|