| 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 |
2,492.00 |
2,519.75 |
27.75 |
1.1% |
2,460.00 |
| High |
2,530.00 |
2,526.25 |
-3.75 |
-0.1% |
2,530.00 |
| Low |
2,489.75 |
2,510.50 |
20.75 |
0.8% |
2,429.50 |
| Close |
2,523.00 |
2,525.75 |
2.75 |
0.1% |
2,523.00 |
| Range |
40.25 |
15.75 |
-24.50 |
-60.9% |
100.50 |
| ATR |
32.99 |
31.76 |
-1.23 |
-3.7% |
0.00 |
| Volume |
168,420 |
156,417 |
-12,003 |
-7.1% |
1,020,761 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,568.00 |
2,562.75 |
2,534.50 |
|
| R3 |
2,552.25 |
2,547.00 |
2,530.00 |
|
| R2 |
2,536.50 |
2,536.50 |
2,528.75 |
|
| R1 |
2,531.25 |
2,531.25 |
2,527.25 |
2,534.00 |
| PP |
2,520.75 |
2,520.75 |
2,520.75 |
2,522.25 |
| S1 |
2,515.50 |
2,515.50 |
2,524.25 |
2,518.00 |
| S2 |
2,505.00 |
2,505.00 |
2,522.75 |
|
| S3 |
2,489.25 |
2,499.75 |
2,521.50 |
|
| S4 |
2,473.50 |
2,484.00 |
2,517.00 |
|
|
| 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 |
2,448.75 |
81.25 |
3.2% |
29.50 |
1.2% |
95% |
False |
False |
198,963 |
| 10 |
2,530.00 |
2,419.50 |
110.50 |
4.4% |
29.00 |
1.2% |
96% |
False |
False |
193,030 |
| 20 |
2,530.00 |
2,338.50 |
191.50 |
7.6% |
29.00 |
1.1% |
98% |
False |
False |
172,260 |
| 40 |
2,530.00 |
2,204.25 |
325.75 |
12.9% |
35.00 |
1.4% |
99% |
False |
False |
169,687 |
| 60 |
2,530.00 |
2,135.00 |
395.00 |
15.6% |
40.50 |
1.6% |
99% |
False |
False |
113,550 |
| 80 |
2,530.00 |
2,135.00 |
395.00 |
15.6% |
43.00 |
1.7% |
99% |
False |
False |
85,176 |
| 100 |
2,530.00 |
2,034.50 |
495.50 |
19.6% |
46.75 |
1.9% |
99% |
False |
False |
68,158 |
| 120 |
2,530.00 |
2,034.50 |
495.50 |
19.6% |
44.25 |
1.8% |
99% |
False |
False |
56,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,593.25 |
|
2.618 |
2,567.50 |
|
1.618 |
2,551.75 |
|
1.000 |
2,542.00 |
|
0.618 |
2,536.00 |
|
HIGH |
2,526.25 |
|
0.618 |
2,520.25 |
|
0.500 |
2,518.50 |
|
0.382 |
2,516.50 |
|
LOW |
2,510.50 |
|
0.618 |
2,500.75 |
|
1.000 |
2,494.75 |
|
1.618 |
2,485.00 |
|
2.618 |
2,469.25 |
|
4.250 |
2,443.50 |
|
|
| Fisher Pivots for day following 06-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,523.25 |
2,518.75 |
| PP |
2,520.75 |
2,511.75 |
| S1 |
2,518.50 |
2,504.75 |
|