| 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 |
2,519.75 |
2,524.75 |
5.00 |
0.2% |
2,460.00 |
| High |
2,526.25 |
2,534.75 |
8.50 |
0.3% |
2,530.00 |
| Low |
2,510.50 |
2,511.75 |
1.25 |
0.0% |
2,429.50 |
| Close |
2,525.75 |
2,529.25 |
3.50 |
0.1% |
2,523.00 |
| Range |
15.75 |
23.00 |
7.25 |
46.0% |
100.50 |
| ATR |
31.76 |
31.13 |
-0.63 |
-2.0% |
0.00 |
| Volume |
156,417 |
176,247 |
19,830 |
12.7% |
1,020,761 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,594.25 |
2,584.75 |
2,542.00 |
|
| R3 |
2,571.25 |
2,561.75 |
2,535.50 |
|
| R2 |
2,548.25 |
2,548.25 |
2,533.50 |
|
| R1 |
2,538.75 |
2,538.75 |
2,531.25 |
2,543.50 |
| PP |
2,525.25 |
2,525.25 |
2,525.25 |
2,527.50 |
| S1 |
2,515.75 |
2,515.75 |
2,527.25 |
2,520.50 |
| S2 |
2,502.25 |
2,502.25 |
2,525.00 |
|
| S3 |
2,479.25 |
2,492.75 |
2,523.00 |
|
| S4 |
2,456.25 |
2,469.75 |
2,516.50 |
|
|
| 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 |
2,534.75 |
2,453.50 |
81.25 |
3.2% |
28.25 |
1.1% |
93% |
True |
False |
179,849 |
| 10 |
2,534.75 |
2,429.50 |
105.25 |
4.2% |
29.50 |
1.2% |
95% |
True |
False |
195,988 |
| 20 |
2,534.75 |
2,346.25 |
188.50 |
7.5% |
28.75 |
1.1% |
97% |
True |
False |
174,683 |
| 40 |
2,534.75 |
2,204.25 |
330.50 |
13.1% |
34.00 |
1.3% |
98% |
True |
False |
171,459 |
| 60 |
2,534.75 |
2,135.00 |
399.75 |
15.8% |
39.50 |
1.6% |
99% |
True |
False |
116,483 |
| 80 |
2,534.75 |
2,135.00 |
399.75 |
15.8% |
42.50 |
1.7% |
99% |
True |
False |
87,379 |
| 100 |
2,534.75 |
2,034.50 |
500.25 |
19.8% |
46.50 |
1.8% |
99% |
True |
False |
69,920 |
| 120 |
2,534.75 |
2,034.50 |
500.25 |
19.8% |
44.50 |
1.8% |
99% |
True |
False |
58,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,632.50 |
|
2.618 |
2,595.00 |
|
1.618 |
2,572.00 |
|
1.000 |
2,557.75 |
|
0.618 |
2,549.00 |
|
HIGH |
2,534.75 |
|
0.618 |
2,526.00 |
|
0.500 |
2,523.25 |
|
0.382 |
2,520.50 |
|
LOW |
2,511.75 |
|
0.618 |
2,497.50 |
|
1.000 |
2,488.75 |
|
1.618 |
2,474.50 |
|
2.618 |
2,451.50 |
|
4.250 |
2,414.00 |
|
|
| Fisher Pivots for day following 07-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,527.25 |
2,523.50 |
| PP |
2,525.25 |
2,518.00 |
| S1 |
2,523.25 |
2,512.25 |
|