| Trading Metrics calculated at close of trading on 08-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,524.75 |
2,528.75 |
4.00 |
0.2% |
2,460.00 |
| High |
2,534.75 |
2,547.50 |
12.75 |
0.5% |
2,530.00 |
| Low |
2,511.75 |
2,521.00 |
9.25 |
0.4% |
2,429.50 |
| Close |
2,529.25 |
2,544.75 |
15.50 |
0.6% |
2,523.00 |
| Range |
23.00 |
26.50 |
3.50 |
15.2% |
100.50 |
| ATR |
31.13 |
30.80 |
-0.33 |
-1.1% |
0.00 |
| Volume |
176,247 |
198,952 |
22,705 |
12.9% |
1,020,761 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,617.25 |
2,607.50 |
2,559.25 |
|
| R3 |
2,590.75 |
2,581.00 |
2,552.00 |
|
| R2 |
2,564.25 |
2,564.25 |
2,549.50 |
|
| R1 |
2,554.50 |
2,554.50 |
2,547.25 |
2,559.50 |
| PP |
2,537.75 |
2,537.75 |
2,537.75 |
2,540.25 |
| S1 |
2,528.00 |
2,528.00 |
2,542.25 |
2,533.00 |
| S2 |
2,511.25 |
2,511.25 |
2,540.00 |
|
| S3 |
2,484.75 |
2,501.50 |
2,537.50 |
|
| S4 |
2,458.25 |
2,475.00 |
2,530.25 |
|
|
| 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 |
2,547.50 |
2,479.50 |
68.00 |
2.7% |
25.25 |
1.0% |
96% |
True |
False |
178,302 |
| 10 |
2,547.50 |
2,429.50 |
118.00 |
4.6% |
28.75 |
1.1% |
98% |
True |
False |
190,909 |
| 20 |
2,547.50 |
2,348.50 |
199.00 |
7.8% |
28.50 |
1.1% |
99% |
True |
False |
178,600 |
| 40 |
2,547.50 |
2,204.25 |
343.25 |
13.5% |
33.25 |
1.3% |
99% |
True |
False |
170,570 |
| 60 |
2,547.50 |
2,135.00 |
412.50 |
16.2% |
39.00 |
1.5% |
99% |
True |
False |
119,798 |
| 80 |
2,547.50 |
2,135.00 |
412.50 |
16.2% |
42.50 |
1.7% |
99% |
True |
False |
89,866 |
| 100 |
2,547.50 |
2,034.50 |
513.00 |
20.2% |
46.50 |
1.8% |
99% |
True |
False |
71,908 |
| 120 |
2,547.50 |
2,034.50 |
513.00 |
20.2% |
44.75 |
1.8% |
99% |
True |
False |
59,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,660.00 |
|
2.618 |
2,617.00 |
|
1.618 |
2,590.50 |
|
1.000 |
2,574.00 |
|
0.618 |
2,564.00 |
|
HIGH |
2,547.50 |
|
0.618 |
2,537.50 |
|
0.500 |
2,534.25 |
|
0.382 |
2,531.00 |
|
LOW |
2,521.00 |
|
0.618 |
2,504.50 |
|
1.000 |
2,494.50 |
|
1.618 |
2,478.00 |
|
2.618 |
2,451.50 |
|
4.250 |
2,408.50 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,541.25 |
2,539.50 |
| PP |
2,537.75 |
2,534.25 |
| S1 |
2,534.25 |
2,529.00 |
|