| Trading Metrics calculated at close of trading on 10-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,545.00 |
2,561.25 |
16.25 |
0.6% |
2,519.75 |
| High |
2,565.00 |
2,561.25 |
-3.75 |
-0.1% |
2,565.00 |
| Low |
2,535.25 |
2,535.25 |
0.00 |
0.0% |
2,510.50 |
| Close |
2,561.00 |
2,548.50 |
-12.50 |
-0.5% |
2,548.50 |
| Range |
29.75 |
26.00 |
-3.75 |
-12.6% |
54.50 |
| ATR |
30.72 |
30.39 |
-0.34 |
-1.1% |
0.00 |
| Volume |
244,811 |
228,662 |
-16,149 |
-6.6% |
1,005,089 |
|
| Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,626.25 |
2,613.50 |
2,562.75 |
|
| R3 |
2,600.25 |
2,587.50 |
2,555.75 |
|
| R2 |
2,574.25 |
2,574.25 |
2,553.25 |
|
| R1 |
2,561.50 |
2,561.50 |
2,551.00 |
2,555.00 |
| PP |
2,548.25 |
2,548.25 |
2,548.25 |
2,545.00 |
| S1 |
2,535.50 |
2,535.50 |
2,546.00 |
2,529.00 |
| S2 |
2,522.25 |
2,522.25 |
2,543.75 |
|
| S3 |
2,496.25 |
2,509.50 |
2,541.25 |
|
| S4 |
2,470.25 |
2,483.50 |
2,534.25 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,704.75 |
2,681.25 |
2,578.50 |
|
| R3 |
2,650.25 |
2,626.75 |
2,563.50 |
|
| R2 |
2,595.75 |
2,595.75 |
2,558.50 |
|
| R1 |
2,572.25 |
2,572.25 |
2,553.50 |
2,584.00 |
| PP |
2,541.25 |
2,541.25 |
2,541.25 |
2,547.25 |
| S1 |
2,517.75 |
2,517.75 |
2,543.50 |
2,529.50 |
| S2 |
2,486.75 |
2,486.75 |
2,538.50 |
|
| S3 |
2,432.25 |
2,463.25 |
2,533.50 |
|
| S4 |
2,377.75 |
2,408.75 |
2,518.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,565.00 |
2,510.50 |
54.50 |
2.1% |
24.25 |
0.9% |
70% |
False |
False |
201,017 |
| 10 |
2,565.00 |
2,429.50 |
135.50 |
5.3% |
29.00 |
1.1% |
88% |
False |
False |
202,585 |
| 20 |
2,565.00 |
2,348.50 |
216.50 |
8.5% |
29.00 |
1.1% |
92% |
False |
False |
187,791 |
| 40 |
2,565.00 |
2,204.25 |
360.75 |
14.2% |
31.75 |
1.3% |
95% |
False |
False |
166,523 |
| 60 |
2,565.00 |
2,135.00 |
430.00 |
16.9% |
38.25 |
1.5% |
96% |
False |
False |
127,689 |
| 80 |
2,565.00 |
2,135.00 |
430.00 |
16.9% |
41.75 |
1.6% |
96% |
False |
False |
95,782 |
| 100 |
2,565.00 |
2,034.50 |
530.50 |
20.8% |
46.00 |
1.8% |
97% |
False |
False |
76,639 |
| 120 |
2,565.00 |
2,034.50 |
530.50 |
20.8% |
44.50 |
1.7% |
97% |
False |
False |
63,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,671.75 |
|
2.618 |
2,629.25 |
|
1.618 |
2,603.25 |
|
1.000 |
2,587.25 |
|
0.618 |
2,577.25 |
|
HIGH |
2,561.25 |
|
0.618 |
2,551.25 |
|
0.500 |
2,548.25 |
|
0.382 |
2,545.25 |
|
LOW |
2,535.25 |
|
0.618 |
2,519.25 |
|
1.000 |
2,509.25 |
|
1.618 |
2,493.25 |
|
2.618 |
2,467.25 |
|
4.250 |
2,424.75 |
|
|
| Fisher Pivots for day following 10-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,548.50 |
2,546.75 |
| PP |
2,548.25 |
2,544.75 |
| S1 |
2,548.25 |
2,543.00 |
|