| 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 |
4,247.0 |
4,280.0 |
33.0 |
0.8% |
4,247.0 |
| High |
4,248.0 |
4,283.0 |
35.0 |
0.8% |
4,263.0 |
| Low |
4,211.0 |
4,255.0 |
44.0 |
1.0% |
4,188.0 |
| Close |
4,222.0 |
4,256.0 |
34.0 |
0.8% |
4,222.0 |
| Range |
37.0 |
28.0 |
-9.0 |
-24.3% |
75.0 |
| ATR |
50.5 |
51.3 |
0.7 |
1.5% |
0.0 |
| Volume |
18,974 |
18,535 |
-439 |
-2.3% |
127,404 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,348.7 |
4,330.3 |
4,271.4 |
|
| R3 |
4,320.7 |
4,302.3 |
4,263.7 |
|
| R2 |
4,292.7 |
4,292.7 |
4,261.1 |
|
| R1 |
4,274.3 |
4,274.3 |
4,258.6 |
4,269.5 |
| PP |
4,264.7 |
4,264.7 |
4,264.7 |
4,262.3 |
| S1 |
4,246.3 |
4,246.3 |
4,253.4 |
4,241.5 |
| S2 |
4,236.7 |
4,236.7 |
4,250.9 |
|
| S3 |
4,208.7 |
4,218.3 |
4,248.3 |
|
| S4 |
4,180.7 |
4,190.3 |
4,240.6 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,449.3 |
4,410.7 |
4,263.3 |
|
| R3 |
4,374.3 |
4,335.7 |
4,242.6 |
|
| R2 |
4,299.3 |
4,299.3 |
4,235.8 |
|
| R1 |
4,260.7 |
4,260.7 |
4,228.9 |
4,242.5 |
| PP |
4,224.3 |
4,224.3 |
4,224.3 |
4,215.3 |
| S1 |
4,185.7 |
4,185.7 |
4,215.1 |
4,167.5 |
| S2 |
4,149.3 |
4,149.3 |
4,208.3 |
|
| S3 |
4,074.3 |
4,110.7 |
4,201.4 |
|
| S4 |
3,999.3 |
4,035.7 |
4,180.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,283.0 |
4,188.0 |
95.0 |
2.2% |
36.8 |
0.9% |
72% |
True |
False |
24,514 |
| 10 |
4,286.0 |
4,181.0 |
105.0 |
2.5% |
37.5 |
0.9% |
71% |
False |
False |
22,847 |
| 20 |
4,286.0 |
4,062.0 |
224.0 |
5.3% |
38.6 |
0.9% |
87% |
False |
False |
22,887 |
| 40 |
4,306.0 |
4,015.0 |
291.0 |
6.8% |
41.6 |
1.0% |
83% |
False |
False |
24,257 |
| 60 |
4,360.0 |
3,963.0 |
397.0 |
9.3% |
36.9 |
0.9% |
74% |
False |
False |
16,235 |
| 80 |
4,387.0 |
3,963.0 |
424.0 |
10.0% |
31.9 |
0.7% |
69% |
False |
False |
12,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,402.0 |
|
2.618 |
4,356.3 |
|
1.618 |
4,328.3 |
|
1.000 |
4,311.0 |
|
0.618 |
4,300.3 |
|
HIGH |
4,283.0 |
|
0.618 |
4,272.3 |
|
0.500 |
4,269.0 |
|
0.382 |
4,265.7 |
|
LOW |
4,255.0 |
|
0.618 |
4,237.7 |
|
1.000 |
4,227.0 |
|
1.618 |
4,209.7 |
|
2.618 |
4,181.7 |
|
4.250 |
4,136.0 |
|
|
| Fisher Pivots for day following 06-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,269.0 |
4,253.0 |
| PP |
4,264.7 |
4,250.0 |
| S1 |
4,260.3 |
4,247.0 |
|