| 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 |
6,754.5 |
6,787.5 |
33.0 |
0.5% |
6,492.0 |
| High |
6,792.5 |
6,835.0 |
42.5 |
0.6% |
6,795.0 |
| Low |
6,685.5 |
6,737.0 |
51.5 |
0.8% |
6,416.0 |
| Close |
6,765.5 |
6,795.5 |
30.0 |
0.4% |
6,794.0 |
| Range |
107.0 |
98.0 |
-9.0 |
-8.4% |
379.0 |
| ATR |
120.6 |
119.0 |
-1.6 |
-1.3% |
0.0 |
| Volume |
141,234 |
126,649 |
-14,585 |
-10.3% |
714,735 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,083.2 |
7,037.3 |
6,849.4 |
|
| R3 |
6,985.2 |
6,939.3 |
6,822.5 |
|
| R2 |
6,887.2 |
6,887.2 |
6,813.5 |
|
| R1 |
6,841.3 |
6,841.3 |
6,804.5 |
6,864.3 |
| PP |
6,789.2 |
6,789.2 |
6,789.2 |
6,800.6 |
| S1 |
6,743.3 |
6,743.3 |
6,786.5 |
6,766.3 |
| S2 |
6,691.2 |
6,691.2 |
6,777.5 |
|
| S3 |
6,593.2 |
6,645.3 |
6,768.6 |
|
| S4 |
6,495.2 |
6,547.3 |
6,741.6 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,805.3 |
7,678.7 |
7,002.5 |
|
| R3 |
7,426.3 |
7,299.7 |
6,898.2 |
|
| R2 |
7,047.3 |
7,047.3 |
6,863.5 |
|
| R1 |
6,920.7 |
6,920.7 |
6,828.7 |
6,984.0 |
| PP |
6,668.3 |
6,668.3 |
6,668.3 |
6,700.0 |
| S1 |
6,541.7 |
6,541.7 |
6,759.3 |
6,605.0 |
| S2 |
6,289.3 |
6,289.3 |
6,724.5 |
|
| S3 |
5,910.3 |
6,162.7 |
6,689.8 |
|
| S4 |
5,531.3 |
5,783.7 |
6,585.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,835.0 |
6,610.0 |
225.0 |
3.3% |
99.1 |
1.5% |
82% |
True |
False |
132,726 |
| 10 |
6,835.0 |
6,416.0 |
419.0 |
6.2% |
105.5 |
1.6% |
91% |
True |
False |
138,311 |
| 20 |
6,835.0 |
6,067.0 |
768.0 |
11.3% |
106.2 |
1.6% |
95% |
True |
False |
142,990 |
| 40 |
6,835.0 |
5,614.5 |
1,220.5 |
18.0% |
117.0 |
1.7% |
97% |
True |
False |
123,046 |
| 60 |
6,835.0 |
5,382.0 |
1,453.0 |
21.4% |
137.0 |
2.0% |
97% |
True |
False |
83,406 |
| 80 |
6,835.0 |
5,382.0 |
1,453.0 |
21.4% |
154.7 |
2.3% |
97% |
True |
False |
62,695 |
| 100 |
6,835.0 |
5,001.0 |
1,834.0 |
27.0% |
163.5 |
2.4% |
98% |
True |
False |
50,261 |
| 120 |
6,835.0 |
4,988.0 |
1,847.0 |
27.2% |
166.6 |
2.5% |
98% |
True |
False |
42,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,251.5 |
|
2.618 |
7,091.6 |
|
1.618 |
6,993.6 |
|
1.000 |
6,933.0 |
|
0.618 |
6,895.6 |
|
HIGH |
6,835.0 |
|
0.618 |
6,797.6 |
|
0.500 |
6,786.0 |
|
0.382 |
6,774.4 |
|
LOW |
6,737.0 |
|
0.618 |
6,676.4 |
|
1.000 |
6,639.0 |
|
1.618 |
6,578.4 |
|
2.618 |
6,480.4 |
|
4.250 |
6,320.5 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,792.3 |
6,783.8 |
| PP |
6,789.2 |
6,772.0 |
| S1 |
6,786.0 |
6,760.3 |
|