| Trading Metrics calculated at close of trading on 09-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
6,787.5 |
6,780.0 |
-7.5 |
-0.1% |
6,492.0 |
| High |
6,835.0 |
6,849.0 |
14.0 |
0.2% |
6,795.0 |
| Low |
6,737.0 |
6,748.5 |
11.5 |
0.2% |
6,416.0 |
| Close |
6,795.5 |
6,810.0 |
14.5 |
0.2% |
6,794.0 |
| Range |
98.0 |
100.5 |
2.5 |
2.6% |
379.0 |
| ATR |
119.0 |
117.7 |
-1.3 |
-1.1% |
0.0 |
| Volume |
126,649 |
164,043 |
37,394 |
29.5% |
714,735 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,104.0 |
7,057.5 |
6,865.3 |
|
| R3 |
7,003.5 |
6,957.0 |
6,837.6 |
|
| R2 |
6,903.0 |
6,903.0 |
6,828.4 |
|
| R1 |
6,856.5 |
6,856.5 |
6,819.2 |
6,879.8 |
| PP |
6,802.5 |
6,802.5 |
6,802.5 |
6,814.1 |
| S1 |
6,756.0 |
6,756.0 |
6,800.8 |
6,779.3 |
| S2 |
6,702.0 |
6,702.0 |
6,791.6 |
|
| S3 |
6,601.5 |
6,655.5 |
6,782.4 |
|
| S4 |
6,501.0 |
6,555.0 |
6,754.7 |
|
|
| 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 |
6,849.0 |
6,639.5 |
209.5 |
3.1% |
105.8 |
1.6% |
81% |
True |
False |
137,910 |
| 10 |
6,849.0 |
6,416.0 |
433.0 |
6.4% |
102.5 |
1.5% |
91% |
True |
False |
140,075 |
| 20 |
6,849.0 |
6,067.0 |
782.0 |
11.5% |
107.4 |
1.6% |
95% |
True |
False |
144,503 |
| 40 |
6,849.0 |
5,614.5 |
1,234.5 |
18.1% |
115.6 |
1.7% |
97% |
True |
False |
125,214 |
| 60 |
6,849.0 |
5,382.0 |
1,467.0 |
21.5% |
135.5 |
2.0% |
97% |
True |
False |
86,135 |
| 80 |
6,849.0 |
5,382.0 |
1,467.0 |
21.5% |
153.2 |
2.2% |
97% |
True |
False |
64,740 |
| 100 |
6,849.0 |
5,001.0 |
1,848.0 |
27.1% |
162.4 |
2.4% |
98% |
True |
False |
51,899 |
| 120 |
6,849.0 |
4,988.0 |
1,861.0 |
27.3% |
166.0 |
2.4% |
98% |
True |
False |
43,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,276.1 |
|
2.618 |
7,112.1 |
|
1.618 |
7,011.6 |
|
1.000 |
6,949.5 |
|
0.618 |
6,911.1 |
|
HIGH |
6,849.0 |
|
0.618 |
6,810.6 |
|
0.500 |
6,798.8 |
|
0.382 |
6,786.9 |
|
LOW |
6,748.5 |
|
0.618 |
6,686.4 |
|
1.000 |
6,648.0 |
|
1.618 |
6,585.9 |
|
2.618 |
6,485.4 |
|
4.250 |
6,321.4 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,806.3 |
6,795.8 |
| PP |
6,802.5 |
6,781.5 |
| S1 |
6,798.8 |
6,767.3 |
|