| Trading Metrics calculated at close of trading on 31-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,353.0 |
2,353.0 |
0.0 |
0.0% |
2,351.0 |
| High |
2,356.0 |
2,370.0 |
14.0 |
0.6% |
2,400.0 |
| Low |
2,332.0 |
2,345.0 |
13.0 |
0.6% |
2,334.0 |
| Close |
2,339.0 |
2,351.0 |
12.0 |
0.5% |
2,374.0 |
| Range |
24.0 |
25.0 |
1.0 |
4.2% |
66.0 |
| ATR |
46.0 |
44.9 |
-1.1 |
-2.3% |
0.0 |
| Volume |
1,105 |
1,994 |
889 |
80.5% |
1,989 |
|
| Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,430.3 |
2,415.7 |
2,364.8 |
|
| R3 |
2,405.3 |
2,390.7 |
2,357.9 |
|
| R2 |
2,380.3 |
2,380.3 |
2,355.6 |
|
| R1 |
2,365.7 |
2,365.7 |
2,353.3 |
2,360.5 |
| PP |
2,355.3 |
2,355.3 |
2,355.3 |
2,352.8 |
| S1 |
2,340.7 |
2,340.7 |
2,348.7 |
2,335.5 |
| S2 |
2,330.3 |
2,330.3 |
2,346.4 |
|
| S3 |
2,305.3 |
2,315.7 |
2,344.1 |
|
| S4 |
2,280.3 |
2,290.7 |
2,337.3 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,567.3 |
2,536.7 |
2,410.3 |
|
| R3 |
2,501.3 |
2,470.7 |
2,392.2 |
|
| R2 |
2,435.3 |
2,435.3 |
2,386.1 |
|
| R1 |
2,404.7 |
2,404.7 |
2,380.1 |
2,420.0 |
| PP |
2,369.3 |
2,369.3 |
2,369.3 |
2,377.0 |
| S1 |
2,338.7 |
2,338.7 |
2,368.0 |
2,354.0 |
| S2 |
2,303.3 |
2,303.3 |
2,361.9 |
|
| S3 |
2,237.3 |
2,272.7 |
2,355.9 |
|
| S4 |
2,171.3 |
2,206.7 |
2,337.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,400.0 |
2,332.0 |
68.0 |
2.9% |
33.2 |
1.4% |
28% |
False |
False |
876 |
| 10 |
2,400.0 |
2,309.0 |
91.0 |
3.9% |
33.1 |
1.4% |
46% |
False |
False |
1,097 |
| 20 |
2,400.0 |
2,212.0 |
188.0 |
8.0% |
39.4 |
1.7% |
74% |
False |
False |
802 |
| 40 |
2,400.0 |
2,109.0 |
291.0 |
12.4% |
47.4 |
2.0% |
83% |
False |
False |
5,179 |
| 60 |
2,400.0 |
1,999.0 |
401.0 |
17.1% |
49.7 |
2.1% |
88% |
False |
False |
3,969 |
| 80 |
2,435.0 |
1,999.0 |
436.0 |
18.5% |
50.4 |
2.1% |
81% |
False |
False |
3,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,476.3 |
|
2.618 |
2,435.5 |
|
1.618 |
2,410.5 |
|
1.000 |
2,395.0 |
|
0.618 |
2,385.5 |
|
HIGH |
2,370.0 |
|
0.618 |
2,360.5 |
|
0.500 |
2,357.5 |
|
0.382 |
2,354.6 |
|
LOW |
2,345.0 |
|
0.618 |
2,329.6 |
|
1.000 |
2,320.0 |
|
1.618 |
2,304.6 |
|
2.618 |
2,279.6 |
|
4.250 |
2,238.8 |
|
|
| Fisher Pivots for day following 31-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,357.5 |
2,366.0 |
| PP |
2,355.3 |
2,361.0 |
| S1 |
2,353.2 |
2,356.0 |
|