| 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 |
2,432.0 |
2,456.0 |
24.0 |
1.0% |
2,353.0 |
| High |
2,449.0 |
2,466.0 |
17.0 |
0.7% |
2,454.0 |
| Low |
2,418.0 |
2,444.0 |
26.0 |
1.1% |
2,332.0 |
| Close |
2,444.0 |
2,444.0 |
0.0 |
0.0% |
2,444.0 |
| Range |
31.0 |
22.0 |
-9.0 |
-29.0% |
122.0 |
| ATR |
42.6 |
41.1 |
-1.5 |
-3.5% |
0.0 |
| Volume |
246 |
986 |
740 |
300.8% |
4,410 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,517.3 |
2,502.7 |
2,456.1 |
|
| R3 |
2,495.3 |
2,480.7 |
2,450.1 |
|
| R2 |
2,473.3 |
2,473.3 |
2,448.0 |
|
| R1 |
2,458.7 |
2,458.7 |
2,446.0 |
2,455.0 |
| PP |
2,451.3 |
2,451.3 |
2,451.3 |
2,449.5 |
| S1 |
2,436.7 |
2,436.7 |
2,442.0 |
2,433.0 |
| S2 |
2,429.3 |
2,429.3 |
2,440.0 |
|
| S3 |
2,407.3 |
2,414.7 |
2,438.0 |
|
| S4 |
2,385.3 |
2,392.7 |
2,431.9 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,776.0 |
2,732.0 |
2,511.1 |
|
| R3 |
2,654.0 |
2,610.0 |
2,477.6 |
|
| R2 |
2,532.0 |
2,532.0 |
2,466.4 |
|
| R1 |
2,488.0 |
2,488.0 |
2,455.2 |
2,510.0 |
| PP |
2,410.0 |
2,410.0 |
2,410.0 |
2,421.0 |
| S1 |
2,366.0 |
2,366.0 |
2,432.8 |
2,388.0 |
| S2 |
2,288.0 |
2,288.0 |
2,421.6 |
|
| S3 |
2,166.0 |
2,244.0 |
2,410.5 |
|
| S4 |
2,044.0 |
2,122.0 |
2,376.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,466.0 |
2,395.0 |
71.0 |
2.9% |
30.6 |
1.3% |
69% |
True |
False |
486 |
| 10 |
2,466.0 |
2,332.0 |
134.0 |
5.5% |
32.3 |
1.3% |
84% |
True |
False |
679 |
| 20 |
2,466.0 |
2,235.0 |
231.0 |
9.5% |
36.2 |
1.5% |
90% |
True |
False |
736 |
| 40 |
2,466.0 |
2,109.0 |
357.0 |
14.6% |
41.0 |
1.7% |
94% |
True |
False |
3,359 |
| 60 |
2,466.0 |
1,999.0 |
467.0 |
19.1% |
47.4 |
1.9% |
95% |
True |
False |
3,979 |
| 80 |
2,466.0 |
1,999.0 |
467.0 |
19.1% |
49.0 |
2.0% |
95% |
True |
False |
3,070 |
| 100 |
2,466.0 |
1,903.0 |
563.0 |
23.0% |
48.0 |
2.0% |
96% |
True |
False |
2,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,559.5 |
|
2.618 |
2,523.6 |
|
1.618 |
2,501.6 |
|
1.000 |
2,488.0 |
|
0.618 |
2,479.6 |
|
HIGH |
2,466.0 |
|
0.618 |
2,457.6 |
|
0.500 |
2,455.0 |
|
0.382 |
2,452.4 |
|
LOW |
2,444.0 |
|
0.618 |
2,430.4 |
|
1.000 |
2,422.0 |
|
1.618 |
2,408.4 |
|
2.618 |
2,386.4 |
|
4.250 |
2,350.5 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,455.0 |
2,443.3 |
| PP |
2,451.3 |
2,442.7 |
| S1 |
2,447.7 |
2,442.0 |
|