| 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 |
2,456.0 |
2,457.0 |
1.0 |
0.0% |
2,353.0 |
| High |
2,466.0 |
2,473.0 |
7.0 |
0.3% |
2,454.0 |
| Low |
2,444.0 |
2,446.0 |
2.0 |
0.1% |
2,332.0 |
| Close |
2,444.0 |
2,450.0 |
6.0 |
0.2% |
2,444.0 |
| Range |
22.0 |
27.0 |
5.0 |
22.7% |
122.0 |
| ATR |
41.1 |
40.2 |
-0.9 |
-2.1% |
0.0 |
| Volume |
986 |
1,908 |
922 |
93.5% |
4,410 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,537.3 |
2,520.7 |
2,464.9 |
|
| R3 |
2,510.3 |
2,493.7 |
2,457.4 |
|
| R2 |
2,483.3 |
2,483.3 |
2,455.0 |
|
| R1 |
2,466.7 |
2,466.7 |
2,452.5 |
2,461.5 |
| PP |
2,456.3 |
2,456.3 |
2,456.3 |
2,453.8 |
| S1 |
2,439.7 |
2,439.7 |
2,447.5 |
2,434.5 |
| S2 |
2,429.3 |
2,429.3 |
2,445.1 |
|
| S3 |
2,402.3 |
2,412.7 |
2,442.6 |
|
| S4 |
2,375.3 |
2,385.7 |
2,435.2 |
|
|
| 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 |
2,473.0 |
2,403.0 |
70.0 |
2.9% |
30.8 |
1.3% |
67% |
True |
False |
689 |
| 10 |
2,473.0 |
2,332.0 |
141.0 |
5.8% |
31.2 |
1.3% |
84% |
True |
False |
782 |
| 20 |
2,473.0 |
2,235.0 |
238.0 |
9.7% |
35.5 |
1.4% |
90% |
True |
False |
818 |
| 40 |
2,473.0 |
2,109.0 |
364.0 |
14.9% |
40.3 |
1.6% |
94% |
True |
False |
2,572 |
| 60 |
2,473.0 |
1,999.0 |
474.0 |
19.3% |
46.8 |
1.9% |
95% |
True |
False |
4,010 |
| 80 |
2,473.0 |
1,999.0 |
474.0 |
19.3% |
49.0 |
2.0% |
95% |
True |
False |
3,087 |
| 100 |
2,473.0 |
1,903.0 |
570.0 |
23.3% |
48.0 |
2.0% |
96% |
True |
False |
2,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,587.8 |
|
2.618 |
2,543.7 |
|
1.618 |
2,516.7 |
|
1.000 |
2,500.0 |
|
0.618 |
2,489.7 |
|
HIGH |
2,473.0 |
|
0.618 |
2,462.7 |
|
0.500 |
2,459.5 |
|
0.382 |
2,456.3 |
|
LOW |
2,446.0 |
|
0.618 |
2,429.3 |
|
1.000 |
2,419.0 |
|
1.618 |
2,402.3 |
|
2.618 |
2,375.3 |
|
4.250 |
2,331.3 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,459.5 |
2,448.5 |
| PP |
2,456.3 |
2,447.0 |
| S1 |
2,453.2 |
2,445.5 |
|