| Trading Metrics calculated at close of trading on 10-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,457.0 |
2,440.0 |
-17.0 |
-0.7% |
2,435.0 |
| High |
2,473.0 |
2,440.0 |
-33.0 |
-1.3% |
2,473.0 |
| Low |
2,446.0 |
2,400.0 |
-46.0 |
-1.9% |
2,400.0 |
| Close |
2,450.0 |
2,412.0 |
-38.0 |
-1.6% |
2,412.0 |
| Range |
27.0 |
40.0 |
13.0 |
48.1% |
73.0 |
| ATR |
40.2 |
40.9 |
0.7 |
1.7% |
0.0 |
| Volume |
1,908 |
778 |
-1,130 |
-59.2% |
4,101 |
|
| Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,537.3 |
2,514.7 |
2,434.0 |
|
| R3 |
2,497.3 |
2,474.7 |
2,423.0 |
|
| R2 |
2,457.3 |
2,457.3 |
2,419.3 |
|
| R1 |
2,434.7 |
2,434.7 |
2,415.7 |
2,426.0 |
| PP |
2,417.3 |
2,417.3 |
2,417.3 |
2,413.0 |
| S1 |
2,394.7 |
2,394.7 |
2,408.3 |
2,386.0 |
| S2 |
2,377.3 |
2,377.3 |
2,404.7 |
|
| S3 |
2,337.3 |
2,354.7 |
2,401.0 |
|
| S4 |
2,297.3 |
2,314.7 |
2,390.0 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,647.3 |
2,602.7 |
2,452.2 |
|
| R3 |
2,574.3 |
2,529.7 |
2,432.1 |
|
| R2 |
2,501.3 |
2,501.3 |
2,425.4 |
|
| R1 |
2,456.7 |
2,456.7 |
2,418.7 |
2,442.5 |
| PP |
2,428.3 |
2,428.3 |
2,428.3 |
2,421.3 |
| S1 |
2,383.7 |
2,383.7 |
2,405.3 |
2,369.5 |
| S2 |
2,355.3 |
2,355.3 |
2,398.6 |
|
| S3 |
2,282.3 |
2,310.7 |
2,391.9 |
|
| S4 |
2,209.3 |
2,237.7 |
2,371.9 |
|
|
| 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 |
2,400.0 |
73.0 |
3.0% |
28.6 |
1.2% |
16% |
False |
True |
820 |
| 10 |
2,473.0 |
2,332.0 |
141.0 |
5.8% |
31.6 |
1.3% |
57% |
False |
False |
851 |
| 20 |
2,473.0 |
2,243.0 |
230.0 |
9.5% |
34.3 |
1.4% |
73% |
False |
False |
848 |
| 40 |
2,473.0 |
2,109.0 |
364.0 |
15.1% |
40.2 |
1.7% |
83% |
False |
False |
1,274 |
| 60 |
2,473.0 |
1,999.0 |
474.0 |
19.7% |
46.6 |
1.9% |
87% |
False |
False |
4,023 |
| 80 |
2,473.0 |
1,999.0 |
474.0 |
19.7% |
49.0 |
2.0% |
87% |
False |
False |
3,094 |
| 100 |
2,473.0 |
1,903.0 |
570.0 |
23.6% |
48.2 |
2.0% |
89% |
False |
False |
2,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,610.0 |
|
2.618 |
2,544.7 |
|
1.618 |
2,504.7 |
|
1.000 |
2,480.0 |
|
0.618 |
2,464.7 |
|
HIGH |
2,440.0 |
|
0.618 |
2,424.7 |
|
0.500 |
2,420.0 |
|
0.382 |
2,415.3 |
|
LOW |
2,400.0 |
|
0.618 |
2,375.3 |
|
1.000 |
2,360.0 |
|
1.618 |
2,335.3 |
|
2.618 |
2,295.3 |
|
4.250 |
2,230.0 |
|
|
| Fisher Pivots for day following 10-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,420.0 |
2,436.5 |
| PP |
2,417.3 |
2,428.3 |
| S1 |
2,414.7 |
2,420.2 |
|