| Trading Metrics calculated at close of trading on 01-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
6,503.0 |
6,487.0 |
-16.0 |
-0.2% |
6,422.0 |
| High |
6,550.5 |
6,645.0 |
94.5 |
1.4% |
6,589.5 |
| Low |
6,468.0 |
6,484.0 |
16.0 |
0.2% |
6,358.0 |
| Close |
6,481.5 |
6,625.5 |
144.0 |
2.2% |
6,537.0 |
| Range |
82.5 |
161.0 |
78.5 |
95.2% |
231.5 |
| ATR |
110.0 |
113.8 |
3.8 |
3.5% |
0.0 |
| Volume |
155 |
1,298 |
1,143 |
737.4% |
1,693 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,067.8 |
7,007.7 |
6,714.1 |
|
| R3 |
6,906.8 |
6,846.7 |
6,669.8 |
|
| R2 |
6,745.8 |
6,745.8 |
6,655.0 |
|
| R1 |
6,685.7 |
6,685.7 |
6,640.3 |
6,715.8 |
| PP |
6,584.8 |
6,584.8 |
6,584.8 |
6,599.9 |
| S1 |
6,524.7 |
6,524.7 |
6,610.7 |
6,554.8 |
| S2 |
6,423.8 |
6,423.8 |
6,596.0 |
|
| S3 |
6,262.8 |
6,363.7 |
6,581.2 |
|
| S4 |
6,101.8 |
6,202.7 |
6,537.0 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,189.3 |
7,094.7 |
6,664.3 |
|
| R3 |
6,957.8 |
6,863.2 |
6,600.7 |
|
| R2 |
6,726.3 |
6,726.3 |
6,579.4 |
|
| R1 |
6,631.7 |
6,631.7 |
6,558.2 |
6,679.0 |
| PP |
6,494.8 |
6,494.8 |
6,494.8 |
6,518.5 |
| S1 |
6,400.2 |
6,400.2 |
6,515.8 |
6,447.5 |
| S2 |
6,263.3 |
6,263.3 |
6,494.6 |
|
| S3 |
6,031.8 |
6,168.7 |
6,473.3 |
|
| S4 |
5,800.3 |
5,937.2 |
6,409.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,645.0 |
6,439.0 |
206.0 |
3.1% |
103.0 |
1.6% |
91% |
True |
False |
498 |
| 10 |
6,645.0 |
6,358.0 |
287.0 |
4.3% |
93.1 |
1.4% |
93% |
True |
False |
415 |
| 20 |
6,645.0 |
6,014.0 |
631.0 |
9.5% |
97.2 |
1.5% |
97% |
True |
False |
413 |
| 40 |
6,645.0 |
5,641.5 |
1,003.5 |
15.1% |
120.2 |
1.8% |
98% |
True |
False |
1,405 |
| 60 |
6,645.0 |
5,409.0 |
1,236.0 |
18.7% |
131.0 |
2.0% |
98% |
True |
False |
1,003 |
| 80 |
6,645.0 |
5,409.0 |
1,236.0 |
18.7% |
138.4 |
2.1% |
98% |
True |
False |
778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,329.3 |
|
2.618 |
7,066.5 |
|
1.618 |
6,905.5 |
|
1.000 |
6,806.0 |
|
0.618 |
6,744.5 |
|
HIGH |
6,645.0 |
|
0.618 |
6,583.5 |
|
0.500 |
6,564.5 |
|
0.382 |
6,545.5 |
|
LOW |
6,484.0 |
|
0.618 |
6,384.5 |
|
1.000 |
6,323.0 |
|
1.618 |
6,223.5 |
|
2.618 |
6,062.5 |
|
4.250 |
5,799.8 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,605.2 |
6,597.7 |
| PP |
6,584.8 |
6,569.8 |
| S1 |
6,564.5 |
6,542.0 |
|