| 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 |
6,806.0 |
6,798.5 |
-7.5 |
-0.1% |
6,497.0 |
| High |
6,845.5 |
6,852.0 |
6.5 |
0.1% |
6,806.5 |
| Low |
6,759.5 |
6,766.5 |
7.0 |
0.1% |
6,439.0 |
| Close |
6,762.0 |
6,803.0 |
41.0 |
0.6% |
6,781.5 |
| Range |
86.0 |
85.5 |
-0.5 |
-0.6% |
367.5 |
| ATR |
106.5 |
105.3 |
-1.2 |
-1.1% |
0.0 |
| Volume |
518 |
776 |
258 |
49.8% |
2,160 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,063.7 |
7,018.8 |
6,850.0 |
|
| R3 |
6,978.2 |
6,933.3 |
6,826.5 |
|
| R2 |
6,892.7 |
6,892.7 |
6,818.7 |
|
| R1 |
6,847.8 |
6,847.8 |
6,810.8 |
6,870.3 |
| PP |
6,807.2 |
6,807.2 |
6,807.2 |
6,818.4 |
| S1 |
6,762.3 |
6,762.3 |
6,795.2 |
6,784.8 |
| S2 |
6,721.7 |
6,721.7 |
6,787.3 |
|
| S3 |
6,636.2 |
6,676.8 |
6,779.5 |
|
| S4 |
6,550.7 |
6,591.3 |
6,756.0 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,778.2 |
7,647.3 |
6,983.6 |
|
| R3 |
7,410.7 |
7,279.8 |
6,882.6 |
|
| R2 |
7,043.2 |
7,043.2 |
6,848.9 |
|
| R1 |
6,912.3 |
6,912.3 |
6,815.2 |
6,977.8 |
| PP |
6,675.7 |
6,675.7 |
6,675.7 |
6,708.4 |
| S1 |
6,544.8 |
6,544.8 |
6,747.8 |
6,610.3 |
| S2 |
6,308.2 |
6,308.2 |
6,714.1 |
|
| S3 |
5,940.7 |
6,177.3 |
6,680.4 |
|
| S4 |
5,573.2 |
5,809.8 |
6,579.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,852.0 |
6,655.0 |
197.0 |
2.9% |
95.4 |
1.4% |
75% |
True |
False |
418 |
| 10 |
6,852.0 |
6,439.0 |
413.0 |
6.1% |
92.2 |
1.4% |
88% |
True |
False |
454 |
| 20 |
6,852.0 |
6,096.5 |
755.5 |
11.1% |
96.2 |
1.4% |
94% |
True |
False |
381 |
| 40 |
6,852.0 |
5,641.5 |
1,210.5 |
17.8% |
104.0 |
1.5% |
96% |
True |
False |
853 |
| 60 |
6,852.0 |
5,409.0 |
1,443.0 |
21.2% |
120.1 |
1.8% |
97% |
True |
False |
1,017 |
| 80 |
6,852.0 |
5,409.0 |
1,443.0 |
21.2% |
134.1 |
2.0% |
97% |
True |
False |
799 |
| 100 |
6,852.0 |
5,049.0 |
1,803.0 |
26.5% |
134.7 |
2.0% |
97% |
True |
False |
653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,215.4 |
|
2.618 |
7,075.8 |
|
1.618 |
6,990.3 |
|
1.000 |
6,937.5 |
|
0.618 |
6,904.8 |
|
HIGH |
6,852.0 |
|
0.618 |
6,819.3 |
|
0.500 |
6,809.3 |
|
0.382 |
6,799.2 |
|
LOW |
6,766.5 |
|
0.618 |
6,713.7 |
|
1.000 |
6,681.0 |
|
1.618 |
6,628.2 |
|
2.618 |
6,542.7 |
|
4.250 |
6,403.1 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,809.3 |
6,794.8 |
| PP |
6,807.2 |
6,786.7 |
| S1 |
6,805.1 |
6,778.5 |
|