| 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 |
6,798.5 |
6,780.0 |
-18.5 |
-0.3% |
6,755.0 |
| High |
6,852.0 |
6,780.0 |
-72.0 |
-1.1% |
6,852.0 |
| Low |
6,766.5 |
6,669.5 |
-97.0 |
-1.4% |
6,669.5 |
| Close |
6,803.0 |
6,711.0 |
-92.0 |
-1.4% |
6,711.0 |
| Range |
85.5 |
110.5 |
25.0 |
29.2% |
182.5 |
| ATR |
105.3 |
107.3 |
2.0 |
1.9% |
0.0 |
| Volume |
776 |
333 |
-443 |
-57.1% |
2,132 |
|
| Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,051.7 |
6,991.8 |
6,771.8 |
|
| R3 |
6,941.2 |
6,881.3 |
6,741.4 |
|
| R2 |
6,830.7 |
6,830.7 |
6,731.3 |
|
| R1 |
6,770.8 |
6,770.8 |
6,721.1 |
6,745.5 |
| PP |
6,720.2 |
6,720.2 |
6,720.2 |
6,707.5 |
| S1 |
6,660.3 |
6,660.3 |
6,700.9 |
6,635.0 |
| S2 |
6,609.7 |
6,609.7 |
6,690.7 |
|
| S3 |
6,499.2 |
6,549.8 |
6,680.6 |
|
| S4 |
6,388.7 |
6,439.3 |
6,650.2 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,291.7 |
7,183.8 |
6,811.4 |
|
| R3 |
7,109.2 |
7,001.3 |
6,761.2 |
|
| R2 |
6,926.7 |
6,926.7 |
6,744.5 |
|
| R1 |
6,818.8 |
6,818.8 |
6,727.7 |
6,781.5 |
| PP |
6,744.2 |
6,744.2 |
6,744.2 |
6,725.5 |
| S1 |
6,636.3 |
6,636.3 |
6,694.3 |
6,599.0 |
| S2 |
6,561.7 |
6,561.7 |
6,677.5 |
|
| S3 |
6,379.2 |
6,453.8 |
6,660.8 |
|
| S4 |
6,196.7 |
6,271.3 |
6,610.6 |
|
|
| 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 |
6,669.5 |
182.5 |
2.7% |
87.2 |
1.3% |
23% |
False |
True |
426 |
| 10 |
6,852.0 |
6,439.0 |
413.0 |
6.2% |
95.3 |
1.4% |
66% |
False |
False |
429 |
| 20 |
6,852.0 |
6,117.5 |
734.5 |
10.9% |
93.5 |
1.4% |
81% |
False |
False |
384 |
| 40 |
6,852.0 |
5,641.5 |
1,210.5 |
18.0% |
103.1 |
1.5% |
88% |
False |
False |
521 |
| 60 |
6,852.0 |
5,409.0 |
1,443.0 |
21.5% |
120.1 |
1.8% |
90% |
False |
False |
1,021 |
| 80 |
6,852.0 |
5,409.0 |
1,443.0 |
21.5% |
134.1 |
2.0% |
90% |
False |
False |
802 |
| 100 |
6,852.0 |
5,049.0 |
1,803.0 |
26.9% |
135.4 |
2.0% |
92% |
False |
False |
656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,249.6 |
|
2.618 |
7,069.3 |
|
1.618 |
6,958.8 |
|
1.000 |
6,890.5 |
|
0.618 |
6,848.3 |
|
HIGH |
6,780.0 |
|
0.618 |
6,737.8 |
|
0.500 |
6,724.8 |
|
0.382 |
6,711.7 |
|
LOW |
6,669.5 |
|
0.618 |
6,601.2 |
|
1.000 |
6,559.0 |
|
1.618 |
6,490.7 |
|
2.618 |
6,380.2 |
|
4.250 |
6,199.9 |
|
|
| Fisher Pivots for day following 10-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,724.8 |
6,760.8 |
| PP |
6,720.2 |
6,744.2 |
| S1 |
6,715.6 |
6,727.6 |
|