| 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 |
1,304.00 |
1,301.00 |
-3.00 |
-0.2% |
1,301.75 |
| High |
1,311.75 |
1,321.00 |
9.25 |
0.7% |
1,324.00 |
| Low |
1,296.50 |
1,299.00 |
2.50 |
0.2% |
1,296.00 |
| Close |
1,302.50 |
1,314.00 |
11.50 |
0.9% |
1,307.00 |
| Range |
15.25 |
22.00 |
6.75 |
44.3% |
28.00 |
| ATR |
16.27 |
16.68 |
0.41 |
2.5% |
0.00 |
| Volume |
7,296 |
10,231 |
2,935 |
40.2% |
31,599 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,377.25 |
1,367.75 |
1,326.00 |
|
| R3 |
1,355.25 |
1,345.75 |
1,320.00 |
|
| R2 |
1,333.25 |
1,333.25 |
1,318.00 |
|
| R1 |
1,323.75 |
1,323.75 |
1,316.00 |
1,328.50 |
| PP |
1,311.25 |
1,311.25 |
1,311.25 |
1,313.75 |
| S1 |
1,301.75 |
1,301.75 |
1,312.00 |
1,306.50 |
| S2 |
1,289.25 |
1,289.25 |
1,310.00 |
|
| S3 |
1,267.25 |
1,279.75 |
1,308.00 |
|
| S4 |
1,245.25 |
1,257.75 |
1,302.00 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,393.00 |
1,378.00 |
1,322.50 |
|
| R3 |
1,365.00 |
1,350.00 |
1,314.75 |
|
| R2 |
1,337.00 |
1,337.00 |
1,312.25 |
|
| R1 |
1,322.00 |
1,322.00 |
1,309.50 |
1,329.50 |
| PP |
1,309.00 |
1,309.00 |
1,309.00 |
1,312.75 |
| S1 |
1,294.00 |
1,294.00 |
1,304.50 |
1,301.50 |
| S2 |
1,281.00 |
1,281.00 |
1,301.75 |
|
| S3 |
1,253.00 |
1,266.00 |
1,299.25 |
|
| S4 |
1,225.00 |
1,238.00 |
1,291.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,324.00 |
1,291.25 |
32.75 |
2.5% |
17.25 |
1.3% |
69% |
False |
False |
6,665 |
| 10 |
1,324.00 |
1,291.25 |
32.75 |
2.5% |
14.75 |
1.1% |
69% |
False |
False |
5,484 |
| 20 |
1,324.00 |
1,255.25 |
68.75 |
5.2% |
15.00 |
1.1% |
85% |
False |
False |
3,418 |
| 40 |
1,324.00 |
1,190.00 |
134.00 |
10.2% |
17.00 |
1.3% |
93% |
False |
False |
2,106 |
| 60 |
1,324.00 |
1,140.25 |
183.75 |
14.0% |
17.00 |
1.3% |
95% |
False |
False |
1,453 |
| 80 |
1,324.00 |
1,134.25 |
189.75 |
14.4% |
19.00 |
1.4% |
95% |
False |
False |
1,094 |
| 100 |
1,324.00 |
1,057.50 |
266.50 |
20.3% |
21.75 |
1.6% |
96% |
False |
False |
878 |
| 120 |
1,324.00 |
1,057.50 |
266.50 |
20.3% |
19.00 |
1.5% |
96% |
False |
False |
733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,414.50 |
|
2.618 |
1,378.50 |
|
1.618 |
1,356.50 |
|
1.000 |
1,343.00 |
|
0.618 |
1,334.50 |
|
HIGH |
1,321.00 |
|
0.618 |
1,312.50 |
|
0.500 |
1,310.00 |
|
0.382 |
1,307.50 |
|
LOW |
1,299.00 |
|
0.618 |
1,285.50 |
|
1.000 |
1,277.00 |
|
1.618 |
1,263.50 |
|
2.618 |
1,241.50 |
|
4.250 |
1,205.50 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,312.75 |
1,311.50 |
| PP |
1,311.25 |
1,308.75 |
| S1 |
1,310.00 |
1,306.00 |
|