| Trading Metrics calculated at close of trading on 02-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1,301.00 |
1,315.25 |
14.25 |
1.1% |
1,301.75 |
| High |
1,321.00 |
1,320.00 |
-1.00 |
-0.1% |
1,324.00 |
| Low |
1,299.00 |
1,312.00 |
13.00 |
1.0% |
1,296.00 |
| Close |
1,314.00 |
1,317.00 |
3.00 |
0.2% |
1,307.00 |
| Range |
22.00 |
8.00 |
-14.00 |
-63.6% |
28.00 |
| ATR |
16.68 |
16.06 |
-0.62 |
-3.7% |
0.00 |
| Volume |
10,231 |
1,042 |
-9,189 |
-89.8% |
31,599 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,340.25 |
1,336.75 |
1,321.50 |
|
| R3 |
1,332.25 |
1,328.75 |
1,319.25 |
|
| R2 |
1,324.25 |
1,324.25 |
1,318.50 |
|
| R1 |
1,320.75 |
1,320.75 |
1,317.75 |
1,322.50 |
| PP |
1,316.25 |
1,316.25 |
1,316.25 |
1,317.25 |
| S1 |
1,312.75 |
1,312.75 |
1,316.25 |
1,314.50 |
| S2 |
1,308.25 |
1,308.25 |
1,315.50 |
|
| S3 |
1,300.25 |
1,304.75 |
1,314.75 |
|
| S4 |
1,292.25 |
1,296.75 |
1,312.50 |
|
|
| 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 |
1,321.00 |
1,291.25 |
29.75 |
2.3% |
14.75 |
1.1% |
87% |
False |
False |
6,344 |
| 10 |
1,324.00 |
1,291.25 |
32.75 |
2.5% |
14.50 |
1.1% |
79% |
False |
False |
5,387 |
| 20 |
1,324.00 |
1,255.25 |
68.75 |
5.2% |
14.75 |
1.1% |
90% |
False |
False |
3,432 |
| 40 |
1,324.00 |
1,190.00 |
134.00 |
10.2% |
17.00 |
1.3% |
95% |
False |
False |
2,116 |
| 60 |
1,324.00 |
1,140.25 |
183.75 |
14.0% |
17.00 |
1.3% |
96% |
False |
False |
1,469 |
| 80 |
1,324.00 |
1,140.25 |
183.75 |
14.0% |
18.75 |
1.4% |
96% |
False |
False |
1,107 |
| 100 |
1,324.00 |
1,057.50 |
266.50 |
20.2% |
21.25 |
1.6% |
97% |
False |
False |
888 |
| 120 |
1,324.00 |
1,057.50 |
266.50 |
20.2% |
19.25 |
1.5% |
97% |
False |
False |
742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,354.00 |
|
2.618 |
1,341.00 |
|
1.618 |
1,333.00 |
|
1.000 |
1,328.00 |
|
0.618 |
1,325.00 |
|
HIGH |
1,320.00 |
|
0.618 |
1,317.00 |
|
0.500 |
1,316.00 |
|
0.382 |
1,315.00 |
|
LOW |
1,312.00 |
|
0.618 |
1,307.00 |
|
1.000 |
1,304.00 |
|
1.618 |
1,299.00 |
|
2.618 |
1,291.00 |
|
4.250 |
1,278.00 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,316.75 |
1,314.25 |
| PP |
1,316.25 |
1,311.50 |
| S1 |
1,316.00 |
1,308.75 |
|