| Trading Metrics calculated at close of trading on 07-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1,735.0 |
1,725.7 |
-9.3 |
-0.5% |
1,742.9 |
| High |
1,742.0 |
1,754.6 |
12.6 |
0.7% |
1,768.4 |
| Low |
1,717.0 |
1,717.3 |
0.3 |
0.0% |
1,722.1 |
| Close |
1,727.6 |
1,751.1 |
23.5 |
1.4% |
1,743.0 |
| Range |
25.0 |
37.3 |
12.3 |
49.2% |
46.3 |
| ATR |
27.0 |
27.7 |
0.7 |
2.7% |
0.0 |
| Volume |
3,162 |
3,348 |
186 |
5.9% |
28,990 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,852.9 |
1,839.3 |
1,771.6 |
|
| R3 |
1,815.6 |
1,802.0 |
1,761.4 |
|
| R2 |
1,778.3 |
1,778.3 |
1,757.9 |
|
| R1 |
1,764.7 |
1,764.7 |
1,754.5 |
1,771.5 |
| PP |
1,741.0 |
1,741.0 |
1,741.0 |
1,744.4 |
| S1 |
1,727.4 |
1,727.4 |
1,747.7 |
1,734.2 |
| S2 |
1,703.7 |
1,703.7 |
1,744.3 |
|
| S3 |
1,666.4 |
1,690.1 |
1,740.8 |
|
| S4 |
1,629.1 |
1,652.8 |
1,730.6 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,883.4 |
1,859.5 |
1,768.5 |
|
| R3 |
1,837.1 |
1,813.2 |
1,755.7 |
|
| R2 |
1,790.8 |
1,790.8 |
1,751.5 |
|
| R1 |
1,766.9 |
1,766.9 |
1,747.2 |
1,778.9 |
| PP |
1,744.5 |
1,744.5 |
1,744.5 |
1,750.5 |
| S1 |
1,720.6 |
1,720.6 |
1,738.8 |
1,732.6 |
| S2 |
1,698.2 |
1,698.2 |
1,734.5 |
|
| S3 |
1,651.9 |
1,674.3 |
1,730.3 |
|
| S4 |
1,605.6 |
1,628.0 |
1,717.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,768.4 |
1,717.0 |
51.4 |
2.9% |
27.2 |
1.6% |
66% |
False |
False |
3,469 |
| 10 |
1,768.4 |
1,656.5 |
111.9 |
6.4% |
29.1 |
1.7% |
85% |
False |
False |
5,693 |
| 20 |
1,768.4 |
1,618.2 |
150.2 |
8.6% |
25.1 |
1.4% |
88% |
False |
False |
5,938 |
| 40 |
1,768.4 |
1,528.6 |
239.8 |
13.7% |
27.6 |
1.6% |
93% |
False |
False |
4,352 |
| 60 |
1,802.3 |
1,528.6 |
273.7 |
15.6% |
28.9 |
1.7% |
81% |
False |
False |
3,497 |
| 80 |
1,808.5 |
1,528.6 |
279.9 |
16.0% |
29.2 |
1.7% |
79% |
False |
False |
2,781 |
| 100 |
1,835.0 |
1,528.6 |
306.4 |
17.5% |
32.5 |
1.9% |
73% |
False |
False |
2,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,913.1 |
|
2.618 |
1,852.3 |
|
1.618 |
1,815.0 |
|
1.000 |
1,791.9 |
|
0.618 |
1,777.7 |
|
HIGH |
1,754.6 |
|
0.618 |
1,740.4 |
|
0.500 |
1,736.0 |
|
0.382 |
1,731.5 |
|
LOW |
1,717.3 |
|
0.618 |
1,694.2 |
|
1.000 |
1,680.0 |
|
1.618 |
1,656.9 |
|
2.618 |
1,619.6 |
|
4.250 |
1,558.8 |
|
|
| Fisher Pivots for day following 07-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,746.1 |
1,748.3 |
| PP |
1,741.0 |
1,745.5 |
| S1 |
1,736.0 |
1,742.7 |
|