| 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 |
1,755.0 |
1,745.3 |
-9.7 |
-0.6% |
1,741.3 |
| High |
1,759.0 |
1,758.0 |
-1.0 |
-0.1% |
1,769.8 |
| Low |
1,736.1 |
1,734.5 |
-1.6 |
-0.1% |
1,727.9 |
| Close |
1,736.6 |
1,746.6 |
10.0 |
0.6% |
1,745.5 |
| Range |
22.9 |
23.5 |
0.6 |
2.6% |
41.9 |
| ATR |
24.3 |
24.2 |
-0.1 |
-0.2% |
0.0 |
| Volume |
1,471 |
2,043 |
572 |
38.9% |
5,805 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,816.9 |
1,805.2 |
1,759.5 |
|
| R3 |
1,793.4 |
1,781.7 |
1,753.1 |
|
| R2 |
1,769.9 |
1,769.9 |
1,750.9 |
|
| R1 |
1,758.2 |
1,758.2 |
1,748.8 |
1,764.1 |
| PP |
1,746.4 |
1,746.4 |
1,746.4 |
1,749.3 |
| S1 |
1,734.7 |
1,734.7 |
1,744.4 |
1,740.6 |
| S2 |
1,722.9 |
1,722.9 |
1,742.3 |
|
| S3 |
1,699.4 |
1,711.2 |
1,740.1 |
|
| S4 |
1,675.9 |
1,687.7 |
1,733.7 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,873.4 |
1,851.4 |
1,768.5 |
|
| R3 |
1,831.5 |
1,809.5 |
1,757.0 |
|
| R2 |
1,789.6 |
1,789.6 |
1,753.2 |
|
| R1 |
1,767.6 |
1,767.6 |
1,749.3 |
1,778.6 |
| PP |
1,747.7 |
1,747.7 |
1,747.7 |
1,753.3 |
| S1 |
1,725.7 |
1,725.7 |
1,741.7 |
1,736.7 |
| S2 |
1,705.8 |
1,705.8 |
1,737.8 |
|
| S3 |
1,663.9 |
1,683.8 |
1,734.0 |
|
| S4 |
1,622.0 |
1,641.9 |
1,722.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,769.8 |
1,718.0 |
51.8 |
3.0% |
28.6 |
1.6% |
55% |
False |
False |
1,797 |
| 10 |
1,769.8 |
1,718.0 |
51.8 |
3.0% |
21.8 |
1.2% |
55% |
False |
False |
1,359 |
| 20 |
1,769.8 |
1,637.3 |
132.5 |
7.6% |
21.4 |
1.2% |
82% |
False |
False |
1,475 |
| 40 |
1,769.8 |
1,537.0 |
232.8 |
13.3% |
21.2 |
1.2% |
90% |
False |
False |
1,050 |
| 60 |
1,804.0 |
1,537.0 |
267.0 |
15.3% |
21.5 |
1.2% |
79% |
False |
False |
922 |
| 80 |
1,807.2 |
1,537.0 |
270.2 |
15.5% |
20.0 |
1.1% |
78% |
False |
False |
771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,857.9 |
|
2.618 |
1,819.5 |
|
1.618 |
1,796.0 |
|
1.000 |
1,781.5 |
|
0.618 |
1,772.5 |
|
HIGH |
1,758.0 |
|
0.618 |
1,749.0 |
|
0.500 |
1,746.3 |
|
0.382 |
1,743.5 |
|
LOW |
1,734.5 |
|
0.618 |
1,720.0 |
|
1.000 |
1,711.0 |
|
1.618 |
1,696.5 |
|
2.618 |
1,673.0 |
|
4.250 |
1,634.6 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,746.5 |
1,743.9 |
| PP |
1,746.4 |
1,741.2 |
| S1 |
1,746.3 |
1,738.5 |
|