| Trading Metrics calculated at close of trading on 08-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,504.0 |
2,522.0 |
18.0 |
0.7% |
2,424.0 |
| High |
2,521.0 |
2,540.0 |
19.0 |
0.8% |
2,525.0 |
| Low |
2,485.0 |
2,510.0 |
25.0 |
1.0% |
2,397.0 |
| Close |
2,513.0 |
2,529.0 |
16.0 |
0.6% |
2,523.0 |
| Range |
36.0 |
30.0 |
-6.0 |
-16.7% |
128.0 |
| ATR |
47.2 |
45.9 |
-1.2 |
-2.6% |
0.0 |
| Volume |
928,333 |
929,103 |
770 |
0.1% |
5,128,714 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,616.3 |
2,602.7 |
2,545.5 |
|
| R3 |
2,586.3 |
2,572.7 |
2,537.3 |
|
| R2 |
2,556.3 |
2,556.3 |
2,534.5 |
|
| R1 |
2,542.7 |
2,542.7 |
2,531.8 |
2,549.5 |
| PP |
2,526.3 |
2,526.3 |
2,526.3 |
2,529.8 |
| S1 |
2,512.7 |
2,512.7 |
2,526.3 |
2,519.5 |
| S2 |
2,496.3 |
2,496.3 |
2,523.5 |
|
| S3 |
2,466.3 |
2,482.7 |
2,520.8 |
|
| S4 |
2,436.3 |
2,452.7 |
2,512.5 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,865.7 |
2,822.3 |
2,593.4 |
|
| R3 |
2,737.7 |
2,694.3 |
2,558.2 |
|
| R2 |
2,609.7 |
2,609.7 |
2,546.5 |
|
| R1 |
2,566.3 |
2,566.3 |
2,534.7 |
2,588.0 |
| PP |
2,481.7 |
2,481.7 |
2,481.7 |
2,492.5 |
| S1 |
2,438.3 |
2,438.3 |
2,511.3 |
2,460.0 |
| S2 |
2,353.7 |
2,353.7 |
2,499.5 |
|
| S3 |
2,225.7 |
2,310.3 |
2,487.8 |
|
| S4 |
2,097.7 |
2,182.3 |
2,452.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,540.0 |
2,462.0 |
78.0 |
3.1% |
36.0 |
1.4% |
86% |
True |
False |
949,728 |
| 10 |
2,540.0 |
2,397.0 |
143.0 |
5.7% |
37.7 |
1.5% |
92% |
True |
False |
975,611 |
| 20 |
2,540.0 |
2,300.0 |
240.0 |
9.5% |
40.6 |
1.6% |
95% |
True |
False |
1,029,225 |
| 40 |
2,540.0 |
2,162.0 |
378.0 |
14.9% |
46.6 |
1.8% |
97% |
True |
False |
902,927 |
| 60 |
2,540.0 |
2,059.0 |
481.0 |
19.0% |
52.9 |
2.1% |
98% |
True |
False |
635,849 |
| 80 |
2,540.0 |
2,059.0 |
481.0 |
19.0% |
58.9 |
2.3% |
98% |
True |
False |
479,512 |
| 100 |
2,540.0 |
1,927.0 |
613.0 |
24.2% |
61.8 |
2.4% |
98% |
True |
False |
384,773 |
| 120 |
2,540.0 |
1,927.0 |
613.0 |
24.2% |
63.3 |
2.5% |
98% |
True |
False |
323,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,667.5 |
|
2.618 |
2,618.5 |
|
1.618 |
2,588.5 |
|
1.000 |
2,570.0 |
|
0.618 |
2,558.5 |
|
HIGH |
2,540.0 |
|
0.618 |
2,528.5 |
|
0.500 |
2,525.0 |
|
0.382 |
2,521.5 |
|
LOW |
2,510.0 |
|
0.618 |
2,491.5 |
|
1.000 |
2,480.0 |
|
1.618 |
2,461.5 |
|
2.618 |
2,431.5 |
|
4.250 |
2,382.5 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,527.7 |
2,523.5 |
| PP |
2,526.3 |
2,518.0 |
| S1 |
2,525.0 |
2,512.5 |
|