| 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 |
2,522.0 |
2,524.0 |
2.0 |
0.1% |
2,424.0 |
| High |
2,540.0 |
2,544.0 |
4.0 |
0.2% |
2,525.0 |
| Low |
2,510.0 |
2,512.0 |
2.0 |
0.1% |
2,397.0 |
| Close |
2,529.0 |
2,533.0 |
4.0 |
0.2% |
2,523.0 |
| Range |
30.0 |
32.0 |
2.0 |
6.7% |
128.0 |
| ATR |
45.9 |
44.9 |
-1.0 |
-2.2% |
0.0 |
| Volume |
929,103 |
1,193,526 |
264,423 |
28.5% |
5,128,714 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,625.7 |
2,611.3 |
2,550.6 |
|
| R3 |
2,593.7 |
2,579.3 |
2,541.8 |
|
| R2 |
2,561.7 |
2,561.7 |
2,538.9 |
|
| R1 |
2,547.3 |
2,547.3 |
2,535.9 |
2,554.5 |
| PP |
2,529.7 |
2,529.7 |
2,529.7 |
2,533.3 |
| S1 |
2,515.3 |
2,515.3 |
2,530.1 |
2,522.5 |
| S2 |
2,497.7 |
2,497.7 |
2,527.1 |
|
| S3 |
2,465.7 |
2,483.3 |
2,524.2 |
|
| S4 |
2,433.7 |
2,451.3 |
2,515.4 |
|
|
| 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 |
2,544.0 |
2,468.0 |
76.0 |
3.0% |
36.4 |
1.4% |
86% |
True |
False |
995,795 |
| 10 |
2,544.0 |
2,397.0 |
147.0 |
5.8% |
36.9 |
1.5% |
93% |
True |
False |
991,608 |
| 20 |
2,544.0 |
2,300.0 |
244.0 |
9.6% |
40.2 |
1.6% |
95% |
True |
False |
1,035,957 |
| 40 |
2,544.0 |
2,162.0 |
382.0 |
15.1% |
45.8 |
1.8% |
97% |
True |
False |
901,502 |
| 60 |
2,544.0 |
2,059.0 |
485.0 |
19.1% |
52.6 |
2.1% |
98% |
True |
False |
655,429 |
| 80 |
2,544.0 |
2,059.0 |
485.0 |
19.1% |
58.2 |
2.3% |
98% |
True |
False |
494,176 |
| 100 |
2,544.0 |
1,927.0 |
617.0 |
24.4% |
61.5 |
2.4% |
98% |
True |
False |
396,680 |
| 120 |
2,544.0 |
1,927.0 |
617.0 |
24.4% |
63.1 |
2.5% |
98% |
True |
False |
333,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,680.0 |
|
2.618 |
2,627.8 |
|
1.618 |
2,595.8 |
|
1.000 |
2,576.0 |
|
0.618 |
2,563.8 |
|
HIGH |
2,544.0 |
|
0.618 |
2,531.8 |
|
0.500 |
2,528.0 |
|
0.382 |
2,524.2 |
|
LOW |
2,512.0 |
|
0.618 |
2,492.2 |
|
1.000 |
2,480.0 |
|
1.618 |
2,460.2 |
|
2.618 |
2,428.2 |
|
4.250 |
2,376.0 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,531.3 |
2,526.8 |
| PP |
2,529.7 |
2,520.7 |
| S1 |
2,528.0 |
2,514.5 |
|