| Trading Metrics calculated at close of trading on 03-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1,320.25 |
1,322.75 |
2.50 |
0.2% |
1,314.00 |
| High |
1,326.00 |
1,342.00 |
16.00 |
1.2% |
1,342.00 |
| Low |
1,317.00 |
1,320.00 |
3.00 |
0.2% |
1,296.00 |
| Close |
1,322.75 |
1,339.00 |
16.25 |
1.2% |
1,339.00 |
| Range |
9.00 |
22.00 |
13.00 |
144.4% |
46.00 |
| ATR |
17.29 |
17.63 |
0.34 |
1.9% |
0.00 |
| Volume |
1,352,211 |
1,704,222 |
352,011 |
26.0% |
8,563,095 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,399.75 |
1,391.25 |
1,351.00 |
|
| R3 |
1,377.75 |
1,369.25 |
1,345.00 |
|
| R2 |
1,355.75 |
1,355.75 |
1,343.00 |
|
| R1 |
1,347.25 |
1,347.25 |
1,341.00 |
1,351.50 |
| PP |
1,333.75 |
1,333.75 |
1,333.75 |
1,335.75 |
| S1 |
1,325.25 |
1,325.25 |
1,337.00 |
1,329.50 |
| S2 |
1,311.75 |
1,311.75 |
1,335.00 |
|
| S3 |
1,289.75 |
1,303.25 |
1,333.00 |
|
| S4 |
1,267.75 |
1,281.25 |
1,327.00 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,463.75 |
1,447.25 |
1,364.25 |
|
| R3 |
1,417.75 |
1,401.25 |
1,351.75 |
|
| R2 |
1,371.75 |
1,371.75 |
1,347.50 |
|
| R1 |
1,355.25 |
1,355.25 |
1,343.25 |
1,363.50 |
| PP |
1,325.75 |
1,325.75 |
1,325.75 |
1,329.75 |
| S1 |
1,309.25 |
1,309.25 |
1,334.75 |
1,317.50 |
| S2 |
1,279.75 |
1,279.75 |
1,330.50 |
|
| S3 |
1,233.75 |
1,263.25 |
1,326.25 |
|
| S4 |
1,187.75 |
1,217.25 |
1,313.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,342.00 |
1,296.00 |
46.00 |
3.4% |
17.50 |
1.3% |
93% |
True |
False |
1,712,619 |
| 10 |
1,342.00 |
1,296.00 |
46.00 |
3.4% |
16.50 |
1.2% |
93% |
True |
False |
1,732,769 |
| 20 |
1,342.00 |
1,266.75 |
75.25 |
5.6% |
15.75 |
1.2% |
96% |
True |
False |
1,613,436 |
| 40 |
1,342.00 |
1,195.50 |
146.50 |
10.9% |
19.00 |
1.4% |
98% |
True |
False |
1,543,748 |
| 60 |
1,342.00 |
1,141.75 |
200.25 |
15.0% |
21.75 |
1.6% |
99% |
True |
False |
1,034,086 |
| 80 |
1,342.00 |
1,141.75 |
200.25 |
15.0% |
23.75 |
1.8% |
99% |
True |
False |
776,135 |
| 100 |
1,342.00 |
1,062.00 |
280.00 |
20.9% |
26.25 |
2.0% |
99% |
True |
False |
621,178 |
| 120 |
1,342.00 |
1,062.00 |
280.00 |
20.9% |
26.75 |
2.0% |
99% |
True |
False |
517,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,435.50 |
|
2.618 |
1,399.50 |
|
1.618 |
1,377.50 |
|
1.000 |
1,364.00 |
|
0.618 |
1,355.50 |
|
HIGH |
1,342.00 |
|
0.618 |
1,333.50 |
|
0.500 |
1,331.00 |
|
0.382 |
1,328.50 |
|
LOW |
1,320.00 |
|
0.618 |
1,306.50 |
|
1.000 |
1,298.00 |
|
1.618 |
1,284.50 |
|
2.618 |
1,262.50 |
|
4.250 |
1,226.50 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,336.25 |
1,333.50 |
| PP |
1,333.75 |
1,328.25 |
| S1 |
1,331.00 |
1,323.00 |
|