| Trading Metrics calculated at close of trading on 06-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1,322.75 |
1,336.50 |
13.75 |
1.0% |
1,314.00 |
| High |
1,342.00 |
1,340.50 |
-1.50 |
-0.1% |
1,342.00 |
| Low |
1,320.00 |
1,330.25 |
10.25 |
0.8% |
1,296.00 |
| Close |
1,339.00 |
1,339.00 |
0.00 |
0.0% |
1,339.00 |
| Range |
22.00 |
10.25 |
-11.75 |
-53.4% |
46.00 |
| ATR |
17.63 |
17.10 |
-0.53 |
-3.0% |
0.00 |
| Volume |
1,704,222 |
1,191,584 |
-512,638 |
-30.1% |
8,563,095 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,367.25 |
1,363.50 |
1,344.75 |
|
| R3 |
1,357.00 |
1,353.25 |
1,341.75 |
|
| R2 |
1,346.75 |
1,346.75 |
1,341.00 |
|
| R1 |
1,343.00 |
1,343.00 |
1,340.00 |
1,345.00 |
| PP |
1,336.50 |
1,336.50 |
1,336.50 |
1,337.50 |
| S1 |
1,332.75 |
1,332.75 |
1,338.00 |
1,334.50 |
| S2 |
1,326.25 |
1,326.25 |
1,337.00 |
|
| S3 |
1,316.00 |
1,322.50 |
1,336.25 |
|
| S4 |
1,305.75 |
1,312.25 |
1,333.25 |
|
|
| 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 |
1,302.25 |
39.75 |
3.0% |
16.00 |
1.2% |
92% |
False |
False |
1,608,821 |
| 10 |
1,342.00 |
1,296.00 |
46.00 |
3.4% |
16.25 |
1.2% |
93% |
False |
False |
1,692,431 |
| 20 |
1,342.00 |
1,267.25 |
74.75 |
5.6% |
15.50 |
1.2% |
96% |
False |
False |
1,600,771 |
| 40 |
1,342.00 |
1,195.50 |
146.50 |
10.9% |
18.50 |
1.4% |
98% |
False |
False |
1,566,521 |
| 60 |
1,342.00 |
1,141.75 |
200.25 |
15.0% |
21.50 |
1.6% |
99% |
False |
False |
1,053,930 |
| 80 |
1,342.00 |
1,141.75 |
200.25 |
15.0% |
23.50 |
1.8% |
99% |
False |
False |
791,016 |
| 100 |
1,342.00 |
1,062.00 |
280.00 |
20.9% |
26.00 |
1.9% |
99% |
False |
False |
633,091 |
| 120 |
1,342.00 |
1,062.00 |
280.00 |
20.9% |
26.75 |
2.0% |
99% |
False |
False |
527,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,384.00 |
|
2.618 |
1,367.25 |
|
1.618 |
1,357.00 |
|
1.000 |
1,350.75 |
|
0.618 |
1,346.75 |
|
HIGH |
1,340.50 |
|
0.618 |
1,336.50 |
|
0.500 |
1,335.50 |
|
0.382 |
1,334.25 |
|
LOW |
1,330.25 |
|
0.618 |
1,324.00 |
|
1.000 |
1,320.00 |
|
1.618 |
1,313.75 |
|
2.618 |
1,303.50 |
|
4.250 |
1,286.75 |
|
|
| Fisher Pivots for day following 06-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,337.75 |
1,335.75 |
| PP |
1,336.50 |
1,332.75 |
| S1 |
1,335.50 |
1,329.50 |
|