| Trading Metrics calculated at close of trading on 07-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1,336.50 |
1,339.00 |
2.50 |
0.2% |
1,314.00 |
| High |
1,340.50 |
1,345.75 |
5.25 |
0.4% |
1,342.00 |
| Low |
1,330.25 |
1,331.75 |
1.50 |
0.1% |
1,296.00 |
| Close |
1,339.00 |
1,344.75 |
5.75 |
0.4% |
1,339.00 |
| Range |
10.25 |
14.00 |
3.75 |
36.6% |
46.00 |
| ATR |
17.10 |
16.88 |
-0.22 |
-1.3% |
0.00 |
| Volume |
1,191,584 |
1,498,761 |
307,177 |
25.8% |
8,563,095 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,382.75 |
1,377.75 |
1,352.50 |
|
| R3 |
1,368.75 |
1,363.75 |
1,348.50 |
|
| R2 |
1,354.75 |
1,354.75 |
1,347.25 |
|
| R1 |
1,349.75 |
1,349.75 |
1,346.00 |
1,352.25 |
| PP |
1,340.75 |
1,340.75 |
1,340.75 |
1,342.00 |
| S1 |
1,335.75 |
1,335.75 |
1,343.50 |
1,338.25 |
| S2 |
1,326.75 |
1,326.75 |
1,342.25 |
|
| S3 |
1,312.75 |
1,321.75 |
1,341.00 |
|
| S4 |
1,298.75 |
1,307.75 |
1,337.00 |
|
|
| 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 |
1,345.75 |
1,303.75 |
42.00 |
3.1% |
15.75 |
1.2% |
98% |
True |
False |
1,530,262 |
| 10 |
1,345.75 |
1,296.00 |
49.75 |
3.7% |
16.75 |
1.2% |
98% |
True |
False |
1,695,411 |
| 20 |
1,345.75 |
1,272.75 |
73.00 |
5.4% |
15.75 |
1.2% |
99% |
True |
False |
1,614,830 |
| 40 |
1,345.75 |
1,195.50 |
150.25 |
11.2% |
18.00 |
1.3% |
99% |
True |
False |
1,572,046 |
| 60 |
1,345.75 |
1,141.75 |
204.00 |
15.2% |
21.00 |
1.6% |
100% |
True |
False |
1,078,817 |
| 80 |
1,345.75 |
1,141.75 |
204.00 |
15.2% |
23.25 |
1.7% |
100% |
True |
False |
809,738 |
| 100 |
1,345.75 |
1,062.00 |
283.75 |
21.1% |
25.50 |
1.9% |
100% |
True |
False |
648,077 |
| 120 |
1,345.75 |
1,062.00 |
283.75 |
21.1% |
26.75 |
2.0% |
100% |
True |
False |
540,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,405.25 |
|
2.618 |
1,382.50 |
|
1.618 |
1,368.50 |
|
1.000 |
1,359.75 |
|
0.618 |
1,354.50 |
|
HIGH |
1,345.75 |
|
0.618 |
1,340.50 |
|
0.500 |
1,338.75 |
|
0.382 |
1,337.00 |
|
LOW |
1,331.75 |
|
0.618 |
1,323.00 |
|
1.000 |
1,317.75 |
|
1.618 |
1,309.00 |
|
2.618 |
1,295.00 |
|
4.250 |
1,272.25 |
|
|
| Fisher Pivots for day following 07-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,342.75 |
1,340.75 |
| PP |
1,340.75 |
1,336.75 |
| S1 |
1,338.75 |
1,333.00 |
|