| Trading Metrics calculated at close of trading on 02-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
12,579 |
12,656 |
77 |
0.6% |
12,633 |
| High |
12,735 |
12,701 |
-34 |
-0.3% |
12,786 |
| Low |
12,550 |
12,622 |
72 |
0.6% |
12,522 |
| Close |
12,653 |
12,666 |
13 |
0.1% |
12,614 |
| Range |
185 |
79 |
-106 |
-57.3% |
264 |
| ATR |
158 |
152 |
-6 |
-3.6% |
0 |
| Volume |
100,929 |
80,637 |
-20,292 |
-20.1% |
466,818 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,900 |
12,862 |
12,710 |
|
| R3 |
12,821 |
12,783 |
12,688 |
|
| R2 |
12,742 |
12,742 |
12,681 |
|
| R1 |
12,704 |
12,704 |
12,673 |
12,723 |
| PP |
12,663 |
12,663 |
12,663 |
12,673 |
| S1 |
12,625 |
12,625 |
12,659 |
12,644 |
| S2 |
12,584 |
12,584 |
12,652 |
|
| S3 |
12,505 |
12,546 |
12,644 |
|
| S4 |
12,426 |
12,467 |
12,623 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,433 |
13,287 |
12,759 |
|
| R3 |
13,169 |
13,023 |
12,687 |
|
| R2 |
12,905 |
12,905 |
12,663 |
|
| R1 |
12,759 |
12,759 |
12,638 |
12,700 |
| PP |
12,641 |
12,641 |
12,641 |
12,611 |
| S1 |
12,495 |
12,495 |
12,590 |
12,436 |
| S2 |
12,377 |
12,377 |
12,566 |
|
| S3 |
12,113 |
12,231 |
12,542 |
|
| S4 |
11,849 |
11,967 |
12,469 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,735 |
12,476 |
259 |
2.0% |
149 |
1.2% |
73% |
False |
False |
95,052 |
| 10 |
12,786 |
12,476 |
310 |
2.4% |
140 |
1.1% |
61% |
False |
False |
90,887 |
| 20 |
12,786 |
12,219 |
567 |
4.5% |
138 |
1.1% |
79% |
False |
False |
87,917 |
| 40 |
12,786 |
11,661 |
1,125 |
8.9% |
165 |
1.3% |
89% |
False |
False |
82,241 |
| 60 |
12,786 |
11,077 |
1,709 |
13.5% |
183 |
1.4% |
93% |
False |
False |
54,887 |
| 80 |
12,786 |
11,077 |
1,709 |
13.5% |
185 |
1.5% |
93% |
False |
False |
41,171 |
| 100 |
12,786 |
10,288 |
2,498 |
19.7% |
203 |
1.6% |
95% |
False |
False |
32,945 |
| 120 |
12,786 |
10,288 |
2,498 |
19.7% |
173 |
1.4% |
95% |
False |
False |
27,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,037 |
|
2.618 |
12,908 |
|
1.618 |
12,829 |
|
1.000 |
12,780 |
|
0.618 |
12,750 |
|
HIGH |
12,701 |
|
0.618 |
12,671 |
|
0.500 |
12,662 |
|
0.382 |
12,652 |
|
LOW |
12,622 |
|
0.618 |
12,573 |
|
1.000 |
12,543 |
|
1.618 |
12,494 |
|
2.618 |
12,415 |
|
4.250 |
12,286 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,665 |
12,652 |
| PP |
12,663 |
12,637 |
| S1 |
12,662 |
12,623 |
|