| Trading Metrics calculated at close of trading on 08-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
12,776 |
12,825 |
49 |
0.4% |
12,625 |
| High |
12,851 |
12,870 |
19 |
0.1% |
12,833 |
| Low |
12,729 |
12,776 |
47 |
0.4% |
12,476 |
| Close |
12,831 |
12,843 |
12 |
0.1% |
12,793 |
| Range |
122 |
94 |
-28 |
-23.0% |
357 |
| ATR |
147 |
143 |
-4 |
-2.6% |
0 |
| Volume |
82,689 |
78,245 |
-4,444 |
-5.4% |
465,077 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,112 |
13,071 |
12,895 |
|
| R3 |
13,018 |
12,977 |
12,869 |
|
| R2 |
12,924 |
12,924 |
12,860 |
|
| R1 |
12,883 |
12,883 |
12,852 |
12,904 |
| PP |
12,830 |
12,830 |
12,830 |
12,840 |
| S1 |
12,789 |
12,789 |
12,835 |
12,810 |
| S2 |
12,736 |
12,736 |
12,826 |
|
| S3 |
12,642 |
12,695 |
12,817 |
|
| S4 |
12,548 |
12,601 |
12,791 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,772 |
13,639 |
12,989 |
|
| R3 |
13,415 |
13,282 |
12,891 |
|
| R2 |
13,058 |
13,058 |
12,859 |
|
| R1 |
12,925 |
12,925 |
12,826 |
12,992 |
| PP |
12,701 |
12,701 |
12,701 |
12,734 |
| S1 |
12,568 |
12,568 |
12,760 |
12,635 |
| S2 |
12,344 |
12,344 |
12,728 |
|
| S3 |
11,987 |
12,211 |
12,695 |
|
| S4 |
11,630 |
11,854 |
12,597 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,870 |
12,622 |
248 |
1.9% |
111 |
0.9% |
89% |
True |
False |
79,912 |
| 10 |
12,870 |
12,476 |
394 |
3.1% |
137 |
1.1% |
93% |
True |
False |
89,167 |
| 20 |
12,870 |
12,248 |
622 |
4.8% |
135 |
1.1% |
96% |
True |
False |
87,212 |
| 40 |
12,870 |
11,661 |
1,209 |
9.4% |
153 |
1.2% |
98% |
True |
False |
85,372 |
| 60 |
12,870 |
11,077 |
1,793 |
14.0% |
176 |
1.4% |
98% |
True |
False |
60,201 |
| 80 |
12,870 |
11,077 |
1,793 |
14.0% |
183 |
1.4% |
98% |
True |
False |
45,156 |
| 100 |
12,870 |
10,288 |
2,582 |
20.1% |
199 |
1.6% |
99% |
True |
False |
36,133 |
| 120 |
12,870 |
10,288 |
2,582 |
20.1% |
177 |
1.4% |
99% |
True |
False |
30,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,270 |
|
2.618 |
13,116 |
|
1.618 |
13,022 |
|
1.000 |
12,964 |
|
0.618 |
12,928 |
|
HIGH |
12,870 |
|
0.618 |
12,834 |
|
0.500 |
12,823 |
|
0.382 |
12,812 |
|
LOW |
12,776 |
|
0.618 |
12,718 |
|
1.000 |
12,682 |
|
1.618 |
12,624 |
|
2.618 |
12,530 |
|
4.250 |
12,377 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,836 |
12,827 |
| PP |
12,830 |
12,812 |
| S1 |
12,823 |
12,796 |
|