| Trading Metrics calculated at close of trading on 31-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,460.00 |
2,462.25 |
2.25 |
0.1% |
2,430.00 |
| High |
2,465.50 |
2,478.50 |
13.00 |
0.5% |
2,476.00 |
| Low |
2,429.50 |
2,448.75 |
19.25 |
0.8% |
2,419.50 |
| Close |
2,462.00 |
2,464.25 |
2.25 |
0.1% |
2,456.25 |
| Range |
36.00 |
29.75 |
-6.25 |
-17.4% |
56.50 |
| ATR |
32.94 |
32.71 |
-0.23 |
-0.7% |
0.00 |
| Volume |
182,360 |
271,817 |
89,457 |
49.1% |
918,444 |
|
| Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,553.00 |
2,538.50 |
2,480.50 |
|
| R3 |
2,523.25 |
2,508.75 |
2,472.50 |
|
| R2 |
2,493.50 |
2,493.50 |
2,469.75 |
|
| R1 |
2,479.00 |
2,479.00 |
2,467.00 |
2,486.25 |
| PP |
2,463.75 |
2,463.75 |
2,463.75 |
2,467.50 |
| S1 |
2,449.25 |
2,449.25 |
2,461.50 |
2,456.50 |
| S2 |
2,434.00 |
2,434.00 |
2,458.75 |
|
| S3 |
2,404.25 |
2,419.50 |
2,456.00 |
|
| S4 |
2,374.50 |
2,389.75 |
2,448.00 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,620.00 |
2,594.75 |
2,487.25 |
|
| R3 |
2,563.50 |
2,538.25 |
2,471.75 |
|
| R2 |
2,507.00 |
2,507.00 |
2,466.50 |
|
| R1 |
2,481.75 |
2,481.75 |
2,461.50 |
2,494.50 |
| PP |
2,450.50 |
2,450.50 |
2,450.50 |
2,457.00 |
| S1 |
2,425.25 |
2,425.25 |
2,451.00 |
2,438.00 |
| S2 |
2,394.00 |
2,394.00 |
2,446.00 |
|
| S3 |
2,337.50 |
2,368.75 |
2,440.75 |
|
| S4 |
2,281.00 |
2,312.25 |
2,425.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,478.50 |
2,429.50 |
49.00 |
2.0% |
30.50 |
1.2% |
71% |
True |
False |
212,127 |
| 10 |
2,478.50 |
2,387.75 |
90.75 |
3.7% |
27.75 |
1.1% |
84% |
True |
False |
182,397 |
| 20 |
2,478.50 |
2,302.50 |
176.00 |
7.1% |
28.75 |
1.2% |
92% |
True |
False |
164,998 |
| 40 |
2,478.50 |
2,204.25 |
274.25 |
11.1% |
35.75 |
1.5% |
95% |
True |
False |
152,173 |
| 60 |
2,478.50 |
2,135.00 |
343.50 |
13.9% |
41.75 |
1.7% |
96% |
True |
False |
101,502 |
| 80 |
2,478.50 |
2,135.00 |
343.50 |
13.9% |
43.50 |
1.8% |
96% |
True |
False |
76,140 |
| 100 |
2,478.50 |
2,034.50 |
444.00 |
18.0% |
47.00 |
1.9% |
97% |
True |
False |
60,928 |
| 120 |
2,478.50 |
2,034.50 |
444.00 |
18.0% |
43.75 |
1.8% |
97% |
True |
False |
50,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,605.00 |
|
2.618 |
2,556.50 |
|
1.618 |
2,526.75 |
|
1.000 |
2,508.25 |
|
0.618 |
2,497.00 |
|
HIGH |
2,478.50 |
|
0.618 |
2,467.25 |
|
0.500 |
2,463.50 |
|
0.382 |
2,460.00 |
|
LOW |
2,448.75 |
|
0.618 |
2,430.25 |
|
1.000 |
2,419.00 |
|
1.618 |
2,400.50 |
|
2.618 |
2,370.75 |
|
4.250 |
2,322.25 |
|
|
| Fisher Pivots for day following 31-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,464.00 |
2,460.75 |
| PP |
2,463.75 |
2,457.50 |
| S1 |
2,463.50 |
2,454.00 |
|