| Trading Metrics calculated at close of trading on 01-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,462.25 |
2,455.00 |
-7.25 |
-0.3% |
2,430.00 |
| High |
2,478.50 |
2,494.25 |
15.75 |
0.6% |
2,476.00 |
| Low |
2,448.75 |
2,453.50 |
4.75 |
0.2% |
2,419.50 |
| Close |
2,464.25 |
2,487.50 |
23.25 |
0.9% |
2,456.25 |
| Range |
29.75 |
40.75 |
11.00 |
37.0% |
56.50 |
| ATR |
32.71 |
33.29 |
0.57 |
1.8% |
0.00 |
| Volume |
271,817 |
206,687 |
-65,130 |
-24.0% |
918,444 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,600.75 |
2,584.75 |
2,510.00 |
|
| R3 |
2,560.00 |
2,544.00 |
2,498.75 |
|
| R2 |
2,519.25 |
2,519.25 |
2,495.00 |
|
| R1 |
2,503.25 |
2,503.25 |
2,491.25 |
2,511.25 |
| PP |
2,478.50 |
2,478.50 |
2,478.50 |
2,482.50 |
| S1 |
2,462.50 |
2,462.50 |
2,483.75 |
2,470.50 |
| S2 |
2,437.75 |
2,437.75 |
2,480.00 |
|
| S3 |
2,397.00 |
2,421.75 |
2,476.25 |
|
| S4 |
2,356.25 |
2,381.00 |
2,465.00 |
|
|
| 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 |
2,494.25 |
2,429.50 |
64.75 |
2.6% |
32.25 |
1.3% |
90% |
True |
False |
203,517 |
| 10 |
2,494.25 |
2,418.50 |
75.75 |
3.0% |
28.50 |
1.1% |
91% |
True |
False |
184,597 |
| 20 |
2,494.25 |
2,302.50 |
191.75 |
7.7% |
29.75 |
1.2% |
96% |
True |
False |
168,105 |
| 40 |
2,494.25 |
2,204.25 |
290.00 |
11.7% |
35.75 |
1.4% |
98% |
True |
False |
157,316 |
| 60 |
2,494.25 |
2,135.00 |
359.25 |
14.4% |
41.00 |
1.6% |
98% |
True |
False |
104,946 |
| 80 |
2,494.25 |
2,135.00 |
359.25 |
14.4% |
43.25 |
1.7% |
98% |
True |
False |
78,724 |
| 100 |
2,494.25 |
2,034.50 |
459.75 |
18.5% |
47.25 |
1.9% |
99% |
True |
False |
62,995 |
| 120 |
2,494.25 |
2,034.50 |
459.75 |
18.5% |
44.25 |
1.8% |
99% |
True |
False |
52,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,667.50 |
|
2.618 |
2,601.00 |
|
1.618 |
2,560.25 |
|
1.000 |
2,535.00 |
|
0.618 |
2,519.50 |
|
HIGH |
2,494.25 |
|
0.618 |
2,478.75 |
|
0.500 |
2,474.00 |
|
0.382 |
2,469.00 |
|
LOW |
2,453.50 |
|
0.618 |
2,428.25 |
|
1.000 |
2,412.75 |
|
1.618 |
2,387.50 |
|
2.618 |
2,346.75 |
|
4.250 |
2,280.25 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,483.00 |
2,479.00 |
| PP |
2,478.50 |
2,470.50 |
| S1 |
2,474.00 |
2,462.00 |
|