| 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 |
12,632.76 |
12,716.54 |
83.78 |
0.7% |
12,720.25 |
| High |
12,784.62 |
12,741.89 |
-42.73 |
-0.3% |
12,841.95 |
| Low |
12,632.76 |
12,676.05 |
43.29 |
0.3% |
12,580.12 |
| Close |
12,716.46 |
12,705.41 |
-11.05 |
-0.1% |
12,660.46 |
| Range |
151.86 |
65.84 |
-86.02 |
-56.6% |
261.83 |
| ATR |
136.57 |
131.52 |
-5.05 |
-3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,905.30 |
12,871.20 |
12,741.62 |
|
| R3 |
12,839.46 |
12,805.36 |
12,723.52 |
|
| R2 |
12,773.62 |
12,773.62 |
12,717.48 |
|
| R1 |
12,739.52 |
12,739.52 |
12,711.45 |
12,723.65 |
| PP |
12,707.78 |
12,707.78 |
12,707.78 |
12,699.85 |
| S1 |
12,673.68 |
12,673.68 |
12,699.37 |
12,657.81 |
| S2 |
12,641.94 |
12,641.94 |
12,693.34 |
|
| S3 |
12,576.10 |
12,607.84 |
12,687.30 |
|
| S4 |
12,510.26 |
12,542.00 |
12,669.20 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,479.67 |
13,331.89 |
12,804.47 |
|
| R3 |
13,217.84 |
13,070.06 |
12,732.46 |
|
| R2 |
12,956.01 |
12,956.01 |
12,708.46 |
|
| R1 |
12,808.23 |
12,808.23 |
12,684.46 |
12,751.21 |
| PP |
12,694.18 |
12,694.18 |
12,694.18 |
12,665.66 |
| S1 |
12,546.40 |
12,546.40 |
12,636.46 |
12,489.38 |
| S2 |
12,432.35 |
12,432.35 |
12,612.46 |
|
| S3 |
12,170.52 |
12,284.57 |
12,588.46 |
|
| S4 |
11,908.69 |
12,022.74 |
12,516.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,784.62 |
12,529.41 |
255.21 |
2.0% |
120.72 |
1.0% |
69% |
False |
False |
|
| 10 |
12,841.95 |
12,529.41 |
312.54 |
2.5% |
124.19 |
1.0% |
56% |
False |
False |
|
| 20 |
12,841.95 |
12,283.90 |
558.05 |
4.4% |
116.73 |
0.9% |
76% |
False |
False |
|
| 40 |
12,841.95 |
11,735.19 |
1,106.76 |
8.7% |
142.64 |
1.1% |
88% |
False |
False |
|
| 60 |
12,841.95 |
11,231.56 |
1,610.39 |
12.7% |
167.28 |
1.3% |
92% |
False |
False |
|
| 80 |
12,841.95 |
11,104.56 |
1,737.39 |
13.7% |
181.38 |
1.4% |
92% |
False |
False |
|
| 100 |
12,841.95 |
10,404.49 |
2,437.46 |
19.2% |
199.51 |
1.6% |
94% |
False |
False |
|
| 120 |
12,841.95 |
10,404.49 |
2,437.46 |
19.2% |
210.88 |
1.7% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,021.71 |
|
2.618 |
12,914.26 |
|
1.618 |
12,848.42 |
|
1.000 |
12,807.73 |
|
0.618 |
12,782.58 |
|
HIGH |
12,741.89 |
|
0.618 |
12,716.74 |
|
0.500 |
12,708.97 |
|
0.382 |
12,701.20 |
|
LOW |
12,676.05 |
|
0.618 |
12,635.36 |
|
1.000 |
12,610.21 |
|
1.618 |
12,569.52 |
|
2.618 |
12,503.68 |
|
4.250 |
12,396.23 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,708.97 |
12,695.60 |
| PP |
12,707.78 |
12,685.79 |
| S1 |
12,706.60 |
12,675.98 |
|