| 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 |
6,475.0 |
6,639.0 |
164.0 |
2.5% |
6,415.5 |
| High |
6,636.0 |
6,677.0 |
41.0 |
0.6% |
6,579.0 |
| Low |
6,465.5 |
6,610.0 |
144.5 |
2.2% |
6,338.0 |
| Close |
6,616.0 |
6,670.0 |
54.0 |
0.8% |
6,523.0 |
| Range |
170.5 |
67.0 |
-103.5 |
-60.7% |
241.0 |
| ATR |
127.2 |
122.9 |
-4.3 |
-3.4% |
0.0 |
| Volume |
165,415 |
138,124 |
-27,291 |
-16.5% |
695,727 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,853.3 |
6,828.7 |
6,706.9 |
|
| R3 |
6,786.3 |
6,761.7 |
6,688.4 |
|
| R2 |
6,719.3 |
6,719.3 |
6,682.3 |
|
| R1 |
6,694.7 |
6,694.7 |
6,676.1 |
6,707.0 |
| PP |
6,652.3 |
6,652.3 |
6,652.3 |
6,658.5 |
| S1 |
6,627.7 |
6,627.7 |
6,663.9 |
6,640.0 |
| S2 |
6,585.3 |
6,585.3 |
6,657.7 |
|
| S3 |
6,518.3 |
6,560.7 |
6,651.6 |
|
| S4 |
6,451.3 |
6,493.7 |
6,633.2 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,203.0 |
7,104.0 |
6,655.6 |
|
| R3 |
6,962.0 |
6,863.0 |
6,589.3 |
|
| R2 |
6,721.0 |
6,721.0 |
6,567.2 |
|
| R1 |
6,622.0 |
6,622.0 |
6,545.1 |
6,671.5 |
| PP |
6,480.0 |
6,480.0 |
6,480.0 |
6,504.8 |
| S1 |
6,381.0 |
6,381.0 |
6,500.9 |
6,430.5 |
| S2 |
6,239.0 |
6,239.0 |
6,478.8 |
|
| S3 |
5,998.0 |
6,140.0 |
6,456.7 |
|
| S4 |
5,757.0 |
5,899.0 |
6,390.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,677.0 |
6,416.0 |
261.0 |
3.9% |
99.1 |
1.5% |
97% |
True |
False |
142,240 |
| 10 |
6,677.0 |
6,338.0 |
339.0 |
5.1% |
101.8 |
1.5% |
98% |
True |
False |
140,724 |
| 20 |
6,677.0 |
5,992.5 |
684.5 |
10.3% |
107.8 |
1.6% |
99% |
True |
False |
144,914 |
| 40 |
6,677.0 |
5,614.5 |
1,062.5 |
15.9% |
130.5 |
2.0% |
99% |
True |
False |
111,490 |
| 60 |
6,677.0 |
5,382.0 |
1,295.0 |
19.4% |
146.6 |
2.2% |
99% |
True |
False |
74,708 |
| 80 |
6,677.0 |
5,382.0 |
1,295.0 |
19.4% |
159.2 |
2.4% |
99% |
True |
False |
56,161 |
| 100 |
6,677.0 |
5,001.0 |
1,676.0 |
25.1% |
168.0 |
2.5% |
100% |
True |
False |
45,559 |
| 120 |
6,677.0 |
4,988.0 |
1,689.0 |
25.3% |
169.4 |
2.5% |
100% |
True |
False |
38,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,961.8 |
|
2.618 |
6,852.4 |
|
1.618 |
6,785.4 |
|
1.000 |
6,744.0 |
|
0.618 |
6,718.4 |
|
HIGH |
6,677.0 |
|
0.618 |
6,651.4 |
|
0.500 |
6,643.5 |
|
0.382 |
6,635.6 |
|
LOW |
6,610.0 |
|
0.618 |
6,568.6 |
|
1.000 |
6,543.0 |
|
1.618 |
6,501.6 |
|
2.618 |
6,434.6 |
|
4.250 |
6,325.3 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,661.2 |
6,635.1 |
| PP |
6,652.3 |
6,600.2 |
| S1 |
6,643.5 |
6,565.3 |
|