| Trading Metrics calculated at close of trading on 07-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
6,754.0 |
6,754.5 |
0.5 |
0.0% |
6,492.0 |
| High |
6,786.5 |
6,792.5 |
6.0 |
0.1% |
6,795.0 |
| Low |
6,718.5 |
6,685.5 |
-33.0 |
-0.5% |
6,416.0 |
| Close |
6,769.0 |
6,765.5 |
-3.5 |
-0.1% |
6,794.0 |
| Range |
68.0 |
107.0 |
39.0 |
57.4% |
379.0 |
| ATR |
121.6 |
120.6 |
-1.0 |
-0.9% |
0.0 |
| Volume |
113,354 |
141,234 |
27,880 |
24.6% |
714,735 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,068.8 |
7,024.2 |
6,824.4 |
|
| R3 |
6,961.8 |
6,917.2 |
6,794.9 |
|
| R2 |
6,854.8 |
6,854.8 |
6,785.1 |
|
| R1 |
6,810.2 |
6,810.2 |
6,775.3 |
6,832.5 |
| PP |
6,747.8 |
6,747.8 |
6,747.8 |
6,759.0 |
| S1 |
6,703.2 |
6,703.2 |
6,755.7 |
6,725.5 |
| S2 |
6,640.8 |
6,640.8 |
6,745.9 |
|
| S3 |
6,533.8 |
6,596.2 |
6,736.1 |
|
| S4 |
6,426.8 |
6,489.2 |
6,706.7 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,805.3 |
7,678.7 |
7,002.5 |
|
| R3 |
7,426.3 |
7,299.7 |
6,898.2 |
|
| R2 |
7,047.3 |
7,047.3 |
6,863.5 |
|
| R1 |
6,920.7 |
6,920.7 |
6,828.7 |
6,984.0 |
| PP |
6,668.3 |
6,668.3 |
6,668.3 |
6,700.0 |
| S1 |
6,541.7 |
6,541.7 |
6,759.3 |
6,605.0 |
| S2 |
6,289.3 |
6,289.3 |
6,724.5 |
|
| S3 |
5,910.3 |
6,162.7 |
6,689.8 |
|
| S4 |
5,531.3 |
5,783.7 |
6,585.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,795.0 |
6,465.5 |
329.5 |
4.9% |
113.6 |
1.7% |
91% |
False |
False |
140,480 |
| 10 |
6,795.0 |
6,369.0 |
426.0 |
6.3% |
106.9 |
1.6% |
93% |
False |
False |
138,763 |
| 20 |
6,795.0 |
6,067.0 |
728.0 |
10.8% |
107.4 |
1.6% |
96% |
False |
False |
144,161 |
| 40 |
6,795.0 |
5,614.5 |
1,180.5 |
17.4% |
120.7 |
1.8% |
98% |
False |
False |
121,066 |
| 60 |
6,795.0 |
5,382.0 |
1,413.0 |
20.9% |
138.6 |
2.0% |
98% |
False |
False |
81,302 |
| 80 |
6,795.0 |
5,382.0 |
1,413.0 |
20.9% |
156.8 |
2.3% |
98% |
False |
False |
61,123 |
| 100 |
6,795.0 |
5,001.0 |
1,794.0 |
26.5% |
164.2 |
2.4% |
98% |
False |
False |
48,996 |
| 120 |
6,795.0 |
4,988.0 |
1,807.0 |
26.7% |
167.1 |
2.5% |
98% |
False |
False |
41,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,247.3 |
|
2.618 |
7,072.6 |
|
1.618 |
6,965.6 |
|
1.000 |
6,899.5 |
|
0.618 |
6,858.6 |
|
HIGH |
6,792.5 |
|
0.618 |
6,751.6 |
|
0.500 |
6,739.0 |
|
0.382 |
6,726.4 |
|
LOW |
6,685.5 |
|
0.618 |
6,619.4 |
|
1.000 |
6,578.5 |
|
1.618 |
6,512.4 |
|
2.618 |
6,405.4 |
|
4.250 |
6,230.8 |
|
|
| Fisher Pivots for day following 07-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,756.7 |
6,749.4 |
| PP |
6,747.8 |
6,733.3 |
| S1 |
6,739.0 |
6,717.3 |
|