| Trading Metrics calculated at close of trading on 03-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
8,885 |
8,875 |
-10 |
-0.1% |
8,825 |
| High |
8,905 |
8,950 |
45 |
0.5% |
8,950 |
| Low |
8,860 |
8,830 |
-30 |
-0.3% |
8,750 |
| Close |
8,870 |
8,915 |
45 |
0.5% |
8,915 |
| Range |
45 |
120 |
75 |
166.7% |
200 |
| ATR |
99 |
100 |
2 |
1.6% |
0 |
| Volume |
3,149 |
5,562 |
2,413 |
76.6% |
23,177 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,258 |
9,207 |
8,981 |
|
| R3 |
9,138 |
9,087 |
8,948 |
|
| R2 |
9,018 |
9,018 |
8,937 |
|
| R1 |
8,967 |
8,967 |
8,926 |
8,993 |
| PP |
8,898 |
8,898 |
8,898 |
8,911 |
| S1 |
8,847 |
8,847 |
8,904 |
8,873 |
| S2 |
8,778 |
8,778 |
8,893 |
|
| S3 |
8,658 |
8,727 |
8,882 |
|
| S4 |
8,538 |
8,607 |
8,849 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,472 |
9,393 |
9,025 |
|
| R3 |
9,272 |
9,193 |
8,970 |
|
| R2 |
9,072 |
9,072 |
8,952 |
|
| R1 |
8,993 |
8,993 |
8,933 |
9,033 |
| PP |
8,872 |
8,872 |
8,872 |
8,891 |
| S1 |
8,793 |
8,793 |
8,897 |
8,833 |
| S2 |
8,672 |
8,672 |
8,878 |
|
| S3 |
8,472 |
8,593 |
8,860 |
|
| S4 |
8,272 |
8,393 |
8,805 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,950 |
8,750 |
200 |
2.2% |
90 |
1.0% |
83% |
True |
False |
4,635 |
| 10 |
8,950 |
8,745 |
205 |
2.3% |
85 |
1.0% |
83% |
True |
False |
4,515 |
| 20 |
8,950 |
8,300 |
650 |
7.3% |
100 |
1.1% |
95% |
True |
False |
4,682 |
| 40 |
8,950 |
8,275 |
675 |
7.6% |
108 |
1.2% |
95% |
True |
False |
4,101 |
| 60 |
8,950 |
8,110 |
840 |
9.4% |
93 |
1.0% |
96% |
True |
False |
3,039 |
| 80 |
9,075 |
8,110 |
965 |
10.8% |
75 |
0.8% |
83% |
False |
False |
2,283 |
| 100 |
9,075 |
8,110 |
965 |
10.8% |
60 |
0.7% |
83% |
False |
False |
1,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,460 |
|
2.618 |
9,264 |
|
1.618 |
9,144 |
|
1.000 |
9,070 |
|
0.618 |
9,024 |
|
HIGH |
8,950 |
|
0.618 |
8,904 |
|
0.500 |
8,890 |
|
0.382 |
8,876 |
|
LOW |
8,830 |
|
0.618 |
8,756 |
|
1.000 |
8,710 |
|
1.618 |
8,636 |
|
2.618 |
8,516 |
|
4.250 |
8,320 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,907 |
8,898 |
| PP |
8,898 |
8,880 |
| S1 |
8,890 |
8,863 |
|