| Trading Metrics calculated at close of trading on 08-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
8,915 |
8,965 |
50 |
0.6% |
8,825 |
| High |
8,965 |
9,010 |
45 |
0.5% |
8,950 |
| Low |
8,900 |
8,945 |
45 |
0.5% |
8,750 |
| Close |
8,945 |
9,005 |
60 |
0.7% |
8,915 |
| Range |
65 |
65 |
0 |
0.0% |
200 |
| ATR |
96 |
94 |
-2 |
-2.3% |
0 |
| Volume |
5,266 |
4,528 |
-738 |
-14.0% |
23,177 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,182 |
9,158 |
9,041 |
|
| R3 |
9,117 |
9,093 |
9,023 |
|
| R2 |
9,052 |
9,052 |
9,017 |
|
| R1 |
9,028 |
9,028 |
9,011 |
9,040 |
| PP |
8,987 |
8,987 |
8,987 |
8,993 |
| S1 |
8,963 |
8,963 |
8,999 |
8,975 |
| S2 |
8,922 |
8,922 |
8,993 |
|
| S3 |
8,857 |
8,898 |
8,987 |
|
| S4 |
8,792 |
8,833 |
8,969 |
|
|
| 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 |
9,010 |
8,830 |
180 |
2.0% |
74 |
0.8% |
97% |
True |
False |
4,401 |
| 10 |
9,010 |
8,750 |
260 |
2.9% |
82 |
0.9% |
98% |
True |
False |
4,487 |
| 20 |
9,010 |
8,355 |
655 |
7.3% |
92 |
1.0% |
99% |
True |
False |
4,875 |
| 40 |
9,010 |
8,275 |
735 |
8.2% |
101 |
1.1% |
99% |
True |
False |
3,998 |
| 60 |
9,010 |
8,110 |
900 |
10.0% |
95 |
1.1% |
99% |
True |
False |
3,261 |
| 80 |
9,075 |
8,110 |
965 |
10.7% |
75 |
0.8% |
93% |
False |
False |
2,449 |
| 100 |
9,075 |
8,110 |
965 |
10.7% |
62 |
0.7% |
93% |
False |
False |
1,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,286 |
|
2.618 |
9,180 |
|
1.618 |
9,115 |
|
1.000 |
9,075 |
|
0.618 |
9,050 |
|
HIGH |
9,010 |
|
0.618 |
8,985 |
|
0.500 |
8,978 |
|
0.382 |
8,970 |
|
LOW |
8,945 |
|
0.618 |
8,905 |
|
1.000 |
8,880 |
|
1.618 |
8,840 |
|
2.618 |
8,775 |
|
4.250 |
8,669 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,996 |
8,985 |
| PP |
8,987 |
8,965 |
| S1 |
8,978 |
8,945 |
|