| 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 |
2,435.0 |
2,432.0 |
-3.0 |
-0.1% |
2,353.0 |
| High |
2,443.0 |
2,449.0 |
6.0 |
0.2% |
2,454.0 |
| Low |
2,420.0 |
2,418.0 |
-2.0 |
-0.1% |
2,332.0 |
| Close |
2,438.0 |
2,444.0 |
6.0 |
0.2% |
2,444.0 |
| Range |
23.0 |
31.0 |
8.0 |
34.8% |
122.0 |
| ATR |
43.5 |
42.6 |
-0.9 |
-2.0% |
0.0 |
| Volume |
183 |
246 |
63 |
34.4% |
4,410 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,530.0 |
2,518.0 |
2,461.1 |
|
| R3 |
2,499.0 |
2,487.0 |
2,452.5 |
|
| R2 |
2,468.0 |
2,468.0 |
2,449.7 |
|
| R1 |
2,456.0 |
2,456.0 |
2,446.8 |
2,462.0 |
| PP |
2,437.0 |
2,437.0 |
2,437.0 |
2,440.0 |
| S1 |
2,425.0 |
2,425.0 |
2,441.2 |
2,431.0 |
| S2 |
2,406.0 |
2,406.0 |
2,438.3 |
|
| S3 |
2,375.0 |
2,394.0 |
2,435.5 |
|
| S4 |
2,344.0 |
2,363.0 |
2,427.0 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,776.0 |
2,732.0 |
2,511.1 |
|
| R3 |
2,654.0 |
2,610.0 |
2,477.6 |
|
| R2 |
2,532.0 |
2,532.0 |
2,466.4 |
|
| R1 |
2,488.0 |
2,488.0 |
2,455.2 |
2,510.0 |
| PP |
2,410.0 |
2,410.0 |
2,410.0 |
2,421.0 |
| S1 |
2,366.0 |
2,366.0 |
2,432.8 |
2,388.0 |
| S2 |
2,288.0 |
2,288.0 |
2,421.6 |
|
| S3 |
2,166.0 |
2,244.0 |
2,410.5 |
|
| S4 |
2,044.0 |
2,122.0 |
2,376.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,454.0 |
2,363.0 |
91.0 |
3.7% |
35.6 |
1.5% |
89% |
False |
False |
348 |
| 10 |
2,454.0 |
2,332.0 |
122.0 |
5.0% |
34.4 |
1.4% |
92% |
False |
False |
612 |
| 20 |
2,454.0 |
2,235.0 |
219.0 |
9.0% |
38.8 |
1.6% |
95% |
False |
False |
696 |
| 40 |
2,454.0 |
2,109.0 |
345.0 |
14.1% |
42.0 |
1.7% |
97% |
False |
False |
3,663 |
| 60 |
2,454.0 |
1,999.0 |
455.0 |
18.6% |
47.9 |
2.0% |
98% |
False |
False |
3,967 |
| 80 |
2,454.0 |
1,999.0 |
455.0 |
18.6% |
49.1 |
2.0% |
98% |
False |
False |
3,058 |
| 100 |
2,454.0 |
1,903.0 |
551.0 |
22.5% |
48.1 |
2.0% |
98% |
False |
False |
2,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,580.8 |
|
2.618 |
2,530.2 |
|
1.618 |
2,499.2 |
|
1.000 |
2,480.0 |
|
0.618 |
2,468.2 |
|
HIGH |
2,449.0 |
|
0.618 |
2,437.2 |
|
0.500 |
2,433.5 |
|
0.382 |
2,429.8 |
|
LOW |
2,418.0 |
|
0.618 |
2,398.8 |
|
1.000 |
2,387.0 |
|
1.618 |
2,367.8 |
|
2.618 |
2,336.8 |
|
4.250 |
2,286.3 |
|
|
| Fisher Pivots for day following 07-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,440.5 |
2,438.8 |
| PP |
2,437.0 |
2,433.7 |
| S1 |
2,433.5 |
2,428.5 |
|