| 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 |
6,487.0 |
6,647.5 |
160.5 |
2.5% |
6,422.0 |
| High |
6,645.0 |
6,685.0 |
40.0 |
0.6% |
6,589.5 |
| Low |
6,484.0 |
6,627.0 |
143.0 |
2.2% |
6,358.0 |
| Close |
6,625.5 |
6,676.0 |
50.5 |
0.8% |
6,537.0 |
| Range |
161.0 |
58.0 |
-103.0 |
-64.0% |
231.5 |
| ATR |
113.8 |
109.9 |
-3.9 |
-3.4% |
0.0 |
| Volume |
1,298 |
254 |
-1,044 |
-80.4% |
1,693 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,836.7 |
6,814.3 |
6,707.9 |
|
| R3 |
6,778.7 |
6,756.3 |
6,692.0 |
|
| R2 |
6,720.7 |
6,720.7 |
6,686.6 |
|
| R1 |
6,698.3 |
6,698.3 |
6,681.3 |
6,709.5 |
| PP |
6,662.7 |
6,662.7 |
6,662.7 |
6,668.3 |
| S1 |
6,640.3 |
6,640.3 |
6,670.7 |
6,651.5 |
| S2 |
6,604.7 |
6,604.7 |
6,665.4 |
|
| S3 |
6,546.7 |
6,582.3 |
6,660.1 |
|
| S4 |
6,488.7 |
6,524.3 |
6,644.1 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,189.3 |
7,094.7 |
6,664.3 |
|
| R3 |
6,957.8 |
6,863.2 |
6,600.7 |
|
| R2 |
6,726.3 |
6,726.3 |
6,579.4 |
|
| R1 |
6,631.7 |
6,631.7 |
6,558.2 |
6,679.0 |
| PP |
6,494.8 |
6,494.8 |
6,494.8 |
6,518.5 |
| S1 |
6,400.2 |
6,400.2 |
6,515.8 |
6,447.5 |
| S2 |
6,263.3 |
6,263.3 |
6,494.6 |
|
| S3 |
6,031.8 |
6,168.7 |
6,473.3 |
|
| S4 |
5,800.3 |
5,937.2 |
6,409.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,685.0 |
6,439.0 |
246.0 |
3.7% |
89.0 |
1.3% |
96% |
True |
False |
490 |
| 10 |
6,685.0 |
6,358.0 |
327.0 |
4.9% |
91.5 |
1.4% |
97% |
True |
False |
408 |
| 20 |
6,685.0 |
6,014.0 |
671.0 |
10.1% |
96.2 |
1.4% |
99% |
True |
False |
386 |
| 40 |
6,685.0 |
5,641.5 |
1,043.5 |
15.6% |
116.6 |
1.7% |
99% |
True |
False |
1,408 |
| 60 |
6,685.0 |
5,409.0 |
1,276.0 |
19.1% |
126.2 |
1.9% |
99% |
True |
False |
1,001 |
| 80 |
6,685.0 |
5,409.0 |
1,276.0 |
19.1% |
136.8 |
2.0% |
99% |
True |
False |
778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,931.5 |
|
2.618 |
6,836.8 |
|
1.618 |
6,778.8 |
|
1.000 |
6,743.0 |
|
0.618 |
6,720.8 |
|
HIGH |
6,685.0 |
|
0.618 |
6,662.8 |
|
0.500 |
6,656.0 |
|
0.382 |
6,649.2 |
|
LOW |
6,627.0 |
|
0.618 |
6,591.2 |
|
1.000 |
6,569.0 |
|
1.618 |
6,533.2 |
|
2.618 |
6,475.2 |
|
4.250 |
6,380.5 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,669.3 |
6,642.8 |
| PP |
6,662.7 |
6,609.7 |
| S1 |
6,656.0 |
6,576.5 |
|