| Trading Metrics calculated at close of trading on 06-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1,317.00 |
1,330.50 |
13.50 |
1.0% |
1,307.75 |
| High |
1,336.25 |
1,334.50 |
-1.75 |
-0.1% |
1,336.25 |
| Low |
1,315.75 |
1,324.50 |
8.75 |
0.7% |
1,291.25 |
| Close |
1,333.50 |
1,333.50 |
0.00 |
0.0% |
1,333.50 |
| Range |
20.50 |
10.00 |
-10.50 |
-51.2% |
45.00 |
| ATR |
16.38 |
15.92 |
-0.46 |
-2.8% |
0.00 |
| Volume |
445 |
4,114 |
3,669 |
824.5% |
20,087 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,360.75 |
1,357.25 |
1,339.00 |
|
| R3 |
1,350.75 |
1,347.25 |
1,336.25 |
|
| R2 |
1,340.75 |
1,340.75 |
1,335.25 |
|
| R1 |
1,337.25 |
1,337.25 |
1,334.50 |
1,339.00 |
| PP |
1,330.75 |
1,330.75 |
1,330.75 |
1,331.75 |
| S1 |
1,327.25 |
1,327.25 |
1,332.50 |
1,329.00 |
| S2 |
1,320.75 |
1,320.75 |
1,331.75 |
|
| S3 |
1,310.75 |
1,317.25 |
1,330.75 |
|
| S4 |
1,300.75 |
1,307.25 |
1,328.00 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,455.25 |
1,439.50 |
1,358.25 |
|
| R3 |
1,410.25 |
1,394.50 |
1,346.00 |
|
| R2 |
1,365.25 |
1,365.25 |
1,341.75 |
|
| R1 |
1,349.50 |
1,349.50 |
1,337.50 |
1,357.50 |
| PP |
1,320.25 |
1,320.25 |
1,320.25 |
1,324.25 |
| S1 |
1,304.50 |
1,304.50 |
1,329.50 |
1,312.50 |
| S2 |
1,275.25 |
1,275.25 |
1,325.25 |
|
| S3 |
1,230.25 |
1,259.50 |
1,321.00 |
|
| S4 |
1,185.25 |
1,214.50 |
1,308.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,336.25 |
1,296.50 |
39.75 |
3.0% |
15.25 |
1.1% |
93% |
False |
False |
4,625 |
| 10 |
1,336.25 |
1,291.25 |
45.00 |
3.4% |
15.50 |
1.2% |
94% |
False |
False |
5,033 |
| 20 |
1,336.25 |
1,262.50 |
73.75 |
5.5% |
14.75 |
1.1% |
96% |
False |
False |
3,524 |
| 40 |
1,336.25 |
1,190.00 |
146.25 |
11.0% |
17.25 |
1.3% |
98% |
False |
False |
2,215 |
| 60 |
1,336.25 |
1,140.25 |
196.00 |
14.7% |
17.25 |
1.3% |
99% |
False |
False |
1,527 |
| 80 |
1,336.25 |
1,140.25 |
196.00 |
14.7% |
18.75 |
1.4% |
99% |
False |
False |
1,164 |
| 100 |
1,336.25 |
1,057.50 |
278.75 |
20.9% |
21.00 |
1.6% |
99% |
False |
False |
934 |
| 120 |
1,336.25 |
1,057.50 |
278.75 |
20.9% |
19.50 |
1.5% |
99% |
False |
False |
780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,377.00 |
|
2.618 |
1,360.75 |
|
1.618 |
1,350.75 |
|
1.000 |
1,344.50 |
|
0.618 |
1,340.75 |
|
HIGH |
1,334.50 |
|
0.618 |
1,330.75 |
|
0.500 |
1,329.50 |
|
0.382 |
1,328.25 |
|
LOW |
1,324.50 |
|
0.618 |
1,318.25 |
|
1.000 |
1,314.50 |
|
1.618 |
1,308.25 |
|
2.618 |
1,298.25 |
|
4.250 |
1,282.00 |
|
|
| Fisher Pivots for day following 06-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,332.25 |
1,330.50 |
| PP |
1,330.75 |
1,327.25 |
| S1 |
1,329.50 |
1,324.00 |
|