| 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 |
1,334.50 |
1,338.50 |
4.00 |
0.3% |
1,307.75 |
| High |
1,340.00 |
1,342.25 |
2.25 |
0.2% |
1,336.25 |
| Low |
1,327.00 |
1,333.75 |
6.75 |
0.5% |
1,291.25 |
| Close |
1,339.00 |
1,341.25 |
2.25 |
0.2% |
1,333.50 |
| Range |
13.00 |
8.50 |
-4.50 |
-34.6% |
45.00 |
| ATR |
15.72 |
15.20 |
-0.52 |
-3.3% |
0.00 |
| Volume |
777 |
3,999 |
3,222 |
414.7% |
20,087 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,364.50 |
1,361.50 |
1,346.00 |
|
| R3 |
1,356.00 |
1,353.00 |
1,343.50 |
|
| R2 |
1,347.50 |
1,347.50 |
1,342.75 |
|
| R1 |
1,344.50 |
1,344.50 |
1,342.00 |
1,346.00 |
| PP |
1,339.00 |
1,339.00 |
1,339.00 |
1,340.00 |
| S1 |
1,336.00 |
1,336.00 |
1,340.50 |
1,337.50 |
| S2 |
1,330.50 |
1,330.50 |
1,339.75 |
|
| S3 |
1,322.00 |
1,327.50 |
1,339.00 |
|
| S4 |
1,313.50 |
1,319.00 |
1,336.50 |
|
|
| 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 |
1,342.25 |
1,312.00 |
30.25 |
2.3% |
12.00 |
0.9% |
97% |
True |
False |
2,075 |
| 10 |
1,342.25 |
1,291.25 |
51.00 |
3.8% |
14.50 |
1.1% |
98% |
True |
False |
4,370 |
| 20 |
1,342.25 |
1,267.50 |
74.75 |
5.6% |
14.50 |
1.1% |
99% |
True |
False |
3,637 |
| 40 |
1,342.25 |
1,190.00 |
152.25 |
11.4% |
16.25 |
1.2% |
99% |
True |
False |
2,328 |
| 60 |
1,342.25 |
1,140.25 |
202.00 |
15.1% |
17.00 |
1.3% |
100% |
True |
False |
1,604 |
| 80 |
1,342.25 |
1,140.25 |
202.00 |
15.1% |
18.25 |
1.4% |
100% |
True |
False |
1,223 |
| 100 |
1,342.25 |
1,057.50 |
284.75 |
21.2% |
20.50 |
1.5% |
100% |
True |
False |
981 |
| 120 |
1,342.25 |
1,057.50 |
284.75 |
21.2% |
19.50 |
1.5% |
100% |
True |
False |
820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,378.50 |
|
2.618 |
1,364.50 |
|
1.618 |
1,356.00 |
|
1.000 |
1,350.75 |
|
0.618 |
1,347.50 |
|
HIGH |
1,342.25 |
|
0.618 |
1,339.00 |
|
0.500 |
1,338.00 |
|
0.382 |
1,337.00 |
|
LOW |
1,333.75 |
|
0.618 |
1,328.50 |
|
1.000 |
1,325.25 |
|
1.618 |
1,320.00 |
|
2.618 |
1,311.50 |
|
4.250 |
1,297.50 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,340.25 |
1,338.50 |
| PP |
1,339.00 |
1,336.00 |
| S1 |
1,338.00 |
1,333.50 |
|