| 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 |
1,725.7 |
1,749.5 |
23.8 |
1.4% |
1,742.9 |
| High |
1,754.6 |
1,756.3 |
1.7 |
0.1% |
1,768.4 |
| Low |
1,717.3 |
1,730.4 |
13.1 |
0.8% |
1,722.1 |
| Close |
1,751.1 |
1,734.0 |
-17.1 |
-1.0% |
1,743.0 |
| Range |
37.3 |
25.9 |
-11.4 |
-30.6% |
46.3 |
| ATR |
27.7 |
27.6 |
-0.1 |
-0.5% |
0.0 |
| Volume |
3,348 |
6,973 |
3,625 |
108.3% |
28,990 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,817.9 |
1,801.9 |
1,748.2 |
|
| R3 |
1,792.0 |
1,776.0 |
1,741.1 |
|
| R2 |
1,766.1 |
1,766.1 |
1,738.7 |
|
| R1 |
1,750.1 |
1,750.1 |
1,736.4 |
1,745.2 |
| PP |
1,740.2 |
1,740.2 |
1,740.2 |
1,737.8 |
| S1 |
1,724.2 |
1,724.2 |
1,731.6 |
1,719.3 |
| S2 |
1,714.3 |
1,714.3 |
1,729.3 |
|
| S3 |
1,688.4 |
1,698.3 |
1,726.9 |
|
| S4 |
1,662.5 |
1,672.4 |
1,719.8 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,883.4 |
1,859.5 |
1,768.5 |
|
| R3 |
1,837.1 |
1,813.2 |
1,755.7 |
|
| R2 |
1,790.8 |
1,790.8 |
1,751.5 |
|
| R1 |
1,766.9 |
1,766.9 |
1,747.2 |
1,778.9 |
| PP |
1,744.5 |
1,744.5 |
1,744.5 |
1,750.5 |
| S1 |
1,720.6 |
1,720.6 |
1,738.8 |
1,732.6 |
| S2 |
1,698.2 |
1,698.2 |
1,734.5 |
|
| S3 |
1,651.9 |
1,674.3 |
1,730.3 |
|
| S4 |
1,605.6 |
1,628.0 |
1,717.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,768.4 |
1,717.0 |
51.4 |
3.0% |
29.2 |
1.7% |
33% |
False |
False |
3,747 |
| 10 |
1,768.4 |
1,711.0 |
57.4 |
3.3% |
25.5 |
1.5% |
40% |
False |
False |
5,974 |
| 20 |
1,768.4 |
1,632.3 |
136.1 |
7.8% |
25.0 |
1.4% |
75% |
False |
False |
6,074 |
| 40 |
1,768.4 |
1,528.6 |
239.8 |
13.8% |
27.8 |
1.6% |
86% |
False |
False |
4,441 |
| 60 |
1,802.3 |
1,528.6 |
273.7 |
15.8% |
28.8 |
1.7% |
75% |
False |
False |
3,587 |
| 80 |
1,808.5 |
1,528.6 |
279.9 |
16.1% |
29.2 |
1.7% |
73% |
False |
False |
2,865 |
| 100 |
1,835.0 |
1,528.6 |
306.4 |
17.7% |
32.5 |
1.9% |
67% |
False |
False |
2,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,866.4 |
|
2.618 |
1,824.1 |
|
1.618 |
1,798.2 |
|
1.000 |
1,782.2 |
|
0.618 |
1,772.3 |
|
HIGH |
1,756.3 |
|
0.618 |
1,746.4 |
|
0.500 |
1,743.4 |
|
0.382 |
1,740.3 |
|
LOW |
1,730.4 |
|
0.618 |
1,714.4 |
|
1.000 |
1,704.5 |
|
1.618 |
1,688.5 |
|
2.618 |
1,662.6 |
|
4.250 |
1,620.3 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,743.4 |
1,736.7 |
| PP |
1,740.2 |
1,735.8 |
| S1 |
1,737.1 |
1,734.9 |
|