| Trading Metrics calculated at close of trading on 14-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,500.0 |
2,484.0 |
-16.0 |
-0.6% |
2,511.0 |
| High |
2,512.0 |
2,508.0 |
-4.0 |
-0.2% |
2,544.0 |
| Low |
2,484.0 |
2,472.0 |
-12.0 |
-0.5% |
2,470.0 |
| Close |
2,496.0 |
2,488.0 |
-8.0 |
-0.3% |
2,485.0 |
| Range |
28.0 |
36.0 |
8.0 |
28.6% |
74.0 |
| ATR |
44.9 |
44.3 |
-0.6 |
-1.4% |
0.0 |
| Volume |
790,184 |
860,247 |
70,063 |
8.9% |
4,846,317 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,597.3 |
2,578.7 |
2,507.8 |
|
| R3 |
2,561.3 |
2,542.7 |
2,497.9 |
|
| R2 |
2,525.3 |
2,525.3 |
2,494.6 |
|
| R1 |
2,506.7 |
2,506.7 |
2,491.3 |
2,516.0 |
| PP |
2,489.3 |
2,489.3 |
2,489.3 |
2,494.0 |
| S1 |
2,470.7 |
2,470.7 |
2,484.7 |
2,480.0 |
| S2 |
2,453.3 |
2,453.3 |
2,481.4 |
|
| S3 |
2,417.3 |
2,434.7 |
2,478.1 |
|
| S4 |
2,381.3 |
2,398.7 |
2,468.2 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,721.7 |
2,677.3 |
2,525.7 |
|
| R3 |
2,647.7 |
2,603.3 |
2,505.4 |
|
| R2 |
2,573.7 |
2,573.7 |
2,498.6 |
|
| R1 |
2,529.3 |
2,529.3 |
2,491.8 |
2,514.5 |
| PP |
2,499.7 |
2,499.7 |
2,499.7 |
2,492.3 |
| S1 |
2,455.3 |
2,455.3 |
2,478.2 |
2,440.5 |
| S2 |
2,425.7 |
2,425.7 |
2,471.4 |
|
| S3 |
2,351.7 |
2,381.3 |
2,464.7 |
|
| S4 |
2,277.7 |
2,307.3 |
2,444.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,544.0 |
2,470.0 |
74.0 |
3.0% |
37.8 |
1.5% |
24% |
False |
False |
964,232 |
| 10 |
2,544.0 |
2,420.0 |
124.0 |
5.0% |
40.0 |
1.6% |
55% |
False |
False |
978,265 |
| 20 |
2,544.0 |
2,369.0 |
175.0 |
7.0% |
39.0 |
1.6% |
68% |
False |
False |
988,889 |
| 40 |
2,544.0 |
2,162.0 |
382.0 |
15.4% |
44.9 |
1.8% |
85% |
False |
False |
865,919 |
| 60 |
2,544.0 |
2,059.0 |
485.0 |
19.5% |
52.1 |
2.1% |
88% |
False |
False |
700,029 |
| 80 |
2,544.0 |
2,059.0 |
485.0 |
19.5% |
57.9 |
2.3% |
88% |
False |
False |
527,883 |
| 100 |
2,544.0 |
1,965.0 |
579.0 |
23.3% |
60.1 |
2.4% |
90% |
False |
False |
423,601 |
| 120 |
2,544.0 |
1,927.0 |
617.0 |
24.8% |
62.3 |
2.5% |
91% |
False |
False |
356,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,661.0 |
|
2.618 |
2,602.2 |
|
1.618 |
2,566.2 |
|
1.000 |
2,544.0 |
|
0.618 |
2,530.2 |
|
HIGH |
2,508.0 |
|
0.618 |
2,494.2 |
|
0.500 |
2,490.0 |
|
0.382 |
2,485.8 |
|
LOW |
2,472.0 |
|
0.618 |
2,449.8 |
|
1.000 |
2,436.0 |
|
1.618 |
2,413.8 |
|
2.618 |
2,377.8 |
|
4.250 |
2,319.0 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,490.0 |
2,501.5 |
| PP |
2,489.3 |
2,497.0 |
| S1 |
2,488.7 |
2,492.5 |
|