| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,510.0 |
2,467.0 |
-43.0 |
-1.7% |
2,511.0 |
| High |
2,522.0 |
2,512.0 |
-10.0 |
-0.4% |
2,544.0 |
| Low |
2,477.0 |
2,454.0 |
-23.0 |
-0.9% |
2,470.0 |
| Close |
2,482.0 |
2,509.0 |
27.0 |
1.1% |
2,485.0 |
| Range |
45.0 |
58.0 |
13.0 |
28.9% |
74.0 |
| ATR |
44.3 |
45.3 |
1.0 |
2.2% |
0.0 |
| Volume |
1,147,328 |
1,219,602 |
72,274 |
6.3% |
4,846,317 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,665.7 |
2,645.3 |
2,540.9 |
|
| R3 |
2,607.7 |
2,587.3 |
2,525.0 |
|
| R2 |
2,549.7 |
2,549.7 |
2,519.6 |
|
| R1 |
2,529.3 |
2,529.3 |
2,514.3 |
2,539.5 |
| PP |
2,491.7 |
2,491.7 |
2,491.7 |
2,496.8 |
| S1 |
2,471.3 |
2,471.3 |
2,503.7 |
2,481.5 |
| S2 |
2,433.7 |
2,433.7 |
2,498.4 |
|
| S3 |
2,375.7 |
2,413.3 |
2,493.1 |
|
| S4 |
2,317.7 |
2,355.3 |
2,477.1 |
|
|
| 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 |
2,533.0 |
2,454.0 |
79.0 |
3.1% |
46.0 |
1.8% |
70% |
False |
True |
1,013,092 |
| 10 |
2,544.0 |
2,454.0 |
90.0 |
3.6% |
41.2 |
1.6% |
61% |
False |
True |
1,004,443 |
| 20 |
2,544.0 |
2,397.0 |
147.0 |
5.9% |
39.2 |
1.6% |
76% |
False |
False |
986,758 |
| 40 |
2,544.0 |
2,225.0 |
319.0 |
12.7% |
43.6 |
1.7% |
89% |
False |
False |
890,276 |
| 60 |
2,544.0 |
2,059.0 |
485.0 |
19.3% |
51.7 |
2.1% |
93% |
False |
False |
738,579 |
| 80 |
2,544.0 |
2,059.0 |
485.0 |
19.3% |
58.0 |
2.3% |
93% |
False |
False |
557,438 |
| 100 |
2,544.0 |
2,043.0 |
501.0 |
20.0% |
59.1 |
2.4% |
93% |
False |
False |
447,124 |
| 120 |
2,544.0 |
1,927.0 |
617.0 |
24.6% |
62.5 |
2.5% |
94% |
False |
False |
375,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,758.5 |
|
2.618 |
2,663.8 |
|
1.618 |
2,605.8 |
|
1.000 |
2,570.0 |
|
0.618 |
2,547.8 |
|
HIGH |
2,512.0 |
|
0.618 |
2,489.8 |
|
0.500 |
2,483.0 |
|
0.382 |
2,476.2 |
|
LOW |
2,454.0 |
|
0.618 |
2,418.2 |
|
1.000 |
2,396.0 |
|
1.618 |
2,360.2 |
|
2.618 |
2,302.2 |
|
4.250 |
2,207.5 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,500.3 |
2,502.0 |
| PP |
2,491.7 |
2,495.0 |
| S1 |
2,483.0 |
2,488.0 |
|