| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,509.0 |
2,558.0 |
49.0 |
2.0% |
2,500.0 |
| High |
2,533.0 |
2,559.0 |
26.0 |
1.0% |
2,533.0 |
| Low |
2,507.0 |
2,523.0 |
16.0 |
0.6% |
2,454.0 |
| Close |
2,520.0 |
2,544.0 |
24.0 |
1.0% |
2,520.0 |
| Range |
26.0 |
36.0 |
10.0 |
38.5% |
79.0 |
| ATR |
43.9 |
43.6 |
-0.4 |
-0.8% |
0.0 |
| Volume |
1,121,792 |
1,013,931 |
-107,861 |
-9.6% |
5,139,153 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,650.0 |
2,633.0 |
2,563.8 |
|
| R3 |
2,614.0 |
2,597.0 |
2,553.9 |
|
| R2 |
2,578.0 |
2,578.0 |
2,550.6 |
|
| R1 |
2,561.0 |
2,561.0 |
2,547.3 |
2,551.5 |
| PP |
2,542.0 |
2,542.0 |
2,542.0 |
2,537.3 |
| S1 |
2,525.0 |
2,525.0 |
2,540.7 |
2,515.5 |
| S2 |
2,506.0 |
2,506.0 |
2,537.4 |
|
| S3 |
2,470.0 |
2,489.0 |
2,534.1 |
|
| S4 |
2,434.0 |
2,453.0 |
2,524.2 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,739.3 |
2,708.7 |
2,563.5 |
|
| R3 |
2,660.3 |
2,629.7 |
2,541.7 |
|
| R2 |
2,581.3 |
2,581.3 |
2,534.5 |
|
| R1 |
2,550.7 |
2,550.7 |
2,527.2 |
2,566.0 |
| PP |
2,502.3 |
2,502.3 |
2,502.3 |
2,510.0 |
| S1 |
2,471.7 |
2,471.7 |
2,512.8 |
2,487.0 |
| S2 |
2,423.3 |
2,423.3 |
2,505.5 |
|
| S3 |
2,344.3 |
2,392.7 |
2,498.3 |
|
| S4 |
2,265.3 |
2,313.7 |
2,476.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,559.0 |
2,454.0 |
105.0 |
4.1% |
40.2 |
1.6% |
86% |
True |
False |
1,072,580 |
| 10 |
2,559.0 |
2,454.0 |
105.0 |
4.1% |
39.0 |
1.5% |
86% |
True |
False |
1,025,214 |
| 20 |
2,559.0 |
2,397.0 |
162.0 |
6.4% |
39.1 |
1.5% |
91% |
True |
False |
1,003,419 |
| 40 |
2,559.0 |
2,242.0 |
317.0 |
12.5% |
42.0 |
1.7% |
95% |
True |
False |
907,412 |
| 60 |
2,559.0 |
2,059.0 |
500.0 |
19.7% |
50.9 |
2.0% |
97% |
True |
False |
771,360 |
| 80 |
2,559.0 |
2,059.0 |
500.0 |
19.7% |
56.5 |
2.2% |
97% |
True |
False |
583,451 |
| 100 |
2,559.0 |
2,043.0 |
516.0 |
20.3% |
58.3 |
2.3% |
97% |
True |
False |
468,474 |
| 120 |
2,559.0 |
1,927.0 |
632.0 |
24.8% |
61.9 |
2.4% |
98% |
True |
False |
393,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,712.0 |
|
2.618 |
2,653.2 |
|
1.618 |
2,617.2 |
|
1.000 |
2,595.0 |
|
0.618 |
2,581.2 |
|
HIGH |
2,559.0 |
|
0.618 |
2,545.2 |
|
0.500 |
2,541.0 |
|
0.382 |
2,536.8 |
|
LOW |
2,523.0 |
|
0.618 |
2,500.8 |
|
1.000 |
2,487.0 |
|
1.618 |
2,464.8 |
|
2.618 |
2,428.8 |
|
4.250 |
2,370.0 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,543.0 |
2,531.5 |
| PP |
2,542.0 |
2,519.0 |
| S1 |
2,541.0 |
2,506.5 |
|