| 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 |
1,354.75 |
1,366.75 |
12.00 |
0.9% |
1,347.25 |
| High |
1,361.25 |
1,369.50 |
8.25 |
0.6% |
1,361.25 |
| Low |
1,353.00 |
1,355.75 |
2.75 |
0.2% |
1,334.25 |
| Close |
1,359.75 |
1,360.00 |
0.25 |
0.0% |
1,359.75 |
| Range |
8.25 |
13.75 |
5.50 |
66.7% |
27.00 |
| ATR |
15.79 |
15.65 |
-0.15 |
-0.9% |
0.00 |
| Volume |
1,247,605 |
1,582,147 |
334,542 |
26.8% |
8,453,189 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,403.00 |
1,395.25 |
1,367.50 |
|
| R3 |
1,389.25 |
1,381.50 |
1,363.75 |
|
| R2 |
1,375.50 |
1,375.50 |
1,362.50 |
|
| R1 |
1,367.75 |
1,367.75 |
1,361.25 |
1,364.75 |
| PP |
1,361.75 |
1,361.75 |
1,361.75 |
1,360.25 |
| S1 |
1,354.00 |
1,354.00 |
1,358.75 |
1,351.00 |
| S2 |
1,348.00 |
1,348.00 |
1,357.50 |
|
| S3 |
1,334.25 |
1,340.25 |
1,356.25 |
|
| S4 |
1,320.50 |
1,326.50 |
1,352.50 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,432.75 |
1,423.25 |
1,374.50 |
|
| R3 |
1,405.75 |
1,396.25 |
1,367.25 |
|
| R2 |
1,378.75 |
1,378.75 |
1,364.75 |
|
| R1 |
1,369.25 |
1,369.25 |
1,362.25 |
1,374.00 |
| PP |
1,351.75 |
1,351.75 |
1,351.75 |
1,354.00 |
| S1 |
1,342.25 |
1,342.25 |
1,357.25 |
1,347.00 |
| S2 |
1,324.75 |
1,324.75 |
1,354.75 |
|
| S3 |
1,297.75 |
1,315.25 |
1,352.25 |
|
| S4 |
1,270.75 |
1,288.25 |
1,345.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,369.50 |
1,334.25 |
35.25 |
2.6% |
15.75 |
1.2% |
73% |
True |
False |
1,760,136 |
| 10 |
1,369.50 |
1,331.75 |
37.75 |
2.8% |
14.00 |
1.0% |
75% |
True |
False |
1,653,862 |
| 20 |
1,369.50 |
1,296.00 |
73.50 |
5.4% |
15.00 |
1.1% |
87% |
True |
False |
1,673,147 |
| 40 |
1,369.50 |
1,232.25 |
137.25 |
10.1% |
14.75 |
1.1% |
93% |
True |
False |
1,453,031 |
| 60 |
1,369.50 |
1,141.75 |
227.75 |
16.7% |
19.00 |
1.4% |
96% |
True |
False |
1,328,466 |
| 80 |
1,369.50 |
1,141.75 |
227.75 |
16.7% |
21.75 |
1.6% |
96% |
True |
False |
997,493 |
| 100 |
1,369.50 |
1,062.00 |
307.50 |
22.6% |
23.75 |
1.8% |
97% |
True |
False |
798,380 |
| 120 |
1,369.50 |
1,062.00 |
307.50 |
22.6% |
25.25 |
1.9% |
97% |
True |
False |
665,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,428.00 |
|
2.618 |
1,405.50 |
|
1.618 |
1,391.75 |
|
1.000 |
1,383.25 |
|
0.618 |
1,378.00 |
|
HIGH |
1,369.50 |
|
0.618 |
1,364.25 |
|
0.500 |
1,362.50 |
|
0.382 |
1,361.00 |
|
LOW |
1,355.75 |
|
0.618 |
1,347.25 |
|
1.000 |
1,342.00 |
|
1.618 |
1,333.50 |
|
2.618 |
1,319.75 |
|
4.250 |
1,297.25 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,362.50 |
1,357.25 |
| PP |
1,361.75 |
1,354.50 |
| S1 |
1,361.00 |
1,352.00 |
|