| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1,366.75 |
1,359.75 |
-7.00 |
-0.5% |
1,347.25 |
| High |
1,369.50 |
1,364.00 |
-5.50 |
-0.4% |
1,361.25 |
| Low |
1,355.75 |
1,353.00 |
-2.75 |
-0.2% |
1,334.25 |
| Close |
1,360.00 |
1,356.00 |
-4.00 |
-0.3% |
1,359.75 |
| Range |
13.75 |
11.00 |
-2.75 |
-20.0% |
27.00 |
| ATR |
15.65 |
15.32 |
-0.33 |
-2.1% |
0.00 |
| Volume |
1,582,147 |
1,439,240 |
-142,907 |
-9.0% |
8,453,189 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,390.75 |
1,384.25 |
1,362.00 |
|
| R3 |
1,379.75 |
1,373.25 |
1,359.00 |
|
| R2 |
1,368.75 |
1,368.75 |
1,358.00 |
|
| R1 |
1,362.25 |
1,362.25 |
1,357.00 |
1,360.00 |
| PP |
1,357.75 |
1,357.75 |
1,357.75 |
1,356.50 |
| S1 |
1,351.25 |
1,351.25 |
1,355.00 |
1,349.00 |
| S2 |
1,346.75 |
1,346.75 |
1,354.00 |
|
| S3 |
1,335.75 |
1,340.25 |
1,353.00 |
|
| S4 |
1,324.75 |
1,329.25 |
1,350.00 |
|
|
| 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% |
15.25 |
1.1% |
62% |
False |
False |
1,700,911 |
| 10 |
1,369.50 |
1,333.75 |
35.75 |
2.6% |
13.50 |
1.0% |
62% |
False |
False |
1,647,910 |
| 20 |
1,369.50 |
1,296.00 |
73.50 |
5.4% |
15.25 |
1.1% |
82% |
False |
False |
1,671,661 |
| 40 |
1,369.50 |
1,243.00 |
126.50 |
9.3% |
14.50 |
1.1% |
89% |
False |
False |
1,462,258 |
| 60 |
1,369.50 |
1,141.75 |
227.75 |
16.8% |
18.75 |
1.4% |
94% |
False |
False |
1,352,323 |
| 80 |
1,369.50 |
1,141.75 |
227.75 |
16.8% |
21.50 |
1.6% |
94% |
False |
False |
1,015,451 |
| 100 |
1,369.50 |
1,062.00 |
307.50 |
22.7% |
23.50 |
1.7% |
96% |
False |
False |
812,760 |
| 120 |
1,369.50 |
1,062.00 |
307.50 |
22.7% |
25.25 |
1.9% |
96% |
False |
False |
677,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,410.75 |
|
2.618 |
1,392.75 |
|
1.618 |
1,381.75 |
|
1.000 |
1,375.00 |
|
0.618 |
1,370.75 |
|
HIGH |
1,364.00 |
|
0.618 |
1,359.75 |
|
0.500 |
1,358.50 |
|
0.382 |
1,357.25 |
|
LOW |
1,353.00 |
|
0.618 |
1,346.25 |
|
1.000 |
1,342.00 |
|
1.618 |
1,335.25 |
|
2.618 |
1,324.25 |
|
4.250 |
1,306.25 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,358.50 |
1,361.25 |
| PP |
1,357.75 |
1,359.50 |
| S1 |
1,356.75 |
1,357.75 |
|