| 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 |
12,821 |
12,834 |
13 |
0.1% |
12,780 |
| High |
12,866 |
12,857 |
-9 |
-0.1% |
12,894 |
| Low |
12,783 |
12,751 |
-32 |
-0.3% |
12,704 |
| Close |
12,835 |
12,840 |
5 |
0.0% |
12,767 |
| Range |
83 |
106 |
23 |
27.7% |
190 |
| ATR |
137 |
135 |
-2 |
-1.6% |
0 |
| Volume |
88,088 |
105,543 |
17,455 |
19.8% |
429,932 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,134 |
13,093 |
12,898 |
|
| R3 |
13,028 |
12,987 |
12,869 |
|
| R2 |
12,922 |
12,922 |
12,860 |
|
| R1 |
12,881 |
12,881 |
12,850 |
12,902 |
| PP |
12,816 |
12,816 |
12,816 |
12,826 |
| S1 |
12,775 |
12,775 |
12,830 |
12,796 |
| S2 |
12,710 |
12,710 |
12,821 |
|
| S3 |
12,604 |
12,669 |
12,811 |
|
| S4 |
12,498 |
12,563 |
12,782 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,358 |
13,253 |
12,872 |
|
| R3 |
13,168 |
13,063 |
12,819 |
|
| R2 |
12,978 |
12,978 |
12,802 |
|
| R1 |
12,873 |
12,873 |
12,785 |
12,831 |
| PP |
12,788 |
12,788 |
12,788 |
12,767 |
| S1 |
12,683 |
12,683 |
12,750 |
12,641 |
| S2 |
12,598 |
12,598 |
12,732 |
|
| S3 |
12,408 |
12,493 |
12,715 |
|
| S4 |
12,218 |
12,303 |
12,663 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,894 |
12,704 |
190 |
1.5% |
105 |
0.8% |
72% |
False |
False |
93,952 |
| 10 |
12,894 |
12,550 |
344 |
2.7% |
117 |
0.9% |
84% |
False |
False |
89,200 |
| 20 |
12,894 |
12,397 |
497 |
3.9% |
127 |
1.0% |
89% |
False |
False |
88,686 |
| 40 |
12,894 |
11,661 |
1,233 |
9.6% |
139 |
1.1% |
96% |
False |
False |
82,130 |
| 60 |
12,894 |
11,077 |
1,817 |
14.2% |
168 |
1.3% |
97% |
False |
False |
66,725 |
| 80 |
12,894 |
11,077 |
1,817 |
14.2% |
176 |
1.4% |
97% |
False |
False |
50,050 |
| 100 |
12,894 |
10,288 |
2,606 |
20.3% |
194 |
1.5% |
98% |
False |
False |
40,046 |
| 120 |
12,894 |
10,288 |
2,606 |
20.3% |
181 |
1.4% |
98% |
False |
False |
33,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,308 |
|
2.618 |
13,135 |
|
1.618 |
13,029 |
|
1.000 |
12,963 |
|
0.618 |
12,923 |
|
HIGH |
12,857 |
|
0.618 |
12,817 |
|
0.500 |
12,804 |
|
0.382 |
12,792 |
|
LOW |
12,751 |
|
0.618 |
12,686 |
|
1.000 |
12,645 |
|
1.618 |
12,580 |
|
2.618 |
12,474 |
|
4.250 |
12,301 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,828 |
12,822 |
| PP |
12,816 |
12,803 |
| S1 |
12,804 |
12,785 |
|