| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
12,759 |
12,870 |
111 |
0.9% |
12,821 |
| High |
12,893 |
12,945 |
52 |
0.4% |
12,945 |
| Low |
12,700 |
12,860 |
160 |
1.3% |
12,700 |
| Close |
12,870 |
12,929 |
59 |
0.5% |
12,929 |
| Range |
193 |
85 |
-108 |
-56.0% |
245 |
| ATR |
144 |
140 |
-4 |
-2.9% |
0 |
| Volume |
136,399 |
80,405 |
-55,994 |
-41.1% |
557,083 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,166 |
13,133 |
12,976 |
|
| R3 |
13,081 |
13,048 |
12,953 |
|
| R2 |
12,996 |
12,996 |
12,945 |
|
| R1 |
12,963 |
12,963 |
12,937 |
12,980 |
| PP |
12,911 |
12,911 |
12,911 |
12,920 |
| S1 |
12,878 |
12,878 |
12,921 |
12,895 |
| S2 |
12,826 |
12,826 |
12,914 |
|
| S3 |
12,741 |
12,793 |
12,906 |
|
| S4 |
12,656 |
12,708 |
12,882 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,593 |
13,506 |
13,064 |
|
| R3 |
13,348 |
13,261 |
12,997 |
|
| R2 |
13,103 |
13,103 |
12,974 |
|
| R1 |
13,016 |
13,016 |
12,952 |
13,060 |
| PP |
12,858 |
12,858 |
12,858 |
12,880 |
| S1 |
12,771 |
12,771 |
12,907 |
12,815 |
| S2 |
12,613 |
12,613 |
12,884 |
|
| S3 |
12,368 |
12,526 |
12,862 |
|
| S4 |
12,123 |
12,281 |
12,794 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,945 |
12,700 |
245 |
1.9% |
134 |
1.0% |
93% |
True |
False |
111,416 |
| 10 |
12,945 |
12,700 |
245 |
1.9% |
120 |
0.9% |
93% |
True |
False |
98,701 |
| 20 |
12,945 |
12,476 |
469 |
3.6% |
134 |
1.0% |
97% |
True |
False |
95,945 |
| 40 |
12,945 |
11,928 |
1,017 |
7.9% |
133 |
1.0% |
98% |
True |
False |
83,922 |
| 60 |
12,945 |
11,077 |
1,868 |
14.4% |
165 |
1.3% |
99% |
True |
False |
72,776 |
| 80 |
12,945 |
11,077 |
1,868 |
14.4% |
175 |
1.4% |
99% |
True |
False |
54,592 |
| 100 |
12,945 |
10,288 |
2,657 |
20.6% |
187 |
1.4% |
99% |
True |
False |
43,680 |
| 120 |
12,945 |
10,288 |
2,657 |
20.6% |
185 |
1.4% |
99% |
True |
False |
36,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,306 |
|
2.618 |
13,168 |
|
1.618 |
13,083 |
|
1.000 |
13,030 |
|
0.618 |
12,998 |
|
HIGH |
12,945 |
|
0.618 |
12,913 |
|
0.500 |
12,903 |
|
0.382 |
12,893 |
|
LOW |
12,860 |
|
0.618 |
12,808 |
|
1.000 |
12,775 |
|
1.618 |
12,723 |
|
2.618 |
12,638 |
|
4.250 |
12,499 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,920 |
12,894 |
| PP |
12,911 |
12,858 |
| S1 |
12,903 |
12,823 |
|