| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,569.50 |
2,576.50 |
7.00 |
0.3% |
2,519.75 |
| High |
2,577.50 |
2,600.50 |
23.00 |
0.9% |
2,565.00 |
| Low |
2,553.25 |
2,552.50 |
-0.75 |
0.0% |
2,510.50 |
| Close |
2,576.00 |
2,557.50 |
-18.50 |
-0.7% |
2,548.50 |
| Range |
24.25 |
48.00 |
23.75 |
97.9% |
54.50 |
| ATR |
29.44 |
30.77 |
1.33 |
4.5% |
0.00 |
| Volume |
190,836 |
372,094 |
181,258 |
95.0% |
1,005,089 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,714.25 |
2,683.75 |
2,584.00 |
|
| R3 |
2,666.25 |
2,635.75 |
2,570.75 |
|
| R2 |
2,618.25 |
2,618.25 |
2,566.25 |
|
| R1 |
2,587.75 |
2,587.75 |
2,562.00 |
2,579.00 |
| PP |
2,570.25 |
2,570.25 |
2,570.25 |
2,565.75 |
| S1 |
2,539.75 |
2,539.75 |
2,553.00 |
2,531.00 |
| S2 |
2,522.25 |
2,522.25 |
2,548.75 |
|
| S3 |
2,474.25 |
2,491.75 |
2,544.25 |
|
| S4 |
2,426.25 |
2,443.75 |
2,531.00 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,704.75 |
2,681.25 |
2,578.50 |
|
| R3 |
2,650.25 |
2,626.75 |
2,563.50 |
|
| R2 |
2,595.75 |
2,595.75 |
2,558.50 |
|
| R1 |
2,572.25 |
2,572.25 |
2,553.50 |
2,584.00 |
| PP |
2,541.25 |
2,541.25 |
2,541.25 |
2,547.25 |
| S1 |
2,517.75 |
2,517.75 |
2,543.50 |
2,529.50 |
| S2 |
2,486.75 |
2,486.75 |
2,538.50 |
|
| S3 |
2,432.25 |
2,463.25 |
2,533.50 |
|
| S4 |
2,377.75 |
2,408.75 |
2,518.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,600.50 |
2,535.25 |
65.25 |
2.6% |
29.50 |
1.2% |
34% |
True |
False |
240,432 |
| 10 |
2,600.50 |
2,479.50 |
121.00 |
4.7% |
27.50 |
1.1% |
64% |
True |
False |
209,367 |
| 20 |
2,600.50 |
2,418.50 |
182.00 |
7.1% |
28.00 |
1.1% |
76% |
True |
False |
196,982 |
| 40 |
2,600.50 |
2,204.25 |
396.25 |
15.5% |
30.75 |
1.2% |
89% |
True |
False |
165,720 |
| 60 |
2,600.50 |
2,135.00 |
465.50 |
18.2% |
36.75 |
1.4% |
91% |
True |
False |
139,821 |
| 80 |
2,600.50 |
2,135.00 |
465.50 |
18.2% |
40.75 |
1.6% |
91% |
True |
False |
104,889 |
| 100 |
2,600.50 |
2,034.50 |
566.00 |
22.1% |
44.75 |
1.8% |
92% |
True |
False |
83,923 |
| 120 |
2,600.50 |
2,034.50 |
566.00 |
22.1% |
44.50 |
1.7% |
92% |
True |
False |
69,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,804.50 |
|
2.618 |
2,726.25 |
|
1.618 |
2,678.25 |
|
1.000 |
2,648.50 |
|
0.618 |
2,630.25 |
|
HIGH |
2,600.50 |
|
0.618 |
2,582.25 |
|
0.500 |
2,576.50 |
|
0.382 |
2,570.75 |
|
LOW |
2,552.50 |
|
0.618 |
2,522.75 |
|
1.000 |
2,504.50 |
|
1.618 |
2,474.75 |
|
2.618 |
2,426.75 |
|
4.250 |
2,348.50 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,576.50 |
2,576.00 |
| PP |
2,570.25 |
2,570.00 |
| S1 |
2,563.75 |
2,563.75 |
|