| 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 |
2,556.50 |
2,593.75 |
37.25 |
1.5% |
2,556.75 |
| High |
2,594.25 |
2,597.50 |
3.25 |
0.1% |
2,600.50 |
| Low |
2,542.75 |
2,572.00 |
29.25 |
1.2% |
2,542.75 |
| Close |
2,593.50 |
2,582.00 |
-11.50 |
-0.4% |
2,582.00 |
| Range |
51.50 |
25.50 |
-26.00 |
-50.5% |
57.75 |
| ATR |
32.25 |
31.77 |
-0.48 |
-1.5% |
0.00 |
| Volume |
306,893 |
198,713 |
-108,180 |
-35.3% |
1,234,293 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,660.25 |
2,646.75 |
2,596.00 |
|
| R3 |
2,634.75 |
2,621.25 |
2,589.00 |
|
| R2 |
2,609.25 |
2,609.25 |
2,586.75 |
|
| R1 |
2,595.75 |
2,595.75 |
2,584.25 |
2,589.75 |
| PP |
2,583.75 |
2,583.75 |
2,583.75 |
2,581.00 |
| S1 |
2,570.25 |
2,570.25 |
2,579.75 |
2,564.25 |
| S2 |
2,558.25 |
2,558.25 |
2,577.25 |
|
| S3 |
2,532.75 |
2,544.75 |
2,575.00 |
|
| S4 |
2,507.25 |
2,519.25 |
2,568.00 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,748.25 |
2,723.00 |
2,613.75 |
|
| R3 |
2,690.50 |
2,665.25 |
2,598.00 |
|
| R2 |
2,632.75 |
2,632.75 |
2,592.50 |
|
| R1 |
2,607.50 |
2,607.50 |
2,587.25 |
2,620.00 |
| PP |
2,575.00 |
2,575.00 |
2,575.00 |
2,581.50 |
| S1 |
2,549.75 |
2,549.75 |
2,576.75 |
2,562.50 |
| S2 |
2,517.25 |
2,517.25 |
2,571.50 |
|
| S3 |
2,459.50 |
2,492.00 |
2,566.00 |
|
| S4 |
2,401.75 |
2,434.25 |
2,550.25 |
|
|
| 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 |
2,542.75 |
57.75 |
2.2% |
33.75 |
1.3% |
68% |
False |
False |
246,858 |
| 10 |
2,600.50 |
2,510.50 |
90.00 |
3.5% |
29.00 |
1.1% |
79% |
False |
False |
223,938 |
| 20 |
2,600.50 |
2,419.50 |
181.00 |
7.0% |
29.75 |
1.2% |
90% |
False |
False |
208,929 |
| 40 |
2,600.50 |
2,217.75 |
382.75 |
14.8% |
29.75 |
1.1% |
95% |
False |
False |
169,269 |
| 60 |
2,600.50 |
2,135.00 |
465.50 |
18.0% |
36.50 |
1.4% |
96% |
False |
False |
148,245 |
| 80 |
2,600.50 |
2,135.00 |
465.50 |
18.0% |
40.25 |
1.6% |
96% |
False |
False |
111,208 |
| 100 |
2,600.50 |
2,034.50 |
566.00 |
21.9% |
44.25 |
1.7% |
97% |
False |
False |
88,978 |
| 120 |
2,600.50 |
2,034.50 |
566.00 |
21.9% |
44.25 |
1.7% |
97% |
False |
False |
74,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,706.00 |
|
2.618 |
2,664.25 |
|
1.618 |
2,638.75 |
|
1.000 |
2,623.00 |
|
0.618 |
2,613.25 |
|
HIGH |
2,597.50 |
|
0.618 |
2,587.75 |
|
0.500 |
2,584.75 |
|
0.382 |
2,581.75 |
|
LOW |
2,572.00 |
|
0.618 |
2,556.25 |
|
1.000 |
2,546.50 |
|
1.618 |
2,530.75 |
|
2.618 |
2,505.25 |
|
4.250 |
2,463.50 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,584.75 |
2,578.50 |
| PP |
2,583.75 |
2,575.00 |
| S1 |
2,583.00 |
2,571.50 |
|