| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,590.25 |
2,579.00 |
-11.25 |
-0.4% |
2,556.75 |
| High |
2,600.50 |
2,602.00 |
1.50 |
0.1% |
2,600.50 |
| Low |
2,575.25 |
2,569.25 |
-6.00 |
-0.2% |
2,542.75 |
| Close |
2,578.75 |
2,600.75 |
22.00 |
0.9% |
2,582.00 |
| Range |
25.25 |
32.75 |
7.50 |
29.7% |
57.75 |
| ATR |
31.02 |
31.14 |
0.12 |
0.4% |
0.00 |
| Volume |
186,677 |
229,551 |
42,874 |
23.0% |
1,234,293 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,689.00 |
2,677.50 |
2,618.75 |
|
| R3 |
2,656.25 |
2,644.75 |
2,609.75 |
|
| R2 |
2,623.50 |
2,623.50 |
2,606.75 |
|
| R1 |
2,612.00 |
2,612.00 |
2,603.75 |
2,617.75 |
| PP |
2,590.75 |
2,590.75 |
2,590.75 |
2,593.50 |
| S1 |
2,579.25 |
2,579.25 |
2,597.75 |
2,585.00 |
| S2 |
2,558.00 |
2,558.00 |
2,594.75 |
|
| S3 |
2,525.25 |
2,546.50 |
2,591.75 |
|
| S4 |
2,492.50 |
2,513.75 |
2,582.75 |
|
|
| 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 |
2,602.00 |
2,542.75 |
59.25 |
2.3% |
32.50 |
1.2% |
98% |
True |
False |
221,815 |
| 10 |
2,602.00 |
2,535.25 |
66.75 |
2.6% |
31.00 |
1.2% |
98% |
True |
False |
231,123 |
| 20 |
2,602.00 |
2,429.50 |
172.50 |
6.6% |
30.00 |
1.2% |
99% |
True |
False |
211,016 |
| 40 |
2,602.00 |
2,256.25 |
345.75 |
13.3% |
28.50 |
1.1% |
100% |
True |
False |
175,025 |
| 60 |
2,602.00 |
2,169.25 |
432.75 |
16.6% |
35.50 |
1.4% |
100% |
True |
False |
158,295 |
| 80 |
2,602.00 |
2,135.00 |
467.00 |
18.0% |
39.50 |
1.5% |
100% |
True |
False |
118,749 |
| 100 |
2,602.00 |
2,034.50 |
567.50 |
21.8% |
42.75 |
1.6% |
100% |
True |
False |
95,010 |
| 120 |
2,602.00 |
2,034.50 |
567.50 |
21.8% |
44.25 |
1.7% |
100% |
True |
False |
79,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,741.25 |
|
2.618 |
2,687.75 |
|
1.618 |
2,655.00 |
|
1.000 |
2,634.75 |
|
0.618 |
2,622.25 |
|
HIGH |
2,602.00 |
|
0.618 |
2,589.50 |
|
0.500 |
2,585.50 |
|
0.382 |
2,581.75 |
|
LOW |
2,569.25 |
|
0.618 |
2,549.00 |
|
1.000 |
2,536.50 |
|
1.618 |
2,516.25 |
|
2.618 |
2,483.50 |
|
4.250 |
2,430.00 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,595.75 |
2,595.75 |
| PP |
2,590.75 |
2,590.75 |
| S1 |
2,585.50 |
2,585.50 |
|