| 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 |
12,799.11 |
12,871.77 |
72.66 |
0.6% |
12,860.72 |
| High |
12,887.93 |
12,878.88 |
-9.05 |
-0.1% |
12,924.71 |
| Low |
12,799.11 |
12,786.93 |
-12.18 |
-0.1% |
12,743.56 |
| Close |
12,874.04 |
12,878.28 |
4.24 |
0.0% |
12,801.23 |
| Range |
88.82 |
91.95 |
3.13 |
3.5% |
181.15 |
| ATR |
120.92 |
118.85 |
-2.07 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,123.88 |
13,093.03 |
12,928.85 |
|
| R3 |
13,031.93 |
13,001.08 |
12,903.57 |
|
| R2 |
12,939.98 |
12,939.98 |
12,895.14 |
|
| R1 |
12,909.13 |
12,909.13 |
12,886.71 |
12,924.56 |
| PP |
12,848.03 |
12,848.03 |
12,848.03 |
12,855.74 |
| S1 |
12,817.18 |
12,817.18 |
12,869.85 |
12,832.61 |
| S2 |
12,756.08 |
12,756.08 |
12,861.42 |
|
| S3 |
12,664.13 |
12,725.23 |
12,852.99 |
|
| S4 |
12,572.18 |
12,633.28 |
12,827.71 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,366.62 |
13,265.07 |
12,900.86 |
|
| R3 |
13,185.47 |
13,083.92 |
12,851.05 |
|
| R2 |
13,004.32 |
13,004.32 |
12,834.44 |
|
| R1 |
12,902.77 |
12,902.77 |
12,817.84 |
12,862.97 |
| PP |
12,823.17 |
12,823.17 |
12,823.17 |
12,803.27 |
| S1 |
12,721.62 |
12,721.62 |
12,784.62 |
12,681.82 |
| S2 |
12,642.02 |
12,642.02 |
12,768.02 |
|
| S3 |
12,460.87 |
12,540.47 |
12,751.41 |
|
| S4 |
12,279.72 |
12,359.32 |
12,701.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,924.71 |
12,743.56 |
181.15 |
1.4% |
96.22 |
0.7% |
74% |
False |
False |
|
| 10 |
12,924.71 |
12,632.76 |
291.95 |
2.3% |
105.23 |
0.8% |
84% |
False |
False |
|
| 20 |
12,924.71 |
12,453.20 |
471.51 |
3.7% |
113.39 |
0.9% |
90% |
False |
False |
|
| 40 |
12,924.71 |
11,735.19 |
1,189.52 |
9.2% |
124.18 |
1.0% |
96% |
False |
False |
|
| 60 |
12,924.71 |
11,231.56 |
1,693.15 |
13.1% |
151.20 |
1.2% |
97% |
False |
False |
|
| 80 |
12,924.71 |
11,231.56 |
1,693.15 |
13.1% |
170.39 |
1.3% |
97% |
False |
False |
|
| 100 |
12,924.71 |
10,404.49 |
2,520.22 |
19.6% |
189.33 |
1.5% |
98% |
False |
False |
|
| 120 |
12,924.71 |
10,404.49 |
2,520.22 |
19.6% |
199.88 |
1.6% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,269.67 |
|
2.618 |
13,119.61 |
|
1.618 |
13,027.66 |
|
1.000 |
12,970.83 |
|
0.618 |
12,935.71 |
|
HIGH |
12,878.88 |
|
0.618 |
12,843.76 |
|
0.500 |
12,832.91 |
|
0.382 |
12,822.05 |
|
LOW |
12,786.93 |
|
0.618 |
12,730.10 |
|
1.000 |
12,694.98 |
|
1.618 |
12,638.15 |
|
2.618 |
12,546.20 |
|
4.250 |
12,396.14 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,863.16 |
12,857.72 |
| PP |
12,848.03 |
12,837.16 |
| S1 |
12,832.91 |
12,816.60 |
|