| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
12,949.34 |
12,966.22 |
16.88 |
0.1% |
12,799.11 |
| High |
13,005.04 |
12,977.91 |
-27.13 |
-0.2% |
12,967.92 |
| Low |
12,926.11 |
12,914.83 |
-11.28 |
-0.1% |
12,753.62 |
| Close |
12,965.69 |
12,938.67 |
-27.02 |
-0.2% |
12,949.87 |
| Range |
78.93 |
63.08 |
-15.85 |
-20.1% |
214.30 |
| ATR |
114.91 |
111.21 |
-3.70 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,133.04 |
13,098.94 |
12,973.36 |
|
| R3 |
13,069.96 |
13,035.86 |
12,956.02 |
|
| R2 |
13,006.88 |
13,006.88 |
12,950.23 |
|
| R1 |
12,972.78 |
12,972.78 |
12,944.45 |
12,958.29 |
| PP |
12,943.80 |
12,943.80 |
12,943.80 |
12,936.56 |
| S1 |
12,909.70 |
12,909.70 |
12,932.89 |
12,895.21 |
| S2 |
12,880.72 |
12,880.72 |
12,927.11 |
|
| S3 |
12,817.64 |
12,846.62 |
12,921.32 |
|
| S4 |
12,754.56 |
12,783.54 |
12,903.98 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,533.37 |
13,455.92 |
13,067.74 |
|
| R3 |
13,319.07 |
13,241.62 |
13,008.80 |
|
| R2 |
13,104.77 |
13,104.77 |
12,989.16 |
|
| R1 |
13,027.32 |
13,027.32 |
12,969.51 |
13,066.05 |
| PP |
12,890.47 |
12,890.47 |
12,890.47 |
12,909.83 |
| S1 |
12,813.02 |
12,813.02 |
12,930.23 |
12,851.75 |
| S2 |
12,676.17 |
12,676.17 |
12,910.58 |
|
| S3 |
12,461.87 |
12,598.72 |
12,890.94 |
|
| S4 |
12,247.57 |
12,384.42 |
12,832.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,005.04 |
12,753.62 |
251.42 |
1.9% |
97.39 |
0.8% |
74% |
False |
False |
|
| 10 |
13,005.04 |
12,743.56 |
261.48 |
2.0% |
96.80 |
0.7% |
75% |
False |
False |
|
| 20 |
13,005.04 |
12,529.41 |
475.63 |
3.7% |
113.50 |
0.9% |
86% |
False |
False |
|
| 40 |
13,005.04 |
12,140.17 |
864.87 |
6.7% |
114.26 |
0.9% |
92% |
False |
False |
|
| 60 |
13,005.04 |
11,231.56 |
1,773.48 |
13.7% |
141.22 |
1.1% |
96% |
False |
False |
|
| 80 |
13,005.04 |
11,231.56 |
1,773.48 |
13.7% |
163.71 |
1.3% |
96% |
False |
False |
|
| 100 |
13,005.04 |
10,404.49 |
2,600.55 |
20.1% |
177.95 |
1.4% |
97% |
False |
False |
|
| 120 |
13,005.04 |
10,404.49 |
2,600.55 |
20.1% |
192.51 |
1.5% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,246.00 |
|
2.618 |
13,143.05 |
|
1.618 |
13,079.97 |
|
1.000 |
13,040.99 |
|
0.618 |
13,016.89 |
|
HIGH |
12,977.91 |
|
0.618 |
12,953.81 |
|
0.500 |
12,946.37 |
|
0.382 |
12,938.93 |
|
LOW |
12,914.83 |
|
0.618 |
12,875.85 |
|
1.000 |
12,851.75 |
|
1.618 |
12,812.77 |
|
2.618 |
12,749.69 |
|
4.250 |
12,646.74 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,946.37 |
12,954.15 |
| PP |
12,943.80 |
12,948.99 |
| S1 |
12,941.24 |
12,943.83 |
|