| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
12,981.20 |
12,981.13 |
-0.07 |
0.0% |
12,949.34 |
| High |
13,013.82 |
13,027.52 |
13.70 |
0.1% |
13,013.82 |
| Low |
12,950.59 |
12,882.59 |
-68.00 |
-0.5% |
12,882.67 |
| Close |
12,982.95 |
12,981.51 |
-1.44 |
0.0% |
12,982.95 |
| Range |
63.23 |
144.93 |
81.70 |
129.2% |
131.15 |
| ATR |
107.93 |
110.57 |
2.64 |
2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,398.66 |
13,335.02 |
13,061.22 |
|
| R3 |
13,253.73 |
13,190.09 |
13,021.37 |
|
| R2 |
13,108.80 |
13,108.80 |
13,008.08 |
|
| R1 |
13,045.16 |
13,045.16 |
12,994.80 |
13,076.98 |
| PP |
12,963.87 |
12,963.87 |
12,963.87 |
12,979.79 |
| S1 |
12,900.23 |
12,900.23 |
12,968.22 |
12,932.05 |
| S2 |
12,818.94 |
12,818.94 |
12,954.94 |
|
| S3 |
12,674.01 |
12,755.30 |
12,941.65 |
|
| S4 |
12,529.08 |
12,610.37 |
12,901.80 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,353.26 |
13,299.26 |
13,055.08 |
|
| R3 |
13,222.11 |
13,168.11 |
13,019.02 |
|
| R2 |
13,090.96 |
13,090.96 |
13,006.99 |
|
| R1 |
13,036.96 |
13,036.96 |
12,994.97 |
13,063.96 |
| PP |
12,959.81 |
12,959.81 |
12,959.81 |
12,973.32 |
| S1 |
12,905.81 |
12,905.81 |
12,970.93 |
12,932.81 |
| S2 |
12,828.66 |
12,828.66 |
12,958.91 |
|
| S3 |
12,697.51 |
12,774.66 |
12,946.88 |
|
| S4 |
12,566.36 |
12,643.51 |
12,910.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,027.52 |
12,882.59 |
144.93 |
1.1% |
92.72 |
0.7% |
68% |
True |
True |
|
| 10 |
13,027.52 |
12,753.62 |
273.90 |
2.1% |
98.93 |
0.8% |
83% |
True |
False |
|
| 20 |
13,027.52 |
12,529.41 |
498.11 |
3.8% |
107.17 |
0.8% |
91% |
True |
False |
|
| 40 |
13,027.52 |
12,152.09 |
875.43 |
6.7% |
113.68 |
0.9% |
95% |
True |
False |
|
| 60 |
13,027.52 |
11,559.27 |
1,468.25 |
11.3% |
137.13 |
1.1% |
97% |
True |
False |
|
| 80 |
13,027.52 |
11,231.56 |
1,795.96 |
13.8% |
158.04 |
1.2% |
97% |
True |
False |
|
| 100 |
13,027.52 |
10,404.49 |
2,623.03 |
20.2% |
172.42 |
1.3% |
98% |
True |
False |
|
| 120 |
13,027.52 |
10,404.49 |
2,623.03 |
20.2% |
189.41 |
1.5% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,643.47 |
|
2.618 |
13,406.95 |
|
1.618 |
13,262.02 |
|
1.000 |
13,172.45 |
|
0.618 |
13,117.09 |
|
HIGH |
13,027.52 |
|
0.618 |
12,972.16 |
|
0.500 |
12,955.06 |
|
0.382 |
12,937.95 |
|
LOW |
12,882.59 |
|
0.618 |
12,793.02 |
|
1.000 |
12,737.66 |
|
1.618 |
12,648.09 |
|
2.618 |
12,503.16 |
|
4.250 |
12,266.64 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,972.69 |
12,972.69 |
| PP |
12,963.87 |
12,963.87 |
| S1 |
12,955.06 |
12,955.06 |
|