| 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 |
6,742.0 |
6,722.0 |
-20.0 |
-0.3% |
6,754.0 |
| High |
6,777.0 |
6,796.0 |
19.0 |
0.3% |
6,849.0 |
| Low |
6,711.0 |
6,694.0 |
-17.0 |
-0.3% |
6,651.0 |
| Close |
6,750.5 |
6,736.0 |
-14.5 |
-0.2% |
6,703.0 |
| Range |
66.0 |
102.0 |
36.0 |
54.5% |
198.0 |
| ATR |
117.3 |
116.2 |
-1.1 |
-0.9% |
0.0 |
| Volume |
115,665 |
139,285 |
23,620 |
20.4% |
698,221 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,048.0 |
6,994.0 |
6,792.1 |
|
| R3 |
6,946.0 |
6,892.0 |
6,764.1 |
|
| R2 |
6,844.0 |
6,844.0 |
6,754.7 |
|
| R1 |
6,790.0 |
6,790.0 |
6,745.4 |
6,817.0 |
| PP |
6,742.0 |
6,742.0 |
6,742.0 |
6,755.5 |
| S1 |
6,688.0 |
6,688.0 |
6,726.7 |
6,715.0 |
| S2 |
6,640.0 |
6,640.0 |
6,717.3 |
|
| S3 |
6,538.0 |
6,586.0 |
6,708.0 |
|
| S4 |
6,436.0 |
6,484.0 |
6,679.9 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,328.3 |
7,213.7 |
6,811.9 |
|
| R3 |
7,130.3 |
7,015.7 |
6,757.5 |
|
| R2 |
6,932.3 |
6,932.3 |
6,739.3 |
|
| R1 |
6,817.7 |
6,817.7 |
6,721.2 |
6,776.0 |
| PP |
6,734.3 |
6,734.3 |
6,734.3 |
6,713.5 |
| S1 |
6,619.7 |
6,619.7 |
6,684.9 |
6,578.0 |
| S2 |
6,536.3 |
6,536.3 |
6,666.7 |
|
| S3 |
6,338.3 |
6,421.7 |
6,648.6 |
|
| S4 |
6,140.3 |
6,223.7 |
6,594.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,849.0 |
6,651.0 |
198.0 |
2.9% |
105.1 |
1.6% |
43% |
False |
False |
139,716 |
| 10 |
6,849.0 |
6,465.5 |
383.5 |
5.7% |
109.4 |
1.6% |
71% |
False |
False |
140,098 |
| 20 |
6,849.0 |
6,285.5 |
563.5 |
8.4% |
104.2 |
1.5% |
80% |
False |
False |
140,357 |
| 40 |
6,849.0 |
5,614.5 |
1,234.5 |
18.3% |
114.1 |
1.7% |
91% |
False |
False |
126,557 |
| 60 |
6,849.0 |
5,382.0 |
1,467.0 |
21.8% |
133.1 |
2.0% |
92% |
False |
False |
92,915 |
| 80 |
6,849.0 |
5,382.0 |
1,467.0 |
21.8% |
151.0 |
2.2% |
92% |
False |
False |
69,818 |
| 100 |
6,849.0 |
5,100.0 |
1,749.0 |
26.0% |
159.2 |
2.4% |
94% |
False |
False |
55,970 |
| 120 |
6,849.0 |
4,988.0 |
1,861.0 |
27.6% |
163.0 |
2.4% |
94% |
False |
False |
47,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,229.5 |
|
2.618 |
7,063.0 |
|
1.618 |
6,961.0 |
|
1.000 |
6,898.0 |
|
0.618 |
6,859.0 |
|
HIGH |
6,796.0 |
|
0.618 |
6,757.0 |
|
0.500 |
6,745.0 |
|
0.382 |
6,733.0 |
|
LOW |
6,694.0 |
|
0.618 |
6,631.0 |
|
1.000 |
6,592.0 |
|
1.618 |
6,529.0 |
|
2.618 |
6,427.0 |
|
4.250 |
6,260.5 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,745.0 |
6,734.2 |
| PP |
6,742.0 |
6,732.3 |
| S1 |
6,739.0 |
6,730.5 |
|