| Trading Metrics calculated at close of trading on 28-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
9,725 |
9,595 |
-130 |
-1.3% |
9,500 |
| High |
9,755 |
9,825 |
70 |
0.7% |
9,750 |
| Low |
9,480 |
9,535 |
55 |
0.6% |
9,435 |
| Close |
9,595 |
9,795 |
200 |
2.1% |
9,710 |
| Range |
275 |
290 |
15 |
5.5% |
315 |
| ATR |
132 |
144 |
11 |
8.5% |
0 |
| Volume |
6,737 |
12,089 |
5,352 |
79.4% |
25,386 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,588 |
10,482 |
9,955 |
|
| R3 |
10,298 |
10,192 |
9,875 |
|
| R2 |
10,008 |
10,008 |
9,848 |
|
| R1 |
9,902 |
9,902 |
9,822 |
9,955 |
| PP |
9,718 |
9,718 |
9,718 |
9,745 |
| S1 |
9,612 |
9,612 |
9,769 |
9,665 |
| S2 |
9,428 |
9,428 |
9,742 |
|
| S3 |
9,138 |
9,322 |
9,715 |
|
| S4 |
8,848 |
9,032 |
9,636 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,577 |
10,458 |
9,883 |
|
| R3 |
10,262 |
10,143 |
9,797 |
|
| R2 |
9,947 |
9,947 |
9,768 |
|
| R1 |
9,828 |
9,828 |
9,739 |
9,888 |
| PP |
9,632 |
9,632 |
9,632 |
9,661 |
| S1 |
9,513 |
9,513 |
9,681 |
9,573 |
| S2 |
9,317 |
9,317 |
9,652 |
|
| S3 |
9,002 |
9,198 |
9,624 |
|
| S4 |
8,687 |
8,883 |
9,537 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,825 |
9,445 |
380 |
3.9% |
203 |
2.1% |
92% |
True |
False |
7,491 |
| 10 |
9,825 |
8,970 |
855 |
8.7% |
179 |
1.8% |
96% |
True |
False |
8,178 |
| 20 |
9,825 |
8,770 |
1,055 |
10.8% |
134 |
1.4% |
97% |
True |
False |
6,346 |
| 40 |
9,825 |
8,300 |
1,525 |
15.6% |
116 |
1.2% |
98% |
True |
False |
5,415 |
| 60 |
9,825 |
8,275 |
1,550 |
15.8% |
117 |
1.2% |
98% |
True |
False |
4,850 |
| 80 |
9,825 |
8,110 |
1,715 |
17.5% |
100 |
1.0% |
98% |
True |
False |
3,650 |
| 100 |
9,825 |
8,110 |
1,715 |
17.5% |
83 |
0.8% |
98% |
True |
False |
2,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,058 |
|
2.618 |
10,584 |
|
1.618 |
10,294 |
|
1.000 |
10,115 |
|
0.618 |
10,004 |
|
HIGH |
9,825 |
|
0.618 |
9,714 |
|
0.500 |
9,680 |
|
0.382 |
9,646 |
|
LOW |
9,535 |
|
0.618 |
9,356 |
|
1.000 |
9,245 |
|
1.618 |
9,066 |
|
2.618 |
8,776 |
|
4.250 |
8,303 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
9,757 |
9,748 |
| PP |
9,718 |
9,700 |
| S1 |
9,680 |
9,653 |
|