| 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 |
5,819.5 |
5,863.0 |
43.5 |
0.7% |
5,861.5 |
| High |
5,876.5 |
5,876.0 |
-0.5 |
0.0% |
5,872.5 |
| Low |
5,815.5 |
5,831.5 |
16.0 |
0.3% |
5,794.0 |
| Close |
5,867.5 |
5,865.0 |
-2.5 |
0.0% |
5,815.5 |
| Range |
61.0 |
44.5 |
-16.5 |
-27.0% |
78.5 |
| ATR |
73.1 |
71.0 |
-2.0 |
-2.8% |
0.0 |
| Volume |
77,249 |
96,363 |
19,114 |
24.7% |
425,781 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,991.0 |
5,972.5 |
5,889.5 |
|
| R3 |
5,946.5 |
5,928.0 |
5,877.0 |
|
| R2 |
5,902.0 |
5,902.0 |
5,873.0 |
|
| R1 |
5,883.5 |
5,883.5 |
5,869.0 |
5,893.0 |
| PP |
5,857.5 |
5,857.5 |
5,857.5 |
5,862.0 |
| S1 |
5,839.0 |
5,839.0 |
5,861.0 |
5,848.0 |
| S2 |
5,813.0 |
5,813.0 |
5,857.0 |
|
| S3 |
5,768.5 |
5,794.5 |
5,853.0 |
|
| S4 |
5,724.0 |
5,750.0 |
5,840.5 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,063.0 |
6,017.5 |
5,858.5 |
|
| R3 |
5,984.5 |
5,939.0 |
5,837.0 |
|
| R2 |
5,906.0 |
5,906.0 |
5,830.0 |
|
| R1 |
5,860.5 |
5,860.5 |
5,822.5 |
5,844.0 |
| PP |
5,827.5 |
5,827.5 |
5,827.5 |
5,819.0 |
| S1 |
5,782.0 |
5,782.0 |
5,808.5 |
5,765.5 |
| S2 |
5,749.0 |
5,749.0 |
5,801.0 |
|
| S3 |
5,670.5 |
5,703.5 |
5,794.0 |
|
| S4 |
5,592.0 |
5,625.0 |
5,772.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,876.5 |
5,794.0 |
82.5 |
1.4% |
54.0 |
0.9% |
86% |
False |
False |
86,775 |
| 10 |
5,878.5 |
5,643.0 |
235.5 |
4.0% |
67.5 |
1.2% |
94% |
False |
False |
89,599 |
| 20 |
5,878.5 |
5,605.0 |
273.5 |
4.7% |
66.5 |
1.1% |
95% |
False |
False |
88,997 |
| 40 |
5,878.5 |
5,281.5 |
597.0 |
10.2% |
75.0 |
1.3% |
98% |
False |
False |
83,511 |
| 60 |
5,878.5 |
5,040.0 |
838.5 |
14.3% |
84.5 |
1.4% |
98% |
False |
False |
69,116 |
| 80 |
5,878.5 |
5,040.0 |
838.5 |
14.3% |
83.5 |
1.4% |
98% |
False |
False |
51,864 |
| 100 |
5,878.5 |
4,887.5 |
991.0 |
16.9% |
78.5 |
1.3% |
99% |
False |
False |
41,497 |
| 120 |
5,878.5 |
4,887.5 |
991.0 |
16.9% |
67.5 |
1.1% |
99% |
False |
False |
34,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,065.0 |
|
2.618 |
5,992.5 |
|
1.618 |
5,948.0 |
|
1.000 |
5,920.5 |
|
0.618 |
5,903.5 |
|
HIGH |
5,876.0 |
|
0.618 |
5,859.0 |
|
0.500 |
5,854.0 |
|
0.382 |
5,848.5 |
|
LOW |
5,831.5 |
|
0.618 |
5,804.0 |
|
1.000 |
5,787.0 |
|
1.618 |
5,759.5 |
|
2.618 |
5,715.0 |
|
4.250 |
5,642.5 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
5,861.0 |
5,855.0 |
| PP |
5,857.5 |
5,845.0 |
| S1 |
5,854.0 |
5,835.0 |
|