| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
5,860.0 |
5,833.5 |
-26.5 |
-0.5% |
5,861.5 |
| High |
5,901.0 |
5,891.5 |
-9.5 |
-0.2% |
5,872.5 |
| Low |
5,830.5 |
5,805.5 |
-25.0 |
-0.4% |
5,794.0 |
| Close |
5,839.0 |
5,885.0 |
46.0 |
0.8% |
5,815.5 |
| Range |
70.5 |
86.0 |
15.5 |
22.0% |
78.5 |
| ATR |
71.0 |
72.1 |
1.1 |
1.5% |
0.0 |
| Volume |
94,050 |
89,309 |
-4,741 |
-5.0% |
425,781 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,118.5 |
6,088.0 |
5,932.5 |
|
| R3 |
6,032.5 |
6,002.0 |
5,908.5 |
|
| R2 |
5,946.5 |
5,946.5 |
5,901.0 |
|
| R1 |
5,916.0 |
5,916.0 |
5,893.0 |
5,931.0 |
| PP |
5,860.5 |
5,860.5 |
5,860.5 |
5,868.5 |
| S1 |
5,830.0 |
5,830.0 |
5,877.0 |
5,845.0 |
| S2 |
5,774.5 |
5,774.5 |
5,869.0 |
|
| S3 |
5,688.5 |
5,744.0 |
5,861.5 |
|
| S4 |
5,602.5 |
5,658.0 |
5,837.5 |
|
|
| 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 |
5,901.0 |
5,794.0 |
107.0 |
1.8% |
67.0 |
1.1% |
85% |
False |
False |
90,118 |
| 10 |
5,901.0 |
5,741.0 |
160.0 |
2.7% |
66.0 |
1.1% |
90% |
False |
False |
88,779 |
| 20 |
5,901.0 |
5,609.5 |
291.5 |
5.0% |
68.0 |
1.2% |
95% |
False |
False |
87,162 |
| 40 |
5,901.0 |
5,289.0 |
612.0 |
10.4% |
74.0 |
1.3% |
97% |
False |
False |
83,201 |
| 60 |
5,901.0 |
5,040.0 |
861.0 |
14.6% |
84.5 |
1.4% |
98% |
False |
False |
72,168 |
| 80 |
5,901.0 |
5,040.0 |
861.0 |
14.6% |
84.0 |
1.4% |
98% |
False |
False |
54,152 |
| 100 |
5,901.0 |
4,896.0 |
1,005.0 |
17.1% |
78.0 |
1.3% |
98% |
False |
False |
43,330 |
| 120 |
5,901.0 |
4,887.5 |
1,013.5 |
17.2% |
68.5 |
1.2% |
98% |
False |
False |
36,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,257.0 |
|
2.618 |
6,116.5 |
|
1.618 |
6,030.5 |
|
1.000 |
5,977.5 |
|
0.618 |
5,944.5 |
|
HIGH |
5,891.5 |
|
0.618 |
5,858.5 |
|
0.500 |
5,848.5 |
|
0.382 |
5,838.5 |
|
LOW |
5,805.5 |
|
0.618 |
5,752.5 |
|
1.000 |
5,719.5 |
|
1.618 |
5,666.5 |
|
2.618 |
5,580.5 |
|
4.250 |
5,440.0 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
5,873.0 |
5,874.5 |
| PP |
5,860.5 |
5,864.0 |
| S1 |
5,848.5 |
5,853.0 |
|