| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
5,896.5 |
5,908.5 |
12.0 |
0.2% |
5,930.0 |
| High |
5,914.5 |
5,931.0 |
16.5 |
0.3% |
5,944.0 |
| Low |
5,876.0 |
5,846.5 |
-29.5 |
-0.5% |
5,871.5 |
| Close |
5,910.0 |
5,854.0 |
-56.0 |
-0.9% |
5,908.5 |
| Range |
38.5 |
84.5 |
46.0 |
119.5% |
72.5 |
| ATR |
61.1 |
62.8 |
1.7 |
2.7% |
0.0 |
| Volume |
85,429 |
166,093 |
80,664 |
94.4% |
387,362 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,130.5 |
6,077.0 |
5,900.5 |
|
| R3 |
6,046.0 |
5,992.5 |
5,877.0 |
|
| R2 |
5,961.5 |
5,961.5 |
5,869.5 |
|
| R1 |
5,908.0 |
5,908.0 |
5,861.5 |
5,892.5 |
| PP |
5,877.0 |
5,877.0 |
5,877.0 |
5,869.5 |
| S1 |
5,823.5 |
5,823.5 |
5,846.5 |
5,808.0 |
| S2 |
5,792.5 |
5,792.5 |
5,838.5 |
|
| S3 |
5,708.0 |
5,739.0 |
5,831.0 |
|
| S4 |
5,623.5 |
5,654.5 |
5,807.5 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,125.5 |
6,089.5 |
5,948.5 |
|
| R3 |
6,053.0 |
6,017.0 |
5,928.5 |
|
| R2 |
5,980.5 |
5,980.5 |
5,922.0 |
|
| R1 |
5,944.5 |
5,944.5 |
5,915.0 |
5,926.0 |
| PP |
5,908.0 |
5,908.0 |
5,908.0 |
5,899.0 |
| S1 |
5,872.0 |
5,872.0 |
5,902.0 |
5,854.0 |
| S2 |
5,835.5 |
5,835.5 |
5,895.0 |
|
| S3 |
5,763.0 |
5,799.5 |
5,888.5 |
|
| S4 |
5,690.5 |
5,727.0 |
5,868.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,944.0 |
5,843.0 |
101.0 |
1.7% |
57.5 |
1.0% |
11% |
False |
False |
105,971 |
| 10 |
5,944.0 |
5,805.5 |
138.5 |
2.4% |
53.5 |
0.9% |
35% |
False |
False |
90,441 |
| 20 |
5,944.0 |
5,720.0 |
224.0 |
3.8% |
58.5 |
1.0% |
60% |
False |
False |
89,718 |
| 40 |
5,944.0 |
5,539.0 |
405.0 |
6.9% |
65.5 |
1.1% |
78% |
False |
False |
89,819 |
| 60 |
5,944.0 |
5,281.5 |
662.5 |
11.3% |
76.5 |
1.3% |
86% |
False |
False |
85,128 |
| 80 |
5,944.0 |
5,040.0 |
904.0 |
15.4% |
79.5 |
1.4% |
90% |
False |
False |
64,329 |
| 100 |
5,944.0 |
5,040.0 |
904.0 |
15.4% |
78.5 |
1.3% |
90% |
False |
False |
51,478 |
| 120 |
5,944.0 |
4,887.5 |
1,056.5 |
18.0% |
72.0 |
1.2% |
91% |
False |
False |
42,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,290.0 |
|
2.618 |
6,152.0 |
|
1.618 |
6,067.5 |
|
1.000 |
6,015.5 |
|
0.618 |
5,983.0 |
|
HIGH |
5,931.0 |
|
0.618 |
5,898.5 |
|
0.500 |
5,889.0 |
|
0.382 |
5,879.0 |
|
LOW |
5,846.5 |
|
0.618 |
5,794.5 |
|
1.000 |
5,762.0 |
|
1.618 |
5,710.0 |
|
2.618 |
5,625.5 |
|
4.250 |
5,487.5 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
5,889.0 |
5,887.0 |
| PP |
5,877.0 |
5,876.0 |
| S1 |
5,865.5 |
5,865.0 |
|