| Trading Metrics calculated at close of trading on 13-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,440.0 |
2,435.0 |
-5.0 |
-0.2% |
2,435.0 |
| High |
2,440.0 |
2,440.0 |
0.0 |
0.0% |
2,473.0 |
| Low |
2,400.0 |
2,415.0 |
15.0 |
0.6% |
2,400.0 |
| Close |
2,412.0 |
2,417.0 |
5.0 |
0.2% |
2,412.0 |
| Range |
40.0 |
25.0 |
-15.0 |
-37.5% |
73.0 |
| ATR |
40.9 |
40.0 |
-0.9 |
-2.3% |
0.0 |
| Volume |
778 |
267 |
-511 |
-65.7% |
4,101 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,499.0 |
2,483.0 |
2,430.8 |
|
| R3 |
2,474.0 |
2,458.0 |
2,423.9 |
|
| R2 |
2,449.0 |
2,449.0 |
2,421.6 |
|
| R1 |
2,433.0 |
2,433.0 |
2,419.3 |
2,428.5 |
| PP |
2,424.0 |
2,424.0 |
2,424.0 |
2,421.8 |
| S1 |
2,408.0 |
2,408.0 |
2,414.7 |
2,403.5 |
| S2 |
2,399.0 |
2,399.0 |
2,412.4 |
|
| S3 |
2,374.0 |
2,383.0 |
2,410.1 |
|
| S4 |
2,349.0 |
2,358.0 |
2,403.3 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,647.3 |
2,602.7 |
2,452.2 |
|
| R3 |
2,574.3 |
2,529.7 |
2,432.1 |
|
| R2 |
2,501.3 |
2,501.3 |
2,425.4 |
|
| R1 |
2,456.7 |
2,456.7 |
2,418.7 |
2,442.5 |
| PP |
2,428.3 |
2,428.3 |
2,428.3 |
2,421.3 |
| S1 |
2,383.7 |
2,383.7 |
2,405.3 |
2,369.5 |
| S2 |
2,355.3 |
2,355.3 |
2,398.6 |
|
| S3 |
2,282.3 |
2,310.7 |
2,391.9 |
|
| S4 |
2,209.3 |
2,237.7 |
2,371.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,473.0 |
2,400.0 |
73.0 |
3.0% |
29.0 |
1.2% |
23% |
False |
False |
837 |
| 10 |
2,473.0 |
2,345.0 |
128.0 |
5.3% |
31.7 |
1.3% |
56% |
False |
False |
767 |
| 20 |
2,473.0 |
2,300.0 |
173.0 |
7.2% |
33.1 |
1.4% |
68% |
False |
False |
845 |
| 40 |
2,473.0 |
2,109.0 |
364.0 |
15.1% |
39.4 |
1.6% |
85% |
False |
False |
678 |
| 60 |
2,473.0 |
1,999.0 |
474.0 |
19.6% |
46.4 |
1.9% |
88% |
False |
False |
4,027 |
| 80 |
2,473.0 |
1,999.0 |
474.0 |
19.6% |
48.6 |
2.0% |
88% |
False |
False |
3,097 |
| 100 |
2,473.0 |
1,903.0 |
570.0 |
23.6% |
48.4 |
2.0% |
90% |
False |
False |
2,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,546.3 |
|
2.618 |
2,505.5 |
|
1.618 |
2,480.5 |
|
1.000 |
2,465.0 |
|
0.618 |
2,455.5 |
|
HIGH |
2,440.0 |
|
0.618 |
2,430.5 |
|
0.500 |
2,427.5 |
|
0.382 |
2,424.6 |
|
LOW |
2,415.0 |
|
0.618 |
2,399.6 |
|
1.000 |
2,390.0 |
|
1.618 |
2,374.6 |
|
2.618 |
2,349.6 |
|
4.250 |
2,308.8 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,427.5 |
2,436.5 |
| PP |
2,424.0 |
2,430.0 |
| S1 |
2,420.5 |
2,423.5 |
|