| 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 |
6,746.5 |
6,720.0 |
-26.5 |
-0.4% |
6,755.0 |
| High |
6,787.0 |
6,808.0 |
21.0 |
0.3% |
6,852.0 |
| Low |
6,729.0 |
6,713.0 |
-16.0 |
-0.2% |
6,669.5 |
| Close |
6,745.0 |
6,746.0 |
1.0 |
0.0% |
6,711.0 |
| Range |
58.0 |
95.0 |
37.0 |
63.8% |
182.5 |
| ATR |
105.1 |
104.4 |
-0.7 |
-0.7% |
0.0 |
| Volume |
614 |
307 |
-307 |
-50.0% |
2,132 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,040.7 |
6,988.3 |
6,798.3 |
|
| R3 |
6,945.7 |
6,893.3 |
6,772.1 |
|
| R2 |
6,850.7 |
6,850.7 |
6,763.4 |
|
| R1 |
6,798.3 |
6,798.3 |
6,754.7 |
6,824.5 |
| PP |
6,755.7 |
6,755.7 |
6,755.7 |
6,768.8 |
| S1 |
6,703.3 |
6,703.3 |
6,737.3 |
6,729.5 |
| S2 |
6,660.7 |
6,660.7 |
6,728.6 |
|
| S3 |
6,565.7 |
6,608.3 |
6,719.9 |
|
| S4 |
6,470.7 |
6,513.3 |
6,693.8 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,291.7 |
7,183.8 |
6,811.4 |
|
| R3 |
7,109.2 |
7,001.3 |
6,761.2 |
|
| R2 |
6,926.7 |
6,926.7 |
6,744.5 |
|
| R1 |
6,818.8 |
6,818.8 |
6,727.7 |
6,781.5 |
| PP |
6,744.2 |
6,744.2 |
6,744.2 |
6,725.5 |
| S1 |
6,636.3 |
6,636.3 |
6,694.3 |
6,599.0 |
| S2 |
6,561.7 |
6,561.7 |
6,677.5 |
|
| S3 |
6,379.2 |
6,453.8 |
6,660.8 |
|
| S4 |
6,196.7 |
6,271.3 |
6,610.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,852.0 |
6,669.5 |
182.5 |
2.7% |
87.0 |
1.3% |
42% |
False |
False |
509 |
| 10 |
6,852.0 |
6,484.0 |
368.0 |
5.5% |
96.0 |
1.4% |
71% |
False |
False |
489 |
| 20 |
6,852.0 |
6,301.0 |
551.0 |
8.2% |
92.0 |
1.4% |
81% |
False |
False |
413 |
| 40 |
6,852.0 |
5,669.5 |
1,182.5 |
17.5% |
99.7 |
1.5% |
91% |
False |
False |
414 |
| 60 |
6,852.0 |
5,409.0 |
1,443.0 |
21.4% |
118.1 |
1.8% |
93% |
False |
False |
1,033 |
| 80 |
6,852.0 |
5,409.0 |
1,443.0 |
21.4% |
132.5 |
2.0% |
93% |
False |
False |
811 |
| 100 |
6,852.0 |
5,187.5 |
1,664.5 |
24.7% |
132.6 |
2.0% |
94% |
False |
False |
665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,211.8 |
|
2.618 |
7,056.7 |
|
1.618 |
6,961.7 |
|
1.000 |
6,903.0 |
|
0.618 |
6,866.7 |
|
HIGH |
6,808.0 |
|
0.618 |
6,771.7 |
|
0.500 |
6,760.5 |
|
0.382 |
6,749.3 |
|
LOW |
6,713.0 |
|
0.618 |
6,654.3 |
|
1.000 |
6,618.0 |
|
1.618 |
6,559.3 |
|
2.618 |
6,464.3 |
|
4.250 |
6,309.3 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,760.5 |
6,743.6 |
| PP |
6,755.7 |
6,741.2 |
| S1 |
6,750.8 |
6,738.8 |
|