| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1,327.75 |
1,348.75 |
21.00 |
1.6% |
1,340.25 |
| High |
1,351.25 |
1,355.50 |
4.25 |
0.3% |
1,355.50 |
| Low |
1,327.75 |
1,348.00 |
20.25 |
1.5% |
1,327.75 |
| Close |
1,349.00 |
1,354.00 |
5.00 |
0.4% |
1,354.00 |
| Range |
23.50 |
7.50 |
-16.00 |
-68.1% |
27.75 |
| ATR |
15.54 |
14.96 |
-0.57 |
-3.7% |
0.00 |
| Volume |
3,572 |
1,634 |
-1,938 |
-54.3% |
8,094 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,375.00 |
1,372.00 |
1,358.00 |
|
| R3 |
1,367.50 |
1,364.50 |
1,356.00 |
|
| R2 |
1,360.00 |
1,360.00 |
1,355.50 |
|
| R1 |
1,357.00 |
1,357.00 |
1,354.75 |
1,358.50 |
| PP |
1,352.50 |
1,352.50 |
1,352.50 |
1,353.25 |
| S1 |
1,349.50 |
1,349.50 |
1,353.25 |
1,351.00 |
| S2 |
1,345.00 |
1,345.00 |
1,352.50 |
|
| S3 |
1,337.50 |
1,342.00 |
1,352.00 |
|
| S4 |
1,330.00 |
1,334.50 |
1,350.00 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,429.00 |
1,419.25 |
1,369.25 |
|
| R3 |
1,401.25 |
1,391.50 |
1,361.75 |
|
| R2 |
1,373.50 |
1,373.50 |
1,359.00 |
|
| R1 |
1,363.75 |
1,363.75 |
1,356.50 |
1,368.50 |
| PP |
1,345.75 |
1,345.75 |
1,345.75 |
1,348.25 |
| S1 |
1,336.00 |
1,336.00 |
1,351.50 |
1,341.00 |
| S2 |
1,318.00 |
1,318.00 |
1,349.00 |
|
| S3 |
1,290.25 |
1,308.25 |
1,346.25 |
|
| S4 |
1,262.50 |
1,280.50 |
1,338.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,355.50 |
1,327.75 |
27.75 |
2.0% |
14.75 |
1.1% |
95% |
True |
False |
1,618 |
| 10 |
1,355.50 |
1,324.50 |
31.00 |
2.3% |
13.00 |
1.0% |
95% |
True |
False |
2,588 |
| 20 |
1,355.50 |
1,291.25 |
64.25 |
4.7% |
14.50 |
1.1% |
98% |
True |
False |
3,878 |
| 40 |
1,355.50 |
1,218.50 |
137.00 |
10.1% |
14.25 |
1.1% |
99% |
True |
False |
2,654 |
| 60 |
1,355.50 |
1,140.25 |
215.25 |
15.9% |
16.75 |
1.2% |
99% |
True |
False |
1,887 |
| 80 |
1,355.50 |
1,140.25 |
215.25 |
15.9% |
17.25 |
1.3% |
99% |
True |
False |
1,434 |
| 100 |
1,355.50 |
1,057.50 |
298.00 |
22.0% |
19.75 |
1.5% |
99% |
True |
False |
1,150 |
| 120 |
1,355.50 |
1,057.50 |
298.00 |
22.0% |
19.75 |
1.5% |
99% |
True |
False |
961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,387.50 |
|
2.618 |
1,375.25 |
|
1.618 |
1,367.75 |
|
1.000 |
1,363.00 |
|
0.618 |
1,360.25 |
|
HIGH |
1,355.50 |
|
0.618 |
1,352.75 |
|
0.500 |
1,351.75 |
|
0.382 |
1,350.75 |
|
LOW |
1,348.00 |
|
0.618 |
1,343.25 |
|
1.000 |
1,340.50 |
|
1.618 |
1,335.75 |
|
2.618 |
1,328.25 |
|
4.250 |
1,316.00 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,353.25 |
1,350.00 |
| PP |
1,352.50 |
1,345.75 |
| S1 |
1,351.75 |
1,341.50 |
|