| 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 |
1,360.75 |
1,365.00 |
4.25 |
0.3% |
1,360.25 |
| High |
1,367.75 |
1,371.25 |
3.50 |
0.3% |
1,364.00 |
| Low |
1,358.75 |
1,350.75 |
-8.00 |
-0.6% |
1,345.00 |
| Close |
1,365.50 |
1,358.50 |
-7.00 |
-0.5% |
1,357.50 |
| Range |
9.00 |
20.50 |
11.50 |
127.8% |
19.00 |
| ATR |
13.73 |
14.21 |
0.48 |
3.5% |
0.00 |
| Volume |
3,517 |
8,198 |
4,681 |
133.1% |
17,908 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,421.75 |
1,410.50 |
1,369.75 |
|
| R3 |
1,401.25 |
1,390.00 |
1,364.25 |
|
| R2 |
1,380.75 |
1,380.75 |
1,362.25 |
|
| R1 |
1,369.50 |
1,369.50 |
1,360.50 |
1,365.00 |
| PP |
1,360.25 |
1,360.25 |
1,360.25 |
1,357.75 |
| S1 |
1,349.00 |
1,349.00 |
1,356.50 |
1,344.50 |
| S2 |
1,339.75 |
1,339.75 |
1,354.75 |
|
| S3 |
1,319.25 |
1,328.50 |
1,352.75 |
|
| S4 |
1,298.75 |
1,308.00 |
1,347.25 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,412.50 |
1,404.00 |
1,368.00 |
|
| R3 |
1,393.50 |
1,385.00 |
1,362.75 |
|
| R2 |
1,374.50 |
1,374.50 |
1,361.00 |
|
| R1 |
1,366.00 |
1,366.00 |
1,359.25 |
1,360.75 |
| PP |
1,355.50 |
1,355.50 |
1,355.50 |
1,353.00 |
| S1 |
1,347.00 |
1,347.00 |
1,355.75 |
1,341.75 |
| S2 |
1,336.50 |
1,336.50 |
1,354.00 |
|
| S3 |
1,317.50 |
1,328.00 |
1,352.25 |
|
| S4 |
1,298.50 |
1,309.00 |
1,347.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,371.25 |
1,345.00 |
26.25 |
1.9% |
13.25 |
1.0% |
51% |
True |
False |
5,173 |
| 10 |
1,371.25 |
1,327.75 |
43.50 |
3.2% |
14.00 |
1.0% |
71% |
True |
False |
4,204 |
| 20 |
1,371.25 |
1,299.00 |
72.25 |
5.3% |
13.50 |
1.0% |
82% |
True |
False |
3,668 |
| 40 |
1,371.25 |
1,255.25 |
116.00 |
8.5% |
14.00 |
1.0% |
89% |
True |
False |
3,295 |
| 60 |
1,371.25 |
1,190.00 |
181.25 |
13.3% |
15.75 |
1.2% |
93% |
True |
False |
2,456 |
| 80 |
1,371.25 |
1,140.25 |
231.00 |
17.0% |
16.25 |
1.2% |
94% |
True |
False |
1,879 |
| 100 |
1,371.25 |
1,118.75 |
252.50 |
18.6% |
18.00 |
1.3% |
95% |
True |
False |
1,506 |
| 120 |
1,371.25 |
1,057.50 |
313.75 |
23.1% |
20.00 |
1.5% |
96% |
True |
False |
1,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,458.50 |
|
2.618 |
1,425.00 |
|
1.618 |
1,404.50 |
|
1.000 |
1,391.75 |
|
0.618 |
1,384.00 |
|
HIGH |
1,371.25 |
|
0.618 |
1,363.50 |
|
0.500 |
1,361.00 |
|
0.382 |
1,358.50 |
|
LOW |
1,350.75 |
|
0.618 |
1,338.00 |
|
1.000 |
1,330.25 |
|
1.618 |
1,317.50 |
|
2.618 |
1,297.00 |
|
4.250 |
1,263.50 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,361.00 |
1,359.25 |
| PP |
1,360.25 |
1,359.00 |
| S1 |
1,359.25 |
1,358.75 |
|