| 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 |
1,733.9 |
1,728.1 |
-5.8 |
-0.3% |
1,735.0 |
| High |
1,738.6 |
1,737.9 |
-0.7 |
0.0% |
1,757.2 |
| Low |
1,709.3 |
1,721.0 |
11.7 |
0.7% |
1,709.3 |
| Close |
1,728.1 |
1,727.7 |
-0.4 |
0.0% |
1,728.1 |
| Range |
29.3 |
16.9 |
-12.4 |
-42.3% |
47.9 |
| ATR |
28.0 |
27.2 |
-0.8 |
-2.8% |
0.0 |
| Volume |
3,911 |
4,168 |
257 |
6.6% |
22,127 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,779.6 |
1,770.5 |
1,737.0 |
|
| R3 |
1,762.7 |
1,753.6 |
1,732.3 |
|
| R2 |
1,745.8 |
1,745.8 |
1,730.8 |
|
| R1 |
1,736.7 |
1,736.7 |
1,729.2 |
1,732.8 |
| PP |
1,728.9 |
1,728.9 |
1,728.9 |
1,726.9 |
| S1 |
1,719.8 |
1,719.8 |
1,726.2 |
1,715.9 |
| S2 |
1,712.0 |
1,712.0 |
1,724.6 |
|
| S3 |
1,695.1 |
1,702.9 |
1,723.1 |
|
| S4 |
1,678.2 |
1,686.0 |
1,718.4 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,875.2 |
1,849.6 |
1,754.4 |
|
| R3 |
1,827.3 |
1,801.7 |
1,741.3 |
|
| R2 |
1,779.4 |
1,779.4 |
1,736.9 |
|
| R1 |
1,753.8 |
1,753.8 |
1,732.5 |
1,742.7 |
| PP |
1,731.5 |
1,731.5 |
1,731.5 |
1,726.0 |
| S1 |
1,705.9 |
1,705.9 |
1,723.7 |
1,694.8 |
| S2 |
1,683.6 |
1,683.6 |
1,719.3 |
|
| S3 |
1,635.7 |
1,658.0 |
1,714.9 |
|
| S4 |
1,587.8 |
1,610.1 |
1,701.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,757.2 |
1,709.3 |
47.9 |
2.8% |
27.1 |
1.6% |
38% |
False |
False |
4,626 |
| 10 |
1,768.4 |
1,709.3 |
59.1 |
3.4% |
25.8 |
1.5% |
31% |
False |
False |
4,033 |
| 20 |
1,768.4 |
1,639.8 |
128.6 |
7.4% |
25.7 |
1.5% |
68% |
False |
False |
5,953 |
| 40 |
1,768.4 |
1,528.6 |
239.8 |
13.9% |
25.0 |
1.4% |
83% |
False |
False |
4,550 |
| 60 |
1,788.9 |
1,528.6 |
260.3 |
15.1% |
28.5 |
1.7% |
76% |
False |
False |
3,770 |
| 80 |
1,808.5 |
1,528.6 |
279.9 |
16.2% |
29.1 |
1.7% |
71% |
False |
False |
3,016 |
| 100 |
1,820.0 |
1,528.6 |
291.4 |
16.9% |
31.8 |
1.8% |
68% |
False |
False |
2,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,809.7 |
|
2.618 |
1,782.1 |
|
1.618 |
1,765.2 |
|
1.000 |
1,754.8 |
|
0.618 |
1,748.3 |
|
HIGH |
1,737.9 |
|
0.618 |
1,731.4 |
|
0.500 |
1,729.5 |
|
0.382 |
1,727.5 |
|
LOW |
1,721.0 |
|
0.618 |
1,710.6 |
|
1.000 |
1,704.1 |
|
1.618 |
1,693.7 |
|
2.618 |
1,676.8 |
|
4.250 |
1,649.2 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,729.5 |
1,733.3 |
| PP |
1,728.9 |
1,731.4 |
| S1 |
1,728.3 |
1,729.6 |
|