| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1,723.6 |
1,725.8 |
2.2 |
0.1% |
1,735.0 |
| High |
1,732.1 |
1,741.5 |
9.4 |
0.5% |
1,757.2 |
| Low |
1,716.8 |
1,723.3 |
6.5 |
0.4% |
1,709.3 |
| Close |
1,720.4 |
1,730.9 |
10.5 |
0.6% |
1,728.1 |
| Range |
15.3 |
18.2 |
2.9 |
19.0% |
47.9 |
| ATR |
26.4 |
26.0 |
-0.4 |
-1.4% |
0.0 |
| Volume |
2,361 |
8,192 |
5,831 |
247.0% |
22,127 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,786.5 |
1,776.9 |
1,740.9 |
|
| R3 |
1,768.3 |
1,758.7 |
1,735.9 |
|
| R2 |
1,750.1 |
1,750.1 |
1,734.2 |
|
| R1 |
1,740.5 |
1,740.5 |
1,732.6 |
1,745.3 |
| PP |
1,731.9 |
1,731.9 |
1,731.9 |
1,734.3 |
| S1 |
1,722.3 |
1,722.3 |
1,729.2 |
1,727.1 |
| S2 |
1,713.7 |
1,713.7 |
1,727.6 |
|
| S3 |
1,695.5 |
1,704.1 |
1,725.9 |
|
| S4 |
1,677.3 |
1,685.9 |
1,720.9 |
|
|
| 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% |
21.2 |
1.2% |
45% |
False |
False |
4,673 |
| 10 |
1,768.4 |
1,709.3 |
59.1 |
3.4% |
25.2 |
1.5% |
37% |
False |
False |
4,210 |
| 20 |
1,768.4 |
1,651.4 |
117.0 |
6.8% |
24.9 |
1.4% |
68% |
False |
False |
5,613 |
| 40 |
1,768.4 |
1,528.6 |
239.8 |
13.9% |
24.4 |
1.4% |
84% |
False |
False |
4,695 |
| 60 |
1,772.0 |
1,528.6 |
243.4 |
14.1% |
27.8 |
1.6% |
83% |
False |
False |
3,904 |
| 80 |
1,808.5 |
1,528.6 |
279.9 |
16.2% |
28.8 |
1.7% |
72% |
False |
False |
3,122 |
| 100 |
1,808.5 |
1,528.6 |
279.9 |
16.2% |
31.4 |
1.8% |
72% |
False |
False |
2,587 |
| 120 |
1,928.3 |
1,528.6 |
399.7 |
23.1% |
33.7 |
1.9% |
51% |
False |
False |
2,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,818.9 |
|
2.618 |
1,789.1 |
|
1.618 |
1,770.9 |
|
1.000 |
1,759.7 |
|
0.618 |
1,752.7 |
|
HIGH |
1,741.5 |
|
0.618 |
1,734.5 |
|
0.500 |
1,732.4 |
|
0.382 |
1,730.3 |
|
LOW |
1,723.3 |
|
0.618 |
1,712.1 |
|
1.000 |
1,705.1 |
|
1.618 |
1,693.9 |
|
2.618 |
1,675.7 |
|
4.250 |
1,646.0 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,732.4 |
1,730.3 |
| PP |
1,731.9 |
1,729.7 |
| S1 |
1,731.4 |
1,729.2 |
|