| 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 |
1,772.0 |
1,789.5 |
17.5 |
1.0% |
1,732.5 |
| High |
1,795.1 |
1,794.3 |
-0.8 |
0.0% |
1,792.4 |
| Low |
1,770.0 |
1,680.0 |
-90.0 |
-5.1% |
1,732.5 |
| Close |
1,791.2 |
1,714.0 |
-77.2 |
-4.3% |
1,779.2 |
| Range |
25.1 |
114.3 |
89.2 |
355.4% |
59.9 |
| ATR |
24.6 |
31.0 |
6.4 |
26.0% |
0.0 |
| Volume |
8,280 |
8,282 |
2 |
0.0% |
25,386 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,072.3 |
2,007.5 |
1,776.9 |
|
| R3 |
1,958.0 |
1,893.2 |
1,745.4 |
|
| R2 |
1,843.7 |
1,843.7 |
1,735.0 |
|
| R1 |
1,778.9 |
1,778.9 |
1,724.5 |
1,754.2 |
| PP |
1,729.4 |
1,729.4 |
1,729.4 |
1,717.1 |
| S1 |
1,664.6 |
1,664.6 |
1,703.5 |
1,639.9 |
| S2 |
1,615.1 |
1,615.1 |
1,693.0 |
|
| S3 |
1,500.8 |
1,550.3 |
1,682.6 |
|
| S4 |
1,386.5 |
1,436.0 |
1,651.1 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,947.7 |
1,923.4 |
1,812.1 |
|
| R3 |
1,887.8 |
1,863.5 |
1,795.7 |
|
| R2 |
1,827.9 |
1,827.9 |
1,790.2 |
|
| R1 |
1,803.6 |
1,803.6 |
1,784.7 |
1,815.8 |
| PP |
1,768.0 |
1,768.0 |
1,768.0 |
1,774.1 |
| S1 |
1,743.7 |
1,743.7 |
1,773.7 |
1,755.9 |
| S2 |
1,708.1 |
1,708.1 |
1,768.2 |
|
| S3 |
1,648.2 |
1,683.8 |
1,762.7 |
|
| S4 |
1,588.3 |
1,623.9 |
1,746.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,795.1 |
1,680.0 |
115.1 |
6.7% |
37.0 |
2.2% |
30% |
False |
True |
9,270 |
| 10 |
1,795.1 |
1,680.0 |
115.1 |
6.7% |
31.0 |
1.8% |
30% |
False |
True |
7,577 |
| 20 |
1,795.1 |
1,680.0 |
115.1 |
6.7% |
28.0 |
1.6% |
30% |
False |
True |
5,763 |
| 40 |
1,795.1 |
1,576.9 |
218.2 |
12.7% |
26.3 |
1.5% |
63% |
False |
False |
6,056 |
| 60 |
1,795.1 |
1,528.6 |
266.5 |
15.5% |
28.2 |
1.6% |
70% |
False |
False |
4,681 |
| 80 |
1,808.5 |
1,528.6 |
279.9 |
16.3% |
28.8 |
1.7% |
66% |
False |
False |
3,903 |
| 100 |
1,808.5 |
1,528.6 |
279.9 |
16.3% |
28.8 |
1.7% |
66% |
False |
False |
3,221 |
| 120 |
1,890.9 |
1,528.6 |
362.3 |
21.1% |
32.4 |
1.9% |
51% |
False |
False |
2,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,280.1 |
|
2.618 |
2,093.5 |
|
1.618 |
1,979.2 |
|
1.000 |
1,908.6 |
|
0.618 |
1,864.9 |
|
HIGH |
1,794.3 |
|
0.618 |
1,750.6 |
|
0.500 |
1,737.2 |
|
0.382 |
1,723.7 |
|
LOW |
1,680.0 |
|
0.618 |
1,609.4 |
|
1.000 |
1,565.7 |
|
1.618 |
1,495.1 |
|
2.618 |
1,380.8 |
|
4.250 |
1,194.2 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,737.2 |
1,737.6 |
| PP |
1,729.4 |
1,729.7 |
| S1 |
1,721.7 |
1,721.9 |
|