| 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 |
2,533.0 |
2,500.0 |
-33.0 |
-1.3% |
2,511.0 |
| High |
2,533.0 |
2,512.0 |
-21.0 |
-0.8% |
2,544.0 |
| Low |
2,470.0 |
2,484.0 |
14.0 |
0.6% |
2,470.0 |
| Close |
2,485.0 |
2,496.0 |
11.0 |
0.4% |
2,485.0 |
| Range |
63.0 |
28.0 |
-35.0 |
-55.6% |
74.0 |
| ATR |
46.2 |
44.9 |
-1.3 |
-2.8% |
0.0 |
| Volume |
1,048,101 |
790,184 |
-257,917 |
-24.6% |
4,846,317 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,581.3 |
2,566.7 |
2,511.4 |
|
| R3 |
2,553.3 |
2,538.7 |
2,503.7 |
|
| R2 |
2,525.3 |
2,525.3 |
2,501.1 |
|
| R1 |
2,510.7 |
2,510.7 |
2,498.6 |
2,504.0 |
| PP |
2,497.3 |
2,497.3 |
2,497.3 |
2,494.0 |
| S1 |
2,482.7 |
2,482.7 |
2,493.4 |
2,476.0 |
| S2 |
2,469.3 |
2,469.3 |
2,490.9 |
|
| S3 |
2,441.3 |
2,454.7 |
2,488.3 |
|
| S4 |
2,413.3 |
2,426.7 |
2,480.6 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,721.7 |
2,677.3 |
2,525.7 |
|
| R3 |
2,647.7 |
2,603.3 |
2,505.4 |
|
| R2 |
2,573.7 |
2,573.7 |
2,498.6 |
|
| R1 |
2,529.3 |
2,529.3 |
2,491.8 |
2,514.5 |
| PP |
2,499.7 |
2,499.7 |
2,499.7 |
2,492.3 |
| S1 |
2,455.3 |
2,455.3 |
2,478.2 |
2,440.5 |
| S2 |
2,425.7 |
2,425.7 |
2,471.4 |
|
| S3 |
2,351.7 |
2,381.3 |
2,464.7 |
|
| S4 |
2,277.7 |
2,307.3 |
2,444.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,544.0 |
2,470.0 |
74.0 |
3.0% |
37.8 |
1.5% |
35% |
False |
False |
977,849 |
| 10 |
2,544.0 |
2,412.0 |
132.0 |
5.3% |
39.2 |
1.6% |
64% |
False |
False |
990,381 |
| 20 |
2,544.0 |
2,369.0 |
175.0 |
7.0% |
39.0 |
1.6% |
73% |
False |
False |
1,002,630 |
| 40 |
2,544.0 |
2,162.0 |
382.0 |
15.3% |
45.5 |
1.8% |
87% |
False |
False |
876,372 |
| 60 |
2,544.0 |
2,059.0 |
485.0 |
19.4% |
52.1 |
2.1% |
90% |
False |
False |
685,828 |
| 80 |
2,544.0 |
2,059.0 |
485.0 |
19.4% |
58.2 |
2.3% |
90% |
False |
False |
517,142 |
| 100 |
2,544.0 |
1,927.0 |
617.0 |
24.7% |
60.7 |
2.4% |
92% |
False |
False |
415,006 |
| 120 |
2,544.0 |
1,927.0 |
617.0 |
24.7% |
62.6 |
2.5% |
92% |
False |
False |
348,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,631.0 |
|
2.618 |
2,585.3 |
|
1.618 |
2,557.3 |
|
1.000 |
2,540.0 |
|
0.618 |
2,529.3 |
|
HIGH |
2,512.0 |
|
0.618 |
2,501.3 |
|
0.500 |
2,498.0 |
|
0.382 |
2,494.7 |
|
LOW |
2,484.0 |
|
0.618 |
2,466.7 |
|
1.000 |
2,456.0 |
|
1.618 |
2,438.7 |
|
2.618 |
2,410.7 |
|
4.250 |
2,365.0 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,498.0 |
2,507.0 |
| PP |
2,497.3 |
2,503.3 |
| S1 |
2,496.7 |
2,499.7 |
|