| 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 |
2,484.0 |
2,510.0 |
26.0 |
1.0% |
2,511.0 |
| High |
2,508.0 |
2,522.0 |
14.0 |
0.6% |
2,544.0 |
| Low |
2,472.0 |
2,477.0 |
5.0 |
0.2% |
2,470.0 |
| Close |
2,488.0 |
2,482.0 |
-6.0 |
-0.2% |
2,485.0 |
| Range |
36.0 |
45.0 |
9.0 |
25.0% |
74.0 |
| ATR |
44.3 |
44.3 |
0.1 |
0.1% |
0.0 |
| Volume |
860,247 |
1,147,328 |
287,081 |
33.4% |
4,846,317 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,628.7 |
2,600.3 |
2,506.8 |
|
| R3 |
2,583.7 |
2,555.3 |
2,494.4 |
|
| R2 |
2,538.7 |
2,538.7 |
2,490.3 |
|
| R1 |
2,510.3 |
2,510.3 |
2,486.1 |
2,502.0 |
| PP |
2,493.7 |
2,493.7 |
2,493.7 |
2,489.5 |
| S1 |
2,465.3 |
2,465.3 |
2,477.9 |
2,457.0 |
| S2 |
2,448.7 |
2,448.7 |
2,473.8 |
|
| S3 |
2,403.7 |
2,420.3 |
2,469.6 |
|
| S4 |
2,358.7 |
2,375.3 |
2,457.3 |
|
|
| 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% |
40.8 |
1.6% |
16% |
False |
False |
1,007,877 |
| 10 |
2,544.0 |
2,462.0 |
82.0 |
3.3% |
38.4 |
1.5% |
24% |
False |
False |
978,802 |
| 20 |
2,544.0 |
2,386.0 |
158.0 |
6.4% |
38.7 |
1.6% |
61% |
False |
False |
984,683 |
| 40 |
2,544.0 |
2,183.0 |
361.0 |
14.5% |
44.3 |
1.8% |
83% |
False |
False |
877,552 |
| 60 |
2,544.0 |
2,059.0 |
485.0 |
19.5% |
51.6 |
2.1% |
87% |
False |
False |
719,136 |
| 80 |
2,544.0 |
2,059.0 |
485.0 |
19.5% |
57.9 |
2.3% |
87% |
False |
False |
542,211 |
| 100 |
2,544.0 |
2,043.0 |
501.0 |
20.2% |
59.2 |
2.4% |
88% |
False |
False |
435,070 |
| 120 |
2,544.0 |
1,927.0 |
617.0 |
24.9% |
62.4 |
2.5% |
90% |
False |
False |
365,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,713.3 |
|
2.618 |
2,639.8 |
|
1.618 |
2,594.8 |
|
1.000 |
2,567.0 |
|
0.618 |
2,549.8 |
|
HIGH |
2,522.0 |
|
0.618 |
2,504.8 |
|
0.500 |
2,499.5 |
|
0.382 |
2,494.2 |
|
LOW |
2,477.0 |
|
0.618 |
2,449.2 |
|
1.000 |
2,432.0 |
|
1.618 |
2,404.2 |
|
2.618 |
2,359.2 |
|
4.250 |
2,285.8 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,499.5 |
2,497.0 |
| PP |
2,493.7 |
2,492.0 |
| S1 |
2,487.8 |
2,487.0 |
|