| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,467.0 |
2,509.0 |
42.0 |
1.7% |
2,500.0 |
| High |
2,512.0 |
2,533.0 |
21.0 |
0.8% |
2,533.0 |
| Low |
2,454.0 |
2,507.0 |
53.0 |
2.2% |
2,454.0 |
| Close |
2,509.0 |
2,520.0 |
11.0 |
0.4% |
2,520.0 |
| Range |
58.0 |
26.0 |
-32.0 |
-55.2% |
79.0 |
| ATR |
45.3 |
43.9 |
-1.4 |
-3.0% |
0.0 |
| Volume |
1,219,602 |
1,121,792 |
-97,810 |
-8.0% |
5,139,153 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,598.0 |
2,585.0 |
2,534.3 |
|
| R3 |
2,572.0 |
2,559.0 |
2,527.2 |
|
| R2 |
2,546.0 |
2,546.0 |
2,524.8 |
|
| R1 |
2,533.0 |
2,533.0 |
2,522.4 |
2,539.5 |
| PP |
2,520.0 |
2,520.0 |
2,520.0 |
2,523.3 |
| S1 |
2,507.0 |
2,507.0 |
2,517.6 |
2,513.5 |
| S2 |
2,494.0 |
2,494.0 |
2,515.2 |
|
| S3 |
2,468.0 |
2,481.0 |
2,512.9 |
|
| S4 |
2,442.0 |
2,455.0 |
2,505.7 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,739.3 |
2,708.7 |
2,563.5 |
|
| R3 |
2,660.3 |
2,629.7 |
2,541.7 |
|
| R2 |
2,581.3 |
2,581.3 |
2,534.5 |
|
| R1 |
2,550.7 |
2,550.7 |
2,527.2 |
2,566.0 |
| PP |
2,502.3 |
2,502.3 |
2,502.3 |
2,510.0 |
| S1 |
2,471.7 |
2,471.7 |
2,512.8 |
2,487.0 |
| S2 |
2,423.3 |
2,423.3 |
2,505.5 |
|
| S3 |
2,344.3 |
2,392.7 |
2,498.3 |
|
| S4 |
2,265.3 |
2,313.7 |
2,476.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,533.0 |
2,454.0 |
79.0 |
3.1% |
38.6 |
1.5% |
84% |
True |
False |
1,027,830 |
| 10 |
2,544.0 |
2,454.0 |
90.0 |
3.6% |
38.1 |
1.5% |
73% |
False |
False |
998,547 |
| 20 |
2,544.0 |
2,397.0 |
147.0 |
5.8% |
39.2 |
1.6% |
84% |
False |
False |
992,979 |
| 40 |
2,544.0 |
2,238.0 |
306.0 |
12.1% |
42.2 |
1.7% |
92% |
False |
False |
895,896 |
| 60 |
2,544.0 |
2,059.0 |
485.0 |
19.2% |
51.3 |
2.0% |
95% |
False |
False |
756,258 |
| 80 |
2,544.0 |
2,059.0 |
485.0 |
19.2% |
57.6 |
2.3% |
95% |
False |
False |
571,086 |
| 100 |
2,544.0 |
2,043.0 |
501.0 |
19.9% |
58.6 |
2.3% |
95% |
False |
False |
458,337 |
| 120 |
2,544.0 |
1,927.0 |
617.0 |
24.5% |
62.1 |
2.5% |
96% |
False |
False |
385,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,643.5 |
|
2.618 |
2,601.1 |
|
1.618 |
2,575.1 |
|
1.000 |
2,559.0 |
|
0.618 |
2,549.1 |
|
HIGH |
2,533.0 |
|
0.618 |
2,523.1 |
|
0.500 |
2,520.0 |
|
0.382 |
2,516.9 |
|
LOW |
2,507.0 |
|
0.618 |
2,490.9 |
|
1.000 |
2,481.0 |
|
1.618 |
2,464.9 |
|
2.618 |
2,438.9 |
|
4.250 |
2,396.5 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,520.0 |
2,511.2 |
| PP |
2,520.0 |
2,502.3 |
| S1 |
2,520.0 |
2,493.5 |
|