| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,558.0 |
2,540.0 |
-18.0 |
-0.7% |
2,500.0 |
| High |
2,559.0 |
2,547.0 |
-12.0 |
-0.5% |
2,533.0 |
| Low |
2,523.0 |
2,512.0 |
-11.0 |
-0.4% |
2,454.0 |
| Close |
2,544.0 |
2,513.0 |
-31.0 |
-1.2% |
2,520.0 |
| Range |
36.0 |
35.0 |
-1.0 |
-2.8% |
79.0 |
| ATR |
43.6 |
43.0 |
-0.6 |
-1.4% |
0.0 |
| Volume |
1,013,931 |
917,200 |
-96,731 |
-9.5% |
5,139,153 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,629.0 |
2,606.0 |
2,532.3 |
|
| R3 |
2,594.0 |
2,571.0 |
2,522.6 |
|
| R2 |
2,559.0 |
2,559.0 |
2,519.4 |
|
| R1 |
2,536.0 |
2,536.0 |
2,516.2 |
2,530.0 |
| PP |
2,524.0 |
2,524.0 |
2,524.0 |
2,521.0 |
| S1 |
2,501.0 |
2,501.0 |
2,509.8 |
2,495.0 |
| S2 |
2,489.0 |
2,489.0 |
2,506.6 |
|
| S3 |
2,454.0 |
2,466.0 |
2,503.4 |
|
| S4 |
2,419.0 |
2,431.0 |
2,493.8 |
|
|
| 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 |
2,559.0 |
2,454.0 |
105.0 |
4.2% |
40.0 |
1.6% |
56% |
False |
False |
1,083,970 |
| 10 |
2,559.0 |
2,454.0 |
105.0 |
4.2% |
38.9 |
1.5% |
56% |
False |
False |
1,024,101 |
| 20 |
2,559.0 |
2,397.0 |
162.0 |
6.4% |
39.4 |
1.6% |
72% |
False |
False |
1,000,846 |
| 40 |
2,559.0 |
2,242.0 |
317.0 |
12.6% |
42.4 |
1.7% |
85% |
False |
False |
922,947 |
| 60 |
2,559.0 |
2,132.0 |
427.0 |
17.0% |
50.6 |
2.0% |
89% |
False |
False |
785,859 |
| 80 |
2,559.0 |
2,059.0 |
500.0 |
19.9% |
56.3 |
2.2% |
91% |
False |
False |
594,910 |
| 100 |
2,559.0 |
2,043.0 |
516.0 |
20.5% |
58.2 |
2.3% |
91% |
False |
False |
477,645 |
| 120 |
2,559.0 |
1,927.0 |
632.0 |
25.1% |
61.5 |
2.4% |
93% |
False |
False |
401,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,695.8 |
|
2.618 |
2,638.6 |
|
1.618 |
2,603.6 |
|
1.000 |
2,582.0 |
|
0.618 |
2,568.6 |
|
HIGH |
2,547.0 |
|
0.618 |
2,533.6 |
|
0.500 |
2,529.5 |
|
0.382 |
2,525.4 |
|
LOW |
2,512.0 |
|
0.618 |
2,490.4 |
|
1.000 |
2,477.0 |
|
1.618 |
2,455.4 |
|
2.618 |
2,420.4 |
|
4.250 |
2,363.3 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,529.5 |
2,533.0 |
| PP |
2,524.0 |
2,526.3 |
| S1 |
2,518.5 |
2,519.7 |
|