| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,540.0 |
2,520.0 |
-20.0 |
-0.8% |
2,500.0 |
| High |
2,547.0 |
2,535.0 |
-12.0 |
-0.5% |
2,533.0 |
| Low |
2,512.0 |
2,489.0 |
-23.0 |
-0.9% |
2,454.0 |
| Close |
2,513.0 |
2,513.0 |
0.0 |
0.0% |
2,520.0 |
| Range |
35.0 |
46.0 |
11.0 |
31.4% |
79.0 |
| ATR |
43.0 |
43.2 |
0.2 |
0.5% |
0.0 |
| Volume |
917,200 |
986,583 |
69,383 |
7.6% |
5,139,153 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,650.3 |
2,627.7 |
2,538.3 |
|
| R3 |
2,604.3 |
2,581.7 |
2,525.7 |
|
| R2 |
2,558.3 |
2,558.3 |
2,521.4 |
|
| R1 |
2,535.7 |
2,535.7 |
2,517.2 |
2,524.0 |
| PP |
2,512.3 |
2,512.3 |
2,512.3 |
2,506.5 |
| S1 |
2,489.7 |
2,489.7 |
2,508.8 |
2,478.0 |
| S2 |
2,466.3 |
2,466.3 |
2,504.6 |
|
| S3 |
2,420.3 |
2,443.7 |
2,500.4 |
|
| S4 |
2,374.3 |
2,397.7 |
2,487.7 |
|
|
| 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 |
2,559.0 |
2,454.0 |
105.0 |
4.2% |
40.2 |
1.6% |
56% |
False |
False |
1,051,821 |
| 10 |
2,559.0 |
2,454.0 |
105.0 |
4.2% |
40.5 |
1.6% |
56% |
False |
False |
1,029,849 |
| 20 |
2,559.0 |
2,397.0 |
162.0 |
6.4% |
39.1 |
1.6% |
72% |
False |
False |
1,002,730 |
| 40 |
2,559.0 |
2,242.0 |
317.0 |
12.6% |
42.9 |
1.7% |
85% |
False |
False |
943,099 |
| 60 |
2,559.0 |
2,162.0 |
397.0 |
15.8% |
50.0 |
2.0% |
88% |
False |
False |
801,913 |
| 80 |
2,559.0 |
2,059.0 |
500.0 |
19.9% |
55.9 |
2.2% |
91% |
False |
False |
607,228 |
| 100 |
2,559.0 |
2,043.0 |
516.0 |
20.5% |
58.1 |
2.3% |
91% |
False |
False |
487,503 |
| 120 |
2,559.0 |
1,927.0 |
632.0 |
25.1% |
61.1 |
2.4% |
93% |
False |
False |
409,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,730.5 |
|
2.618 |
2,655.4 |
|
1.618 |
2,609.4 |
|
1.000 |
2,581.0 |
|
0.618 |
2,563.4 |
|
HIGH |
2,535.0 |
|
0.618 |
2,517.4 |
|
0.500 |
2,512.0 |
|
0.382 |
2,506.6 |
|
LOW |
2,489.0 |
|
0.618 |
2,460.6 |
|
1.000 |
2,443.0 |
|
1.618 |
2,414.6 |
|
2.618 |
2,368.6 |
|
4.250 |
2,293.5 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,512.7 |
2,524.0 |
| PP |
2,512.3 |
2,520.3 |
| S1 |
2,512.0 |
2,516.7 |
|