| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,520.0 |
2,520.0 |
0.0 |
0.0% |
2,558.0 |
| High |
2,535.0 |
2,533.0 |
-2.0 |
-0.1% |
2,559.0 |
| Low |
2,489.0 |
2,511.0 |
22.0 |
0.9% |
2,489.0 |
| Close |
2,513.0 |
2,525.0 |
12.0 |
0.5% |
2,525.0 |
| Range |
46.0 |
22.0 |
-24.0 |
-52.2% |
70.0 |
| ATR |
43.2 |
41.7 |
-1.5 |
-3.5% |
0.0 |
| Volume |
986,583 |
804,033 |
-182,550 |
-18.5% |
3,721,747 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,589.0 |
2,579.0 |
2,537.1 |
|
| R3 |
2,567.0 |
2,557.0 |
2,531.1 |
|
| R2 |
2,545.0 |
2,545.0 |
2,529.0 |
|
| R1 |
2,535.0 |
2,535.0 |
2,527.0 |
2,540.0 |
| PP |
2,523.0 |
2,523.0 |
2,523.0 |
2,525.5 |
| S1 |
2,513.0 |
2,513.0 |
2,523.0 |
2,518.0 |
| S2 |
2,501.0 |
2,501.0 |
2,521.0 |
|
| S3 |
2,479.0 |
2,491.0 |
2,519.0 |
|
| S4 |
2,457.0 |
2,469.0 |
2,512.9 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,734.3 |
2,699.7 |
2,563.5 |
|
| R3 |
2,664.3 |
2,629.7 |
2,544.3 |
|
| R2 |
2,594.3 |
2,594.3 |
2,537.8 |
|
| R1 |
2,559.7 |
2,559.7 |
2,531.4 |
2,542.0 |
| PP |
2,524.3 |
2,524.3 |
2,524.3 |
2,515.5 |
| S1 |
2,489.7 |
2,489.7 |
2,518.6 |
2,472.0 |
| S2 |
2,454.3 |
2,454.3 |
2,512.2 |
|
| S3 |
2,384.3 |
2,419.7 |
2,505.8 |
|
| S4 |
2,314.3 |
2,349.7 |
2,486.5 |
|
|
| 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 |
2,489.0 |
70.0 |
2.8% |
33.0 |
1.3% |
51% |
False |
False |
968,707 |
| 10 |
2,559.0 |
2,454.0 |
105.0 |
4.2% |
39.5 |
1.6% |
68% |
False |
False |
990,900 |
| 20 |
2,559.0 |
2,397.0 |
162.0 |
6.4% |
38.2 |
1.5% |
79% |
False |
False |
991,254 |
| 40 |
2,559.0 |
2,242.0 |
317.0 |
12.6% |
42.0 |
1.7% |
89% |
False |
False |
952,789 |
| 60 |
2,559.0 |
2,162.0 |
397.0 |
15.7% |
49.4 |
2.0% |
91% |
False |
False |
814,198 |
| 80 |
2,559.0 |
2,059.0 |
500.0 |
19.8% |
54.9 |
2.2% |
93% |
False |
False |
616,670 |
| 100 |
2,559.0 |
2,059.0 |
500.0 |
19.8% |
57.5 |
2.3% |
93% |
False |
False |
495,539 |
| 120 |
2,559.0 |
1,927.0 |
632.0 |
25.0% |
60.7 |
2.4% |
95% |
False |
False |
415,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,626.5 |
|
2.618 |
2,590.6 |
|
1.618 |
2,568.6 |
|
1.000 |
2,555.0 |
|
0.618 |
2,546.6 |
|
HIGH |
2,533.0 |
|
0.618 |
2,524.6 |
|
0.500 |
2,522.0 |
|
0.382 |
2,519.4 |
|
LOW |
2,511.0 |
|
0.618 |
2,497.4 |
|
1.000 |
2,489.0 |
|
1.618 |
2,475.4 |
|
2.618 |
2,453.4 |
|
4.250 |
2,417.5 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,524.0 |
2,522.7 |
| PP |
2,523.0 |
2,520.3 |
| S1 |
2,522.0 |
2,518.0 |
|