| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,520.0 |
2,509.0 |
-11.0 |
-0.4% |
2,558.0 |
| High |
2,533.0 |
2,521.0 |
-12.0 |
-0.5% |
2,559.0 |
| Low |
2,511.0 |
2,484.0 |
-27.0 |
-1.1% |
2,489.0 |
| Close |
2,525.0 |
2,517.0 |
-8.0 |
-0.3% |
2,525.0 |
| Range |
22.0 |
37.0 |
15.0 |
68.2% |
70.0 |
| ATR |
41.7 |
41.6 |
0.0 |
-0.1% |
0.0 |
| Volume |
804,033 |
965,640 |
161,607 |
20.1% |
3,721,747 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,618.3 |
2,604.7 |
2,537.4 |
|
| R3 |
2,581.3 |
2,567.7 |
2,527.2 |
|
| R2 |
2,544.3 |
2,544.3 |
2,523.8 |
|
| R1 |
2,530.7 |
2,530.7 |
2,520.4 |
2,537.5 |
| PP |
2,507.3 |
2,507.3 |
2,507.3 |
2,510.8 |
| S1 |
2,493.7 |
2,493.7 |
2,513.6 |
2,500.5 |
| S2 |
2,470.3 |
2,470.3 |
2,510.2 |
|
| S3 |
2,433.3 |
2,456.7 |
2,506.8 |
|
| S4 |
2,396.3 |
2,419.7 |
2,496.7 |
|
|
| 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 |
2,484.0 |
75.0 |
3.0% |
35.2 |
1.4% |
44% |
False |
True |
937,477 |
| 10 |
2,559.0 |
2,454.0 |
105.0 |
4.2% |
36.9 |
1.5% |
60% |
False |
False |
982,654 |
| 20 |
2,559.0 |
2,397.0 |
162.0 |
6.4% |
38.1 |
1.5% |
74% |
False |
False |
990,078 |
| 40 |
2,559.0 |
2,272.0 |
287.0 |
11.4% |
41.4 |
1.6% |
85% |
False |
False |
965,740 |
| 60 |
2,559.0 |
2,162.0 |
397.0 |
15.8% |
47.6 |
1.9% |
89% |
False |
False |
830,210 |
| 80 |
2,559.0 |
2,059.0 |
500.0 |
19.9% |
54.7 |
2.2% |
92% |
False |
False |
628,721 |
| 100 |
2,559.0 |
2,059.0 |
500.0 |
19.9% |
57.0 |
2.3% |
92% |
False |
False |
505,186 |
| 120 |
2,559.0 |
1,927.0 |
632.0 |
25.1% |
60.6 |
2.4% |
93% |
False |
False |
423,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,678.3 |
|
2.618 |
2,617.9 |
|
1.618 |
2,580.9 |
|
1.000 |
2,558.0 |
|
0.618 |
2,543.9 |
|
HIGH |
2,521.0 |
|
0.618 |
2,506.9 |
|
0.500 |
2,502.5 |
|
0.382 |
2,498.1 |
|
LOW |
2,484.0 |
|
0.618 |
2,461.1 |
|
1.000 |
2,447.0 |
|
1.618 |
2,424.1 |
|
2.618 |
2,387.1 |
|
4.250 |
2,326.8 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,512.2 |
2,514.5 |
| PP |
2,507.3 |
2,512.0 |
| S1 |
2,502.5 |
2,509.5 |
|