| Trading Metrics calculated at close of trading on 28-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,509.0 |
2,525.0 |
16.0 |
0.6% |
2,558.0 |
| High |
2,521.0 |
2,533.0 |
12.0 |
0.5% |
2,559.0 |
| Low |
2,484.0 |
2,497.0 |
13.0 |
0.5% |
2,489.0 |
| Close |
2,517.0 |
2,524.0 |
7.0 |
0.3% |
2,525.0 |
| Range |
37.0 |
36.0 |
-1.0 |
-2.7% |
70.0 |
| ATR |
41.6 |
41.2 |
-0.4 |
-1.0% |
0.0 |
| Volume |
965,640 |
1,090,506 |
124,866 |
12.9% |
3,721,747 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,626.0 |
2,611.0 |
2,543.8 |
|
| R3 |
2,590.0 |
2,575.0 |
2,533.9 |
|
| R2 |
2,554.0 |
2,554.0 |
2,530.6 |
|
| R1 |
2,539.0 |
2,539.0 |
2,527.3 |
2,528.5 |
| PP |
2,518.0 |
2,518.0 |
2,518.0 |
2,512.8 |
| S1 |
2,503.0 |
2,503.0 |
2,520.7 |
2,492.5 |
| S2 |
2,482.0 |
2,482.0 |
2,517.4 |
|
| S3 |
2,446.0 |
2,467.0 |
2,514.1 |
|
| S4 |
2,410.0 |
2,431.0 |
2,504.2 |
|
|
| 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 |
2,547.0 |
2,484.0 |
63.0 |
2.5% |
35.2 |
1.4% |
63% |
False |
False |
952,792 |
| 10 |
2,559.0 |
2,454.0 |
105.0 |
4.2% |
37.7 |
1.5% |
67% |
False |
False |
1,012,686 |
| 20 |
2,559.0 |
2,412.0 |
147.0 |
5.8% |
38.5 |
1.5% |
76% |
False |
False |
1,001,533 |
| 40 |
2,559.0 |
2,272.0 |
287.0 |
11.4% |
41.4 |
1.6% |
88% |
False |
False |
984,321 |
| 60 |
2,559.0 |
2,162.0 |
397.0 |
15.7% |
47.6 |
1.9% |
91% |
False |
False |
847,587 |
| 80 |
2,559.0 |
2,059.0 |
500.0 |
19.8% |
53.4 |
2.1% |
93% |
False |
False |
641,832 |
| 100 |
2,559.0 |
2,059.0 |
500.0 |
19.8% |
56.6 |
2.2% |
93% |
False |
False |
516,065 |
| 120 |
2,559.0 |
1,927.0 |
632.0 |
25.0% |
60.4 |
2.4% |
94% |
False |
False |
432,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,686.0 |
|
2.618 |
2,627.2 |
|
1.618 |
2,591.2 |
|
1.000 |
2,569.0 |
|
0.618 |
2,555.2 |
|
HIGH |
2,533.0 |
|
0.618 |
2,519.2 |
|
0.500 |
2,515.0 |
|
0.382 |
2,510.8 |
|
LOW |
2,497.0 |
|
0.618 |
2,474.8 |
|
1.000 |
2,461.0 |
|
1.618 |
2,438.8 |
|
2.618 |
2,402.8 |
|
4.250 |
2,344.0 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,521.0 |
2,518.8 |
| PP |
2,518.0 |
2,513.7 |
| S1 |
2,515.0 |
2,508.5 |
|