| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,525.0 |
2,528.0 |
3.0 |
0.1% |
2,558.0 |
| High |
2,533.0 |
2,550.0 |
17.0 |
0.7% |
2,559.0 |
| Low |
2,497.0 |
2,507.0 |
10.0 |
0.4% |
2,489.0 |
| Close |
2,524.0 |
2,510.0 |
-14.0 |
-0.6% |
2,525.0 |
| Range |
36.0 |
43.0 |
7.0 |
19.4% |
70.0 |
| ATR |
41.2 |
41.4 |
0.1 |
0.3% |
0.0 |
| Volume |
1,090,506 |
1,486,344 |
395,838 |
36.3% |
3,721,747 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,651.3 |
2,623.7 |
2,533.7 |
|
| R3 |
2,608.3 |
2,580.7 |
2,521.8 |
|
| R2 |
2,565.3 |
2,565.3 |
2,517.9 |
|
| R1 |
2,537.7 |
2,537.7 |
2,513.9 |
2,530.0 |
| PP |
2,522.3 |
2,522.3 |
2,522.3 |
2,518.5 |
| S1 |
2,494.7 |
2,494.7 |
2,506.1 |
2,487.0 |
| S2 |
2,479.3 |
2,479.3 |
2,502.1 |
|
| S3 |
2,436.3 |
2,451.7 |
2,498.2 |
|
| S4 |
2,393.3 |
2,408.7 |
2,486.4 |
|
|
| 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 |
2,550.0 |
2,484.0 |
66.0 |
2.6% |
36.8 |
1.5% |
39% |
True |
False |
1,066,621 |
| 10 |
2,559.0 |
2,454.0 |
105.0 |
4.2% |
38.4 |
1.5% |
53% |
False |
False |
1,075,295 |
| 20 |
2,559.0 |
2,420.0 |
139.0 |
5.5% |
39.2 |
1.6% |
65% |
False |
False |
1,026,780 |
| 40 |
2,559.0 |
2,272.0 |
287.0 |
11.4% |
40.8 |
1.6% |
83% |
False |
False |
1,014,059 |
| 60 |
2,559.0 |
2,162.0 |
397.0 |
15.8% |
47.5 |
1.9% |
88% |
False |
False |
872,136 |
| 80 |
2,559.0 |
2,059.0 |
500.0 |
19.9% |
52.8 |
2.1% |
90% |
False |
False |
660,390 |
| 100 |
2,559.0 |
2,059.0 |
500.0 |
19.9% |
56.6 |
2.3% |
90% |
False |
False |
530,926 |
| 120 |
2,559.0 |
1,927.0 |
632.0 |
25.2% |
59.9 |
2.4% |
92% |
False |
False |
444,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,732.8 |
|
2.618 |
2,662.6 |
|
1.618 |
2,619.6 |
|
1.000 |
2,593.0 |
|
0.618 |
2,576.6 |
|
HIGH |
2,550.0 |
|
0.618 |
2,533.6 |
|
0.500 |
2,528.5 |
|
0.382 |
2,523.4 |
|
LOW |
2,507.0 |
|
0.618 |
2,480.4 |
|
1.000 |
2,464.0 |
|
1.618 |
2,437.4 |
|
2.618 |
2,394.4 |
|
4.250 |
2,324.3 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,528.5 |
2,517.0 |
| PP |
2,522.3 |
2,514.7 |
| S1 |
2,516.2 |
2,512.3 |
|