| Trading Metrics calculated at close of trading on 13-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,561.25 |
2,556.75 |
-4.50 |
-0.2% |
2,519.75 |
| High |
2,561.25 |
2,571.25 |
10.00 |
0.4% |
2,565.00 |
| Low |
2,535.25 |
2,551.75 |
16.50 |
0.7% |
2,510.50 |
| Close |
2,548.50 |
2,567.75 |
19.25 |
0.8% |
2,548.50 |
| Range |
26.00 |
19.50 |
-6.50 |
-25.0% |
54.50 |
| ATR |
30.39 |
29.84 |
-0.55 |
-1.8% |
0.00 |
| Volume |
228,662 |
165,757 |
-62,905 |
-27.5% |
1,005,089 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,622.00 |
2,614.50 |
2,578.50 |
|
| R3 |
2,602.50 |
2,595.00 |
2,573.00 |
|
| R2 |
2,583.00 |
2,583.00 |
2,571.25 |
|
| R1 |
2,575.50 |
2,575.50 |
2,569.50 |
2,579.25 |
| PP |
2,563.50 |
2,563.50 |
2,563.50 |
2,565.50 |
| S1 |
2,556.00 |
2,556.00 |
2,566.00 |
2,559.75 |
| S2 |
2,544.00 |
2,544.00 |
2,564.25 |
|
| S3 |
2,524.50 |
2,536.50 |
2,562.50 |
|
| S4 |
2,505.00 |
2,517.00 |
2,557.00 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,704.75 |
2,681.25 |
2,578.50 |
|
| R3 |
2,650.25 |
2,626.75 |
2,563.50 |
|
| R2 |
2,595.75 |
2,595.75 |
2,558.50 |
|
| R1 |
2,572.25 |
2,572.25 |
2,553.50 |
2,584.00 |
| PP |
2,541.25 |
2,541.25 |
2,541.25 |
2,547.25 |
| S1 |
2,517.75 |
2,517.75 |
2,543.50 |
2,529.50 |
| S2 |
2,486.75 |
2,486.75 |
2,538.50 |
|
| S3 |
2,432.25 |
2,463.25 |
2,533.50 |
|
| S4 |
2,377.75 |
2,408.75 |
2,518.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,571.25 |
2,511.75 |
59.50 |
2.3% |
25.00 |
1.0% |
94% |
True |
False |
202,885 |
| 10 |
2,571.25 |
2,448.75 |
122.50 |
4.8% |
27.25 |
1.1% |
97% |
True |
False |
200,924 |
| 20 |
2,571.25 |
2,361.50 |
209.75 |
8.2% |
28.00 |
1.1% |
98% |
True |
False |
187,581 |
| 40 |
2,571.25 |
2,204.25 |
367.00 |
14.3% |
30.75 |
1.2% |
99% |
True |
False |
162,124 |
| 60 |
2,571.25 |
2,135.00 |
436.25 |
17.0% |
37.50 |
1.5% |
99% |
True |
False |
130,440 |
| 80 |
2,571.25 |
2,135.00 |
436.25 |
17.0% |
41.25 |
1.6% |
99% |
True |
False |
97,853 |
| 100 |
2,571.25 |
2,034.50 |
536.75 |
20.9% |
45.75 |
1.8% |
99% |
True |
False |
78,295 |
| 120 |
2,571.25 |
2,034.50 |
536.75 |
20.9% |
44.50 |
1.7% |
99% |
True |
False |
65,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,654.00 |
|
2.618 |
2,622.25 |
|
1.618 |
2,602.75 |
|
1.000 |
2,590.75 |
|
0.618 |
2,583.25 |
|
HIGH |
2,571.25 |
|
0.618 |
2,563.75 |
|
0.500 |
2,561.50 |
|
0.382 |
2,559.25 |
|
LOW |
2,551.75 |
|
0.618 |
2,539.75 |
|
1.000 |
2,532.25 |
|
1.618 |
2,520.25 |
|
2.618 |
2,500.75 |
|
4.250 |
2,469.00 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,565.75 |
2,563.00 |
| PP |
2,563.50 |
2,558.00 |
| S1 |
2,561.50 |
2,553.25 |
|