| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,593.75 |
2,593.75 |
0.00 |
0.0% |
2,556.75 |
| High |
2,597.50 |
2,601.75 |
4.25 |
0.2% |
2,600.50 |
| Low |
2,572.00 |
2,574.25 |
2.25 |
0.1% |
2,542.75 |
| Close |
2,582.00 |
2,591.00 |
9.00 |
0.3% |
2,582.00 |
| Range |
25.50 |
27.50 |
2.00 |
7.8% |
57.75 |
| ATR |
31.77 |
31.46 |
-0.30 |
-1.0% |
0.00 |
| Volume |
198,713 |
187,245 |
-11,468 |
-5.8% |
1,234,293 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,671.50 |
2,658.75 |
2,606.00 |
|
| R3 |
2,644.00 |
2,631.25 |
2,598.50 |
|
| R2 |
2,616.50 |
2,616.50 |
2,596.00 |
|
| R1 |
2,603.75 |
2,603.75 |
2,593.50 |
2,596.50 |
| PP |
2,589.00 |
2,589.00 |
2,589.00 |
2,585.25 |
| S1 |
2,576.25 |
2,576.25 |
2,588.50 |
2,569.00 |
| S2 |
2,561.50 |
2,561.50 |
2,586.00 |
|
| S3 |
2,534.00 |
2,548.75 |
2,583.50 |
|
| S4 |
2,506.50 |
2,521.25 |
2,576.00 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,748.25 |
2,723.00 |
2,613.75 |
|
| R3 |
2,690.50 |
2,665.25 |
2,598.00 |
|
| R2 |
2,632.75 |
2,632.75 |
2,592.50 |
|
| R1 |
2,607.50 |
2,607.50 |
2,587.25 |
2,620.00 |
| PP |
2,575.00 |
2,575.00 |
2,575.00 |
2,581.50 |
| S1 |
2,549.75 |
2,549.75 |
2,576.75 |
2,562.50 |
| S2 |
2,517.25 |
2,517.25 |
2,571.50 |
|
| S3 |
2,459.50 |
2,492.00 |
2,566.00 |
|
| S4 |
2,401.75 |
2,434.25 |
2,550.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,601.75 |
2,542.75 |
59.00 |
2.3% |
35.25 |
1.4% |
82% |
True |
False |
251,156 |
| 10 |
2,601.75 |
2,511.75 |
90.00 |
3.5% |
30.25 |
1.2% |
88% |
True |
False |
227,021 |
| 20 |
2,601.75 |
2,419.50 |
182.25 |
7.0% |
29.75 |
1.1% |
94% |
True |
False |
210,025 |
| 40 |
2,601.75 |
2,234.50 |
367.25 |
14.2% |
28.50 |
1.1% |
97% |
True |
False |
168,761 |
| 60 |
2,601.75 |
2,135.00 |
466.75 |
18.0% |
36.25 |
1.4% |
98% |
True |
False |
151,364 |
| 80 |
2,601.75 |
2,135.00 |
466.75 |
18.0% |
40.00 |
1.5% |
98% |
True |
False |
113,548 |
| 100 |
2,601.75 |
2,034.50 |
567.25 |
21.9% |
43.75 |
1.7% |
98% |
True |
False |
90,850 |
| 120 |
2,601.75 |
2,034.50 |
567.25 |
21.9% |
44.25 |
1.7% |
98% |
True |
False |
75,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,718.50 |
|
2.618 |
2,673.75 |
|
1.618 |
2,646.25 |
|
1.000 |
2,629.25 |
|
0.618 |
2,618.75 |
|
HIGH |
2,601.75 |
|
0.618 |
2,591.25 |
|
0.500 |
2,588.00 |
|
0.382 |
2,584.75 |
|
LOW |
2,574.25 |
|
0.618 |
2,557.25 |
|
1.000 |
2,546.75 |
|
1.618 |
2,529.75 |
|
2.618 |
2,502.25 |
|
4.250 |
2,457.50 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,590.00 |
2,584.75 |
| PP |
2,589.00 |
2,578.50 |
| S1 |
2,588.00 |
2,572.25 |
|