| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,579.00 |
2,600.25 |
21.25 |
0.8% |
2,593.75 |
| High |
2,602.00 |
2,609.50 |
7.50 |
0.3% |
2,609.50 |
| Low |
2,569.25 |
2,598.00 |
28.75 |
1.1% |
2,569.25 |
| Close |
2,600.75 |
2,601.50 |
0.75 |
0.0% |
2,601.50 |
| Range |
32.75 |
11.50 |
-21.25 |
-64.9% |
40.25 |
| ATR |
31.14 |
29.74 |
-1.40 |
-4.5% |
0.00 |
| Volume |
229,551 |
147,647 |
-81,904 |
-35.7% |
751,120 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,637.50 |
2,631.00 |
2,607.75 |
|
| R3 |
2,626.00 |
2,619.50 |
2,604.75 |
|
| R2 |
2,614.50 |
2,614.50 |
2,603.50 |
|
| R1 |
2,608.00 |
2,608.00 |
2,602.50 |
2,611.25 |
| PP |
2,603.00 |
2,603.00 |
2,603.00 |
2,604.50 |
| S1 |
2,596.50 |
2,596.50 |
2,600.50 |
2,599.75 |
| S2 |
2,591.50 |
2,591.50 |
2,599.50 |
|
| S3 |
2,580.00 |
2,585.00 |
2,598.25 |
|
| S4 |
2,568.50 |
2,573.50 |
2,595.25 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,714.25 |
2,698.00 |
2,623.75 |
|
| R3 |
2,674.00 |
2,657.75 |
2,612.50 |
|
| R2 |
2,633.75 |
2,633.75 |
2,609.00 |
|
| R1 |
2,617.50 |
2,617.50 |
2,605.25 |
2,625.50 |
| PP |
2,593.50 |
2,593.50 |
2,593.50 |
2,597.50 |
| S1 |
2,577.25 |
2,577.25 |
2,597.75 |
2,585.50 |
| S2 |
2,553.25 |
2,553.25 |
2,594.00 |
|
| S3 |
2,513.00 |
2,537.00 |
2,590.50 |
|
| S4 |
2,472.75 |
2,496.75 |
2,579.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,609.50 |
2,569.25 |
40.25 |
1.5% |
24.50 |
0.9% |
80% |
True |
False |
189,966 |
| 10 |
2,609.50 |
2,535.25 |
74.25 |
2.9% |
29.25 |
1.1% |
89% |
True |
False |
221,407 |
| 20 |
2,609.50 |
2,429.50 |
180.00 |
6.9% |
28.75 |
1.1% |
96% |
True |
False |
209,059 |
| 40 |
2,609.50 |
2,256.25 |
353.25 |
13.6% |
28.50 |
1.1% |
98% |
True |
False |
177,198 |
| 60 |
2,609.50 |
2,190.25 |
419.25 |
16.1% |
34.75 |
1.3% |
98% |
True |
False |
160,753 |
| 80 |
2,609.50 |
2,135.00 |
474.50 |
18.2% |
39.25 |
1.5% |
98% |
True |
False |
120,591 |
| 100 |
2,609.50 |
2,034.50 |
575.00 |
22.1% |
42.25 |
1.6% |
99% |
True |
False |
96,484 |
| 120 |
2,609.50 |
2,034.50 |
575.00 |
22.1% |
44.25 |
1.7% |
99% |
True |
False |
80,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,658.50 |
|
2.618 |
2,639.50 |
|
1.618 |
2,628.00 |
|
1.000 |
2,621.00 |
|
0.618 |
2,616.50 |
|
HIGH |
2,609.50 |
|
0.618 |
2,605.00 |
|
0.500 |
2,603.75 |
|
0.382 |
2,602.50 |
|
LOW |
2,598.00 |
|
0.618 |
2,591.00 |
|
1.000 |
2,586.50 |
|
1.618 |
2,579.50 |
|
2.618 |
2,568.00 |
|
4.250 |
2,549.00 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,603.75 |
2,597.50 |
| PP |
2,603.00 |
2,593.50 |
| S1 |
2,602.25 |
2,589.50 |
|