| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,600.25 |
2,602.50 |
2.25 |
0.1% |
2,593.75 |
| High |
2,609.50 |
2,616.75 |
7.25 |
0.3% |
2,609.50 |
| Low |
2,598.00 |
2,578.75 |
-19.25 |
-0.7% |
2,569.25 |
| Close |
2,601.50 |
2,608.00 |
6.50 |
0.2% |
2,601.50 |
| Range |
11.50 |
38.00 |
26.50 |
230.4% |
40.25 |
| ATR |
29.74 |
30.33 |
0.59 |
2.0% |
0.00 |
| Volume |
147,647 |
209,203 |
61,556 |
41.7% |
751,120 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,715.25 |
2,699.50 |
2,629.00 |
|
| R3 |
2,677.25 |
2,661.50 |
2,618.50 |
|
| R2 |
2,639.25 |
2,639.25 |
2,615.00 |
|
| R1 |
2,623.50 |
2,623.50 |
2,611.50 |
2,631.50 |
| PP |
2,601.25 |
2,601.25 |
2,601.25 |
2,605.00 |
| S1 |
2,585.50 |
2,585.50 |
2,604.50 |
2,593.50 |
| S2 |
2,563.25 |
2,563.25 |
2,601.00 |
|
| S3 |
2,525.25 |
2,547.50 |
2,597.50 |
|
| S4 |
2,487.25 |
2,509.50 |
2,587.00 |
|
|
| 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 |
2,616.75 |
2,569.25 |
47.50 |
1.8% |
27.00 |
1.0% |
82% |
True |
False |
192,064 |
| 10 |
2,616.75 |
2,542.75 |
74.00 |
2.8% |
30.50 |
1.2% |
88% |
True |
False |
219,461 |
| 20 |
2,616.75 |
2,429.50 |
187.25 |
7.2% |
29.75 |
1.1% |
95% |
True |
False |
211,023 |
| 40 |
2,616.75 |
2,258.25 |
358.50 |
13.7% |
28.50 |
1.1% |
98% |
True |
False |
179,950 |
| 60 |
2,616.75 |
2,190.25 |
426.50 |
16.4% |
34.75 |
1.3% |
98% |
True |
False |
164,233 |
| 80 |
2,616.75 |
2,135.00 |
481.75 |
18.5% |
39.25 |
1.5% |
98% |
True |
False |
123,206 |
| 100 |
2,616.75 |
2,034.50 |
582.25 |
22.3% |
41.75 |
1.6% |
98% |
True |
False |
98,575 |
| 120 |
2,616.75 |
2,034.50 |
582.25 |
22.3% |
44.25 |
1.7% |
98% |
True |
False |
82,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,778.25 |
|
2.618 |
2,716.25 |
|
1.618 |
2,678.25 |
|
1.000 |
2,654.75 |
|
0.618 |
2,640.25 |
|
HIGH |
2,616.75 |
|
0.618 |
2,602.25 |
|
0.500 |
2,597.75 |
|
0.382 |
2,593.25 |
|
LOW |
2,578.75 |
|
0.618 |
2,555.25 |
|
1.000 |
2,540.75 |
|
1.618 |
2,517.25 |
|
2.618 |
2,479.25 |
|
4.250 |
2,417.25 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,604.50 |
2,603.00 |
| PP |
2,601.25 |
2,598.00 |
| S1 |
2,597.75 |
2,593.00 |
|