| Trading Metrics calculated at close of trading on 28-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,602.50 |
2,609.50 |
7.00 |
0.3% |
2,593.75 |
| High |
2,616.75 |
2,635.00 |
18.25 |
0.7% |
2,609.50 |
| Low |
2,578.75 |
2,607.50 |
28.75 |
1.1% |
2,569.25 |
| Close |
2,608.00 |
2,632.00 |
24.00 |
0.9% |
2,601.50 |
| Range |
38.00 |
27.50 |
-10.50 |
-27.6% |
40.25 |
| ATR |
30.33 |
30.13 |
-0.20 |
-0.7% |
0.00 |
| Volume |
209,203 |
199,721 |
-9,482 |
-4.5% |
751,120 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,707.25 |
2,697.25 |
2,647.00 |
|
| R3 |
2,679.75 |
2,669.75 |
2,639.50 |
|
| R2 |
2,652.25 |
2,652.25 |
2,637.00 |
|
| R1 |
2,642.25 |
2,642.25 |
2,634.50 |
2,647.25 |
| PP |
2,624.75 |
2,624.75 |
2,624.75 |
2,627.50 |
| S1 |
2,614.75 |
2,614.75 |
2,629.50 |
2,619.75 |
| S2 |
2,597.25 |
2,597.25 |
2,627.00 |
|
| S3 |
2,569.75 |
2,587.25 |
2,624.50 |
|
| S4 |
2,542.25 |
2,559.75 |
2,617.00 |
|
|
| 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 |
2,635.00 |
2,569.25 |
65.75 |
2.5% |
27.00 |
1.0% |
95% |
True |
False |
194,559 |
| 10 |
2,635.00 |
2,542.75 |
92.25 |
3.5% |
31.25 |
1.2% |
97% |
True |
False |
222,858 |
| 20 |
2,635.00 |
2,448.75 |
186.25 |
7.1% |
29.25 |
1.1% |
98% |
True |
False |
211,891 |
| 40 |
2,635.00 |
2,270.25 |
364.75 |
13.9% |
28.50 |
1.1% |
99% |
True |
False |
182,954 |
| 60 |
2,635.00 |
2,204.25 |
430.75 |
16.4% |
33.50 |
1.3% |
99% |
True |
False |
167,559 |
| 80 |
2,635.00 |
2,135.00 |
500.00 |
19.0% |
38.50 |
1.5% |
99% |
True |
False |
125,702 |
| 100 |
2,635.00 |
2,099.00 |
536.00 |
20.4% |
41.25 |
1.6% |
99% |
True |
False |
100,572 |
| 120 |
2,635.00 |
2,034.50 |
600.50 |
22.8% |
44.00 |
1.7% |
100% |
True |
False |
83,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,752.00 |
|
2.618 |
2,707.00 |
|
1.618 |
2,679.50 |
|
1.000 |
2,662.50 |
|
0.618 |
2,652.00 |
|
HIGH |
2,635.00 |
|
0.618 |
2,624.50 |
|
0.500 |
2,621.25 |
|
0.382 |
2,618.00 |
|
LOW |
2,607.50 |
|
0.618 |
2,590.50 |
|
1.000 |
2,580.00 |
|
1.618 |
2,563.00 |
|
2.618 |
2,535.50 |
|
4.250 |
2,490.50 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,628.50 |
2,623.50 |
| PP |
2,624.75 |
2,615.25 |
| S1 |
2,621.25 |
2,607.00 |
|