| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,609.50 |
2,632.25 |
22.75 |
0.9% |
2,593.75 |
| High |
2,635.00 |
2,645.25 |
10.25 |
0.4% |
2,609.50 |
| Low |
2,607.50 |
2,614.25 |
6.75 |
0.3% |
2,569.25 |
| Close |
2,632.00 |
2,623.00 |
-9.00 |
-0.3% |
2,601.50 |
| Range |
27.50 |
31.00 |
3.50 |
12.7% |
40.25 |
| ATR |
30.13 |
30.19 |
0.06 |
0.2% |
0.00 |
| Volume |
199,721 |
258,510 |
58,789 |
29.4% |
751,120 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,720.50 |
2,702.75 |
2,640.00 |
|
| R3 |
2,689.50 |
2,671.75 |
2,631.50 |
|
| R2 |
2,658.50 |
2,658.50 |
2,628.75 |
|
| R1 |
2,640.75 |
2,640.75 |
2,625.75 |
2,634.00 |
| PP |
2,627.50 |
2,627.50 |
2,627.50 |
2,624.25 |
| S1 |
2,609.75 |
2,609.75 |
2,620.25 |
2,603.00 |
| S2 |
2,596.50 |
2,596.50 |
2,617.25 |
|
| S3 |
2,565.50 |
2,578.75 |
2,614.50 |
|
| S4 |
2,534.50 |
2,547.75 |
2,606.00 |
|
|
| 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 |
2,645.25 |
2,569.25 |
76.00 |
2.9% |
28.25 |
1.1% |
71% |
True |
False |
208,926 |
| 10 |
2,645.25 |
2,542.75 |
102.50 |
3.9% |
31.75 |
1.2% |
78% |
True |
False |
229,625 |
| 20 |
2,645.25 |
2,453.50 |
191.75 |
7.3% |
29.25 |
1.1% |
88% |
True |
False |
211,226 |
| 40 |
2,645.25 |
2,302.50 |
342.75 |
13.1% |
29.00 |
1.1% |
94% |
True |
False |
188,112 |
| 60 |
2,645.25 |
2,204.25 |
441.00 |
16.8% |
33.75 |
1.3% |
95% |
True |
False |
171,857 |
| 80 |
2,645.25 |
2,135.00 |
510.25 |
19.5% |
38.50 |
1.5% |
96% |
True |
False |
128,933 |
| 100 |
2,645.25 |
2,135.00 |
510.25 |
19.5% |
40.75 |
1.6% |
96% |
True |
False |
103,157 |
| 120 |
2,645.25 |
2,034.50 |
610.75 |
23.3% |
44.00 |
1.7% |
96% |
True |
False |
85,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,777.00 |
|
2.618 |
2,726.50 |
|
1.618 |
2,695.50 |
|
1.000 |
2,676.25 |
|
0.618 |
2,664.50 |
|
HIGH |
2,645.25 |
|
0.618 |
2,633.50 |
|
0.500 |
2,629.75 |
|
0.382 |
2,626.00 |
|
LOW |
2,614.25 |
|
0.618 |
2,595.00 |
|
1.000 |
2,583.25 |
|
1.618 |
2,564.00 |
|
2.618 |
2,533.00 |
|
4.250 |
2,482.50 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,629.75 |
2,619.25 |
| PP |
2,627.50 |
2,615.75 |
| S1 |
2,625.25 |
2,612.00 |
|