| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
12,864.65 |
12,779.81 |
-84.84 |
-0.7% |
12,860.72 |
| High |
12,899.47 |
12,914.00 |
14.53 |
0.1% |
12,924.71 |
| Low |
12,753.62 |
12,779.58 |
25.96 |
0.2% |
12,743.56 |
| Close |
12,780.95 |
12,904.08 |
123.13 |
1.0% |
12,801.23 |
| Range |
145.85 |
134.42 |
-11.43 |
-7.8% |
181.15 |
| ATR |
120.78 |
121.76 |
0.97 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,269.15 |
13,221.03 |
12,978.01 |
|
| R3 |
13,134.73 |
13,086.61 |
12,941.05 |
|
| R2 |
13,000.31 |
13,000.31 |
12,928.72 |
|
| R1 |
12,952.19 |
12,952.19 |
12,916.40 |
12,976.25 |
| PP |
12,865.89 |
12,865.89 |
12,865.89 |
12,877.92 |
| S1 |
12,817.77 |
12,817.77 |
12,891.76 |
12,841.83 |
| S2 |
12,731.47 |
12,731.47 |
12,879.44 |
|
| S3 |
12,597.05 |
12,683.35 |
12,867.11 |
|
| S4 |
12,462.63 |
12,548.93 |
12,830.15 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,366.62 |
13,265.07 |
12,900.86 |
|
| R3 |
13,185.47 |
13,083.92 |
12,851.05 |
|
| R2 |
13,004.32 |
13,004.32 |
12,834.44 |
|
| R1 |
12,902.77 |
12,902.77 |
12,817.84 |
12,862.97 |
| PP |
12,823.17 |
12,823.17 |
12,823.17 |
12,803.27 |
| S1 |
12,721.62 |
12,721.62 |
12,784.62 |
12,681.82 |
| S2 |
12,642.02 |
12,642.02 |
12,768.02 |
|
| S3 |
12,460.87 |
12,540.47 |
12,751.41 |
|
| S4 |
12,279.72 |
12,359.32 |
12,701.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,914.00 |
12,743.56 |
170.44 |
1.3% |
121.42 |
0.9% |
94% |
True |
False |
|
| 10 |
12,924.71 |
12,704.96 |
219.75 |
1.7% |
111.49 |
0.9% |
91% |
False |
False |
|
| 20 |
12,924.71 |
12,529.41 |
395.30 |
3.1% |
117.84 |
0.9% |
95% |
False |
False |
|
| 40 |
12,924.71 |
11,768.83 |
1,155.88 |
9.0% |
122.69 |
1.0% |
98% |
False |
False |
|
| 60 |
12,924.71 |
11,231.56 |
1,693.15 |
13.1% |
149.69 |
1.2% |
99% |
False |
False |
|
| 80 |
12,924.71 |
11,231.56 |
1,693.15 |
13.1% |
168.15 |
1.3% |
99% |
False |
False |
|
| 100 |
12,924.71 |
10,404.49 |
2,520.22 |
19.5% |
185.18 |
1.4% |
99% |
False |
False |
|
| 120 |
12,924.71 |
10,404.49 |
2,520.22 |
19.5% |
197.90 |
1.5% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,485.29 |
|
2.618 |
13,265.91 |
|
1.618 |
13,131.49 |
|
1.000 |
13,048.42 |
|
0.618 |
12,997.07 |
|
HIGH |
12,914.00 |
|
0.618 |
12,862.65 |
|
0.500 |
12,846.79 |
|
0.382 |
12,830.93 |
|
LOW |
12,779.58 |
|
0.618 |
12,696.51 |
|
1.000 |
12,645.16 |
|
1.618 |
12,562.09 |
|
2.618 |
12,427.67 |
|
4.250 |
12,208.30 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,884.98 |
12,880.66 |
| PP |
12,865.89 |
12,857.23 |
| S1 |
12,846.79 |
12,833.81 |
|