| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
6,722.0 |
6,800.0 |
78.0 |
1.2% |
6,754.0 |
| High |
6,796.0 |
6,834.0 |
38.0 |
0.6% |
6,849.0 |
| Low |
6,694.0 |
6,715.0 |
21.0 |
0.3% |
6,651.0 |
| Close |
6,736.0 |
6,721.5 |
-14.5 |
-0.2% |
6,703.0 |
| Range |
102.0 |
119.0 |
17.0 |
16.7% |
198.0 |
| ATR |
116.2 |
116.4 |
0.2 |
0.2% |
0.0 |
| Volume |
139,285 |
156,455 |
17,170 |
12.3% |
698,221 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,113.8 |
7,036.7 |
6,787.0 |
|
| R3 |
6,994.8 |
6,917.7 |
6,754.2 |
|
| R2 |
6,875.8 |
6,875.8 |
6,743.3 |
|
| R1 |
6,798.7 |
6,798.7 |
6,732.4 |
6,777.8 |
| PP |
6,756.8 |
6,756.8 |
6,756.8 |
6,746.4 |
| S1 |
6,679.7 |
6,679.7 |
6,710.6 |
6,658.8 |
| S2 |
6,637.8 |
6,637.8 |
6,699.7 |
|
| S3 |
6,518.8 |
6,560.7 |
6,688.8 |
|
| S4 |
6,399.8 |
6,441.7 |
6,656.1 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,328.3 |
7,213.7 |
6,811.9 |
|
| R3 |
7,130.3 |
7,015.7 |
6,757.5 |
|
| R2 |
6,932.3 |
6,932.3 |
6,739.3 |
|
| R1 |
6,817.7 |
6,817.7 |
6,721.2 |
6,776.0 |
| PP |
6,734.3 |
6,734.3 |
6,734.3 |
6,713.5 |
| S1 |
6,619.7 |
6,619.7 |
6,684.9 |
6,578.0 |
| S2 |
6,536.3 |
6,536.3 |
6,666.7 |
|
| S3 |
6,338.3 |
6,421.7 |
6,648.6 |
|
| S4 |
6,140.3 |
6,223.7 |
6,594.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,849.0 |
6,651.0 |
198.0 |
2.9% |
109.3 |
1.6% |
36% |
False |
False |
145,677 |
| 10 |
6,849.0 |
6,610.0 |
239.0 |
3.6% |
104.2 |
1.6% |
47% |
False |
False |
139,202 |
| 20 |
6,849.0 |
6,336.0 |
513.0 |
7.6% |
104.2 |
1.6% |
75% |
False |
False |
140,052 |
| 40 |
6,849.0 |
5,643.5 |
1,205.5 |
17.9% |
112.8 |
1.7% |
89% |
False |
False |
127,342 |
| 60 |
6,849.0 |
5,382.0 |
1,467.0 |
21.8% |
132.1 |
2.0% |
91% |
False |
False |
95,515 |
| 80 |
6,849.0 |
5,382.0 |
1,467.0 |
21.8% |
150.9 |
2.2% |
91% |
False |
False |
71,762 |
| 100 |
6,849.0 |
5,147.5 |
1,701.5 |
25.3% |
157.0 |
2.3% |
93% |
False |
False |
57,532 |
| 120 |
6,849.0 |
4,988.0 |
1,861.0 |
27.7% |
163.4 |
2.4% |
93% |
False |
False |
48,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,339.8 |
|
2.618 |
7,145.5 |
|
1.618 |
7,026.5 |
|
1.000 |
6,953.0 |
|
0.618 |
6,907.5 |
|
HIGH |
6,834.0 |
|
0.618 |
6,788.5 |
|
0.500 |
6,774.5 |
|
0.382 |
6,760.5 |
|
LOW |
6,715.0 |
|
0.618 |
6,641.5 |
|
1.000 |
6,596.0 |
|
1.618 |
6,522.5 |
|
2.618 |
6,403.5 |
|
4.250 |
6,209.3 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,774.5 |
6,764.0 |
| PP |
6,756.8 |
6,749.8 |
| S1 |
6,739.2 |
6,735.7 |
|