| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
6,905.5 |
6,850.0 |
-55.5 |
-0.8% |
6,742.0 |
| High |
6,922.5 |
6,908.0 |
-14.5 |
-0.2% |
6,879.0 |
| Low |
6,821.0 |
6,732.0 |
-89.0 |
-1.3% |
6,653.0 |
| Close |
6,836.0 |
6,833.5 |
-2.5 |
0.0% |
6,842.5 |
| Range |
101.5 |
176.0 |
74.5 |
73.4% |
226.0 |
| ATR |
116.7 |
120.9 |
4.2 |
3.6% |
0.0 |
| Volume |
137,290 |
163,048 |
25,758 |
18.8% |
705,720 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,352.5 |
7,269.0 |
6,930.3 |
|
| R3 |
7,176.5 |
7,093.0 |
6,881.9 |
|
| R2 |
7,000.5 |
7,000.5 |
6,865.8 |
|
| R1 |
6,917.0 |
6,917.0 |
6,849.6 |
6,870.8 |
| PP |
6,824.5 |
6,824.5 |
6,824.5 |
6,801.4 |
| S1 |
6,741.0 |
6,741.0 |
6,817.4 |
6,694.8 |
| S2 |
6,648.5 |
6,648.5 |
6,801.2 |
|
| S3 |
6,472.5 |
6,565.0 |
6,785.1 |
|
| S4 |
6,296.5 |
6,389.0 |
6,736.7 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,469.5 |
7,382.0 |
6,966.8 |
|
| R3 |
7,243.5 |
7,156.0 |
6,904.7 |
|
| R2 |
7,017.5 |
7,017.5 |
6,883.9 |
|
| R1 |
6,930.0 |
6,930.0 |
6,863.2 |
6,973.8 |
| PP |
6,791.5 |
6,791.5 |
6,791.5 |
6,813.4 |
| S1 |
6,704.0 |
6,704.0 |
6,821.8 |
6,747.8 |
| S2 |
6,565.5 |
6,565.5 |
6,801.1 |
|
| S3 |
6,339.5 |
6,478.0 |
6,780.4 |
|
| S4 |
6,113.5 |
6,252.0 |
6,718.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,975.5 |
6,653.0 |
322.5 |
4.7% |
124.1 |
1.8% |
56% |
False |
False |
146,457 |
| 10 |
6,975.5 |
6,651.0 |
324.5 |
4.7% |
116.7 |
1.7% |
56% |
False |
False |
146,067 |
| 20 |
6,975.5 |
6,416.0 |
559.5 |
8.2% |
111.1 |
1.6% |
75% |
False |
False |
142,189 |
| 40 |
6,975.5 |
5,774.0 |
1,201.5 |
17.6% |
111.5 |
1.6% |
88% |
False |
False |
134,212 |
| 60 |
6,975.5 |
5,614.5 |
1,361.0 |
19.9% |
129.7 |
1.9% |
90% |
False |
False |
107,612 |
| 80 |
6,975.5 |
5,382.0 |
1,593.5 |
23.3% |
147.0 |
2.2% |
91% |
False |
False |
80,886 |
| 100 |
6,975.5 |
5,147.5 |
1,828.0 |
26.8% |
154.1 |
2.3% |
92% |
False |
False |
64,826 |
| 120 |
6,975.5 |
4,988.0 |
1,987.5 |
29.1% |
162.7 |
2.4% |
93% |
False |
False |
54,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,656.0 |
|
2.618 |
7,368.8 |
|
1.618 |
7,192.8 |
|
1.000 |
7,084.0 |
|
0.618 |
7,016.8 |
|
HIGH |
6,908.0 |
|
0.618 |
6,840.8 |
|
0.500 |
6,820.0 |
|
0.382 |
6,799.2 |
|
LOW |
6,732.0 |
|
0.618 |
6,623.2 |
|
1.000 |
6,556.0 |
|
1.618 |
6,447.2 |
|
2.618 |
6,271.2 |
|
4.250 |
5,984.0 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,829.0 |
6,853.8 |
| PP |
6,824.5 |
6,847.0 |
| S1 |
6,820.0 |
6,840.3 |
|