| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
6,833.5 |
6,826.5 |
-7.0 |
-0.1% |
6,958.5 |
| High |
6,893.5 |
6,872.5 |
-21.0 |
-0.3% |
6,975.5 |
| Low |
6,827.5 |
6,744.0 |
-83.5 |
-1.2% |
6,732.0 |
| Close |
6,868.0 |
6,849.0 |
-19.0 |
-0.3% |
6,868.0 |
| Range |
66.0 |
128.5 |
62.5 |
94.7% |
243.5 |
| ATR |
117.0 |
117.8 |
0.8 |
0.7% |
0.0 |
| Volume |
108,322 |
139,884 |
31,562 |
29.1% |
546,295 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,207.3 |
7,156.7 |
6,919.7 |
|
| R3 |
7,078.8 |
7,028.2 |
6,884.3 |
|
| R2 |
6,950.3 |
6,950.3 |
6,872.6 |
|
| R1 |
6,899.7 |
6,899.7 |
6,860.8 |
6,925.0 |
| PP |
6,821.8 |
6,821.8 |
6,821.8 |
6,834.5 |
| S1 |
6,771.2 |
6,771.2 |
6,837.2 |
6,796.5 |
| S2 |
6,693.3 |
6,693.3 |
6,825.4 |
|
| S3 |
6,564.8 |
6,642.7 |
6,813.7 |
|
| S4 |
6,436.3 |
6,514.2 |
6,778.3 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,589.0 |
7,472.0 |
7,001.9 |
|
| R3 |
7,345.5 |
7,228.5 |
6,935.0 |
|
| R2 |
7,102.0 |
7,102.0 |
6,912.6 |
|
| R1 |
6,985.0 |
6,985.0 |
6,890.3 |
6,921.8 |
| PP |
6,858.5 |
6,858.5 |
6,858.5 |
6,826.9 |
| S1 |
6,741.5 |
6,741.5 |
6,845.7 |
6,678.3 |
| S2 |
6,615.0 |
6,615.0 |
6,823.4 |
|
| S3 |
6,371.5 |
6,498.0 |
6,801.0 |
|
| S4 |
6,128.0 |
6,254.5 |
6,734.1 |
|
|
| 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 |
6,732.0 |
243.5 |
3.6% |
115.1 |
1.7% |
48% |
False |
False |
137,235 |
| 10 |
6,975.5 |
6,653.0 |
322.5 |
4.7% |
110.2 |
1.6% |
61% |
False |
False |
139,189 |
| 20 |
6,975.5 |
6,416.0 |
559.5 |
8.2% |
109.6 |
1.6% |
77% |
False |
False |
140,242 |
| 40 |
6,975.5 |
5,822.0 |
1,153.5 |
16.8% |
110.3 |
1.6% |
89% |
False |
False |
136,857 |
| 60 |
6,975.5 |
5,614.5 |
1,361.0 |
19.9% |
123.9 |
1.8% |
91% |
False |
False |
111,717 |
| 80 |
6,975.5 |
5,382.0 |
1,593.5 |
23.3% |
144.0 |
2.1% |
92% |
False |
False |
83,981 |
| 100 |
6,975.5 |
5,382.0 |
1,593.5 |
23.3% |
151.9 |
2.2% |
92% |
False |
False |
67,293 |
| 120 |
6,975.5 |
4,988.0 |
1,987.5 |
29.0% |
161.9 |
2.4% |
94% |
False |
False |
56,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,418.6 |
|
2.618 |
7,208.9 |
|
1.618 |
7,080.4 |
|
1.000 |
7,001.0 |
|
0.618 |
6,951.9 |
|
HIGH |
6,872.5 |
|
0.618 |
6,823.4 |
|
0.500 |
6,808.3 |
|
0.382 |
6,793.1 |
|
LOW |
6,744.0 |
|
0.618 |
6,664.6 |
|
1.000 |
6,615.5 |
|
1.618 |
6,536.1 |
|
2.618 |
6,407.6 |
|
4.250 |
6,197.9 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,835.4 |
6,839.3 |
| PP |
6,821.8 |
6,829.7 |
| S1 |
6,808.3 |
6,820.0 |
|