| 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 |
6,875.0 |
6,891.5 |
16.5 |
0.2% |
6,958.5 |
| High |
6,904.5 |
6,970.0 |
65.5 |
0.9% |
6,975.5 |
| Low |
6,810.5 |
6,842.5 |
32.0 |
0.5% |
6,732.0 |
| Close |
6,891.5 |
6,848.5 |
-43.0 |
-0.6% |
6,868.0 |
| Range |
94.0 |
127.5 |
33.5 |
35.6% |
243.5 |
| ATR |
116.1 |
116.9 |
0.8 |
0.7% |
0.0 |
| Volume |
146,823 |
168,079 |
21,256 |
14.5% |
546,295 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,269.5 |
7,186.5 |
6,918.6 |
|
| R3 |
7,142.0 |
7,059.0 |
6,883.6 |
|
| R2 |
7,014.5 |
7,014.5 |
6,871.9 |
|
| R1 |
6,931.5 |
6,931.5 |
6,860.2 |
6,909.3 |
| PP |
6,887.0 |
6,887.0 |
6,887.0 |
6,875.9 |
| S1 |
6,804.0 |
6,804.0 |
6,836.8 |
6,781.8 |
| S2 |
6,759.5 |
6,759.5 |
6,825.1 |
|
| S3 |
6,632.0 |
6,676.5 |
6,813.4 |
|
| S4 |
6,504.5 |
6,549.0 |
6,778.4 |
|
|
| 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 |
6,970.0 |
6,732.0 |
238.0 |
3.5% |
118.4 |
1.7% |
49% |
True |
False |
145,231 |
| 10 |
6,975.5 |
6,653.0 |
322.5 |
4.7% |
115.6 |
1.7% |
61% |
False |
False |
145,185 |
| 20 |
6,975.5 |
6,465.5 |
510.0 |
7.4% |
112.5 |
1.6% |
75% |
False |
False |
142,641 |
| 40 |
6,975.5 |
5,992.5 |
983.0 |
14.4% |
108.8 |
1.6% |
87% |
False |
False |
142,445 |
| 60 |
6,975.5 |
5,614.5 |
1,361.0 |
19.9% |
123.9 |
1.8% |
91% |
False |
False |
116,870 |
| 80 |
6,975.5 |
5,382.0 |
1,593.5 |
23.3% |
139.1 |
2.0% |
92% |
False |
False |
87,903 |
| 100 |
6,975.5 |
5,382.0 |
1,593.5 |
23.3% |
150.7 |
2.2% |
92% |
False |
False |
70,429 |
| 120 |
6,975.5 |
4,988.0 |
1,987.5 |
29.0% |
160.4 |
2.3% |
94% |
False |
False |
59,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,511.9 |
|
2.618 |
7,303.8 |
|
1.618 |
7,176.3 |
|
1.000 |
7,097.5 |
|
0.618 |
7,048.8 |
|
HIGH |
6,970.0 |
|
0.618 |
6,921.3 |
|
0.500 |
6,906.3 |
|
0.382 |
6,891.2 |
|
LOW |
6,842.5 |
|
0.618 |
6,763.7 |
|
1.000 |
6,715.0 |
|
1.618 |
6,636.2 |
|
2.618 |
6,508.7 |
|
4.250 |
6,300.6 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,906.3 |
6,857.0 |
| PP |
6,887.0 |
6,854.2 |
| S1 |
6,867.8 |
6,851.3 |
|