| Trading Metrics calculated at close of trading on 14-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,435.0 |
2,415.0 |
-20.0 |
-0.8% |
2,435.0 |
| High |
2,440.0 |
2,434.0 |
-6.0 |
-0.2% |
2,473.0 |
| Low |
2,415.0 |
2,402.0 |
-13.0 |
-0.5% |
2,400.0 |
| Close |
2,417.0 |
2,418.0 |
1.0 |
0.0% |
2,412.0 |
| Range |
25.0 |
32.0 |
7.0 |
28.0% |
73.0 |
| ATR |
40.0 |
39.4 |
-0.6 |
-1.4% |
0.0 |
| Volume |
267 |
94 |
-173 |
-64.8% |
4,101 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,514.0 |
2,498.0 |
2,435.6 |
|
| R3 |
2,482.0 |
2,466.0 |
2,426.8 |
|
| R2 |
2,450.0 |
2,450.0 |
2,423.9 |
|
| R1 |
2,434.0 |
2,434.0 |
2,420.9 |
2,442.0 |
| PP |
2,418.0 |
2,418.0 |
2,418.0 |
2,422.0 |
| S1 |
2,402.0 |
2,402.0 |
2,415.1 |
2,410.0 |
| S2 |
2,386.0 |
2,386.0 |
2,412.1 |
|
| S3 |
2,354.0 |
2,370.0 |
2,409.2 |
|
| S4 |
2,322.0 |
2,338.0 |
2,400.4 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,647.3 |
2,602.7 |
2,452.2 |
|
| R3 |
2,574.3 |
2,529.7 |
2,432.1 |
|
| R2 |
2,501.3 |
2,501.3 |
2,425.4 |
|
| R1 |
2,456.7 |
2,456.7 |
2,418.7 |
2,442.5 |
| PP |
2,428.3 |
2,428.3 |
2,428.3 |
2,421.3 |
| S1 |
2,383.7 |
2,383.7 |
2,405.3 |
2,369.5 |
| S2 |
2,355.3 |
2,355.3 |
2,398.6 |
|
| S3 |
2,282.3 |
2,310.7 |
2,391.9 |
|
| S4 |
2,209.3 |
2,237.7 |
2,371.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,473.0 |
2,400.0 |
73.0 |
3.0% |
29.2 |
1.2% |
25% |
False |
False |
806 |
| 10 |
2,473.0 |
2,363.0 |
110.0 |
4.5% |
32.4 |
1.3% |
50% |
False |
False |
577 |
| 20 |
2,473.0 |
2,309.0 |
164.0 |
6.8% |
32.8 |
1.4% |
66% |
False |
False |
837 |
| 40 |
2,473.0 |
2,122.0 |
351.0 |
14.5% |
38.8 |
1.6% |
84% |
False |
False |
671 |
| 60 |
2,473.0 |
1,999.0 |
474.0 |
19.6% |
46.3 |
1.9% |
88% |
False |
False |
4,017 |
| 80 |
2,473.0 |
1,999.0 |
474.0 |
19.6% |
48.5 |
2.0% |
88% |
False |
False |
3,098 |
| 100 |
2,473.0 |
1,991.0 |
482.0 |
19.9% |
47.7 |
2.0% |
89% |
False |
False |
2,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,570.0 |
|
2.618 |
2,517.8 |
|
1.618 |
2,485.8 |
|
1.000 |
2,466.0 |
|
0.618 |
2,453.8 |
|
HIGH |
2,434.0 |
|
0.618 |
2,421.8 |
|
0.500 |
2,418.0 |
|
0.382 |
2,414.2 |
|
LOW |
2,402.0 |
|
0.618 |
2,382.2 |
|
1.000 |
2,370.0 |
|
1.618 |
2,350.2 |
|
2.618 |
2,318.2 |
|
4.250 |
2,266.0 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,418.0 |
2,420.0 |
| PP |
2,418.0 |
2,419.3 |
| S1 |
2,418.0 |
2,418.7 |
|