| 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 |
2,415.0 |
2,436.0 |
21.0 |
0.9% |
2,435.0 |
| High |
2,434.0 |
2,450.0 |
16.0 |
0.7% |
2,473.0 |
| Low |
2,402.0 |
2,409.0 |
7.0 |
0.3% |
2,400.0 |
| Close |
2,418.0 |
2,424.0 |
6.0 |
0.2% |
2,412.0 |
| Range |
32.0 |
41.0 |
9.0 |
28.1% |
73.0 |
| ATR |
39.4 |
39.6 |
0.1 |
0.3% |
0.0 |
| Volume |
94 |
6,205 |
6,111 |
6,501.1% |
4,101 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,550.7 |
2,528.3 |
2,446.6 |
|
| R3 |
2,509.7 |
2,487.3 |
2,435.3 |
|
| R2 |
2,468.7 |
2,468.7 |
2,431.5 |
|
| R1 |
2,446.3 |
2,446.3 |
2,427.8 |
2,437.0 |
| PP |
2,427.7 |
2,427.7 |
2,427.7 |
2,423.0 |
| S1 |
2,405.3 |
2,405.3 |
2,420.2 |
2,396.0 |
| S2 |
2,386.7 |
2,386.7 |
2,416.5 |
|
| S3 |
2,345.7 |
2,364.3 |
2,412.7 |
|
| S4 |
2,304.7 |
2,323.3 |
2,401.5 |
|
|
| 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% |
33.0 |
1.4% |
33% |
False |
False |
1,850 |
| 10 |
2,473.0 |
2,395.0 |
78.0 |
3.2% |
31.8 |
1.3% |
37% |
False |
False |
1,168 |
| 20 |
2,473.0 |
2,321.0 |
152.0 |
6.3% |
32.7 |
1.3% |
68% |
False |
False |
935 |
| 40 |
2,473.0 |
2,166.0 |
307.0 |
12.7% |
37.9 |
1.6% |
84% |
False |
False |
812 |
| 60 |
2,473.0 |
1,999.0 |
474.0 |
19.6% |
46.2 |
1.9% |
90% |
False |
False |
4,119 |
| 80 |
2,473.0 |
1,999.0 |
474.0 |
19.6% |
48.5 |
2.0% |
90% |
False |
False |
3,176 |
| 100 |
2,473.0 |
1,991.0 |
482.0 |
19.9% |
47.8 |
2.0% |
90% |
False |
False |
2,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,624.3 |
|
2.618 |
2,557.3 |
|
1.618 |
2,516.3 |
|
1.000 |
2,491.0 |
|
0.618 |
2,475.3 |
|
HIGH |
2,450.0 |
|
0.618 |
2,434.3 |
|
0.500 |
2,429.5 |
|
0.382 |
2,424.7 |
|
LOW |
2,409.0 |
|
0.618 |
2,383.7 |
|
1.000 |
2,368.0 |
|
1.618 |
2,342.7 |
|
2.618 |
2,301.7 |
|
4.250 |
2,234.8 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,429.5 |
2,426.0 |
| PP |
2,427.7 |
2,425.3 |
| S1 |
2,425.8 |
2,424.7 |
|