| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,436.0 |
2,400.0 |
-36.0 |
-1.5% |
2,435.0 |
| High |
2,450.0 |
2,439.0 |
-11.0 |
-0.4% |
2,473.0 |
| Low |
2,409.0 |
2,385.0 |
-24.0 |
-1.0% |
2,400.0 |
| Close |
2,424.0 |
2,416.0 |
-8.0 |
-0.3% |
2,412.0 |
| Range |
41.0 |
54.0 |
13.0 |
31.7% |
73.0 |
| ATR |
39.6 |
40.6 |
1.0 |
2.6% |
0.0 |
| Volume |
6,205 |
259 |
-5,946 |
-95.8% |
4,101 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,575.3 |
2,549.7 |
2,445.7 |
|
| R3 |
2,521.3 |
2,495.7 |
2,430.9 |
|
| R2 |
2,467.3 |
2,467.3 |
2,425.9 |
|
| R1 |
2,441.7 |
2,441.7 |
2,421.0 |
2,454.5 |
| PP |
2,413.3 |
2,413.3 |
2,413.3 |
2,419.8 |
| S1 |
2,387.7 |
2,387.7 |
2,411.1 |
2,400.5 |
| S2 |
2,359.3 |
2,359.3 |
2,406.1 |
|
| S3 |
2,305.3 |
2,333.7 |
2,401.2 |
|
| S4 |
2,251.3 |
2,279.7 |
2,386.3 |
|
|
| 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 |
2,450.0 |
2,385.0 |
65.0 |
2.7% |
38.4 |
1.6% |
48% |
False |
True |
1,520 |
| 10 |
2,473.0 |
2,385.0 |
88.0 |
3.6% |
34.6 |
1.4% |
35% |
False |
True |
1,104 |
| 20 |
2,473.0 |
2,332.0 |
141.0 |
5.8% |
33.2 |
1.4% |
60% |
False |
False |
888 |
| 40 |
2,473.0 |
2,178.0 |
295.0 |
12.2% |
37.4 |
1.5% |
81% |
False |
False |
797 |
| 60 |
2,473.0 |
1,999.0 |
474.0 |
19.6% |
46.4 |
1.9% |
88% |
False |
False |
4,090 |
| 80 |
2,473.0 |
1,999.0 |
474.0 |
19.6% |
48.8 |
2.0% |
88% |
False |
False |
3,177 |
| 100 |
2,473.0 |
1,991.0 |
482.0 |
20.0% |
47.7 |
2.0% |
88% |
False |
False |
2,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,668.5 |
|
2.618 |
2,580.4 |
|
1.618 |
2,526.4 |
|
1.000 |
2,493.0 |
|
0.618 |
2,472.4 |
|
HIGH |
2,439.0 |
|
0.618 |
2,418.4 |
|
0.500 |
2,412.0 |
|
0.382 |
2,405.6 |
|
LOW |
2,385.0 |
|
0.618 |
2,351.6 |
|
1.000 |
2,331.0 |
|
1.618 |
2,297.6 |
|
2.618 |
2,243.6 |
|
4.250 |
2,155.5 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,414.7 |
2,417.5 |
| PP |
2,413.3 |
2,417.0 |
| S1 |
2,412.0 |
2,416.5 |
|