| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,400.0 |
2,438.0 |
38.0 |
1.6% |
2,435.0 |
| High |
2,439.0 |
2,461.0 |
22.0 |
0.9% |
2,461.0 |
| Low |
2,385.0 |
2,438.0 |
53.0 |
2.2% |
2,385.0 |
| Close |
2,416.0 |
2,449.0 |
33.0 |
1.4% |
2,449.0 |
| Range |
54.0 |
23.0 |
-31.0 |
-57.4% |
76.0 |
| ATR |
40.6 |
40.9 |
0.3 |
0.8% |
0.0 |
| Volume |
259 |
559 |
300 |
115.8% |
7,384 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,518.3 |
2,506.7 |
2,461.7 |
|
| R3 |
2,495.3 |
2,483.7 |
2,455.3 |
|
| R2 |
2,472.3 |
2,472.3 |
2,453.2 |
|
| R1 |
2,460.7 |
2,460.7 |
2,451.1 |
2,466.5 |
| PP |
2,449.3 |
2,449.3 |
2,449.3 |
2,452.3 |
| S1 |
2,437.7 |
2,437.7 |
2,446.9 |
2,443.5 |
| S2 |
2,426.3 |
2,426.3 |
2,444.8 |
|
| S3 |
2,403.3 |
2,414.7 |
2,442.7 |
|
| S4 |
2,380.3 |
2,391.7 |
2,436.4 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,659.7 |
2,630.3 |
2,490.8 |
|
| R3 |
2,583.7 |
2,554.3 |
2,469.9 |
|
| R2 |
2,507.7 |
2,507.7 |
2,462.9 |
|
| R1 |
2,478.3 |
2,478.3 |
2,456.0 |
2,493.0 |
| PP |
2,431.7 |
2,431.7 |
2,431.7 |
2,439.0 |
| S1 |
2,402.3 |
2,402.3 |
2,442.0 |
2,417.0 |
| S2 |
2,355.7 |
2,355.7 |
2,435.1 |
|
| S3 |
2,279.7 |
2,326.3 |
2,428.1 |
|
| S4 |
2,203.7 |
2,250.3 |
2,407.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,461.0 |
2,385.0 |
76.0 |
3.1% |
35.0 |
1.4% |
84% |
True |
False |
1,476 |
| 10 |
2,473.0 |
2,385.0 |
88.0 |
3.6% |
31.8 |
1.3% |
73% |
False |
False |
1,148 |
| 20 |
2,473.0 |
2,332.0 |
141.0 |
5.8% |
33.4 |
1.4% |
83% |
False |
False |
894 |
| 40 |
2,473.0 |
2,178.0 |
295.0 |
12.0% |
37.2 |
1.5% |
92% |
False |
False |
780 |
| 60 |
2,473.0 |
1,999.0 |
474.0 |
19.4% |
45.9 |
1.9% |
95% |
False |
False |
4,094 |
| 80 |
2,473.0 |
1,999.0 |
474.0 |
19.4% |
47.9 |
2.0% |
95% |
False |
False |
3,162 |
| 100 |
2,473.0 |
1,991.0 |
482.0 |
19.7% |
47.5 |
1.9% |
95% |
False |
False |
2,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,558.8 |
|
2.618 |
2,521.2 |
|
1.618 |
2,498.2 |
|
1.000 |
2,484.0 |
|
0.618 |
2,475.2 |
|
HIGH |
2,461.0 |
|
0.618 |
2,452.2 |
|
0.500 |
2,449.5 |
|
0.382 |
2,446.8 |
|
LOW |
2,438.0 |
|
0.618 |
2,423.8 |
|
1.000 |
2,415.0 |
|
1.618 |
2,400.8 |
|
2.618 |
2,377.8 |
|
4.250 |
2,340.3 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,449.5 |
2,440.3 |
| PP |
2,449.3 |
2,431.7 |
| S1 |
2,449.2 |
2,423.0 |
|