| Trading Metrics calculated at close of trading on 20-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
20-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,438.0 |
2,475.0 |
37.0 |
1.5% |
2,435.0 |
| High |
2,461.0 |
2,485.0 |
24.0 |
1.0% |
2,461.0 |
| Low |
2,438.0 |
2,465.0 |
27.0 |
1.1% |
2,385.0 |
| Close |
2,449.0 |
2,479.0 |
30.0 |
1.2% |
2,449.0 |
| Range |
23.0 |
20.0 |
-3.0 |
-13.0% |
76.0 |
| ATR |
40.9 |
40.6 |
-0.4 |
-0.9% |
0.0 |
| Volume |
559 |
285 |
-274 |
-49.0% |
7,384 |
|
| Daily Pivots for day following 20-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,536.3 |
2,527.7 |
2,490.0 |
|
| R3 |
2,516.3 |
2,507.7 |
2,484.5 |
|
| R2 |
2,496.3 |
2,496.3 |
2,482.7 |
|
| R1 |
2,487.7 |
2,487.7 |
2,480.8 |
2,492.0 |
| PP |
2,476.3 |
2,476.3 |
2,476.3 |
2,478.5 |
| S1 |
2,467.7 |
2,467.7 |
2,477.2 |
2,472.0 |
| S2 |
2,456.3 |
2,456.3 |
2,475.3 |
|
| S3 |
2,436.3 |
2,447.7 |
2,473.5 |
|
| S4 |
2,416.3 |
2,427.7 |
2,468.0 |
|
|
| 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 |
2,485.0 |
2,385.0 |
100.0 |
4.0% |
34.0 |
1.4% |
94% |
True |
False |
1,480 |
| 10 |
2,485.0 |
2,385.0 |
100.0 |
4.0% |
31.5 |
1.3% |
94% |
True |
False |
1,158 |
| 20 |
2,485.0 |
2,332.0 |
153.0 |
6.2% |
32.6 |
1.3% |
96% |
True |
False |
891 |
| 40 |
2,485.0 |
2,178.0 |
307.0 |
12.4% |
37.3 |
1.5% |
98% |
True |
False |
778 |
| 60 |
2,485.0 |
2,073.0 |
412.0 |
16.6% |
45.4 |
1.8% |
99% |
True |
False |
4,097 |
| 80 |
2,485.0 |
1,999.0 |
486.0 |
19.6% |
47.7 |
1.9% |
99% |
True |
False |
3,166 |
| 100 |
2,485.0 |
1,991.0 |
494.0 |
19.9% |
47.4 |
1.9% |
99% |
True |
False |
2,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,570.0 |
|
2.618 |
2,537.4 |
|
1.618 |
2,517.4 |
|
1.000 |
2,505.0 |
|
0.618 |
2,497.4 |
|
HIGH |
2,485.0 |
|
0.618 |
2,477.4 |
|
0.500 |
2,475.0 |
|
0.382 |
2,472.6 |
|
LOW |
2,465.0 |
|
0.618 |
2,452.6 |
|
1.000 |
2,445.0 |
|
1.618 |
2,432.6 |
|
2.618 |
2,412.6 |
|
4.250 |
2,380.0 |
|
|
| Fisher Pivots for day following 20-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,477.7 |
2,464.3 |
| PP |
2,476.3 |
2,449.7 |
| S1 |
2,475.0 |
2,435.0 |
|