| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,475.0 |
2,475.0 |
0.0 |
0.0% |
2,435.0 |
| High |
2,485.0 |
2,488.0 |
3.0 |
0.1% |
2,461.0 |
| Low |
2,465.0 |
2,456.0 |
-9.0 |
-0.4% |
2,385.0 |
| Close |
2,479.0 |
2,472.0 |
-7.0 |
-0.3% |
2,449.0 |
| Range |
20.0 |
32.0 |
12.0 |
60.0% |
76.0 |
| ATR |
40.6 |
39.9 |
-0.6 |
-1.5% |
0.0 |
| Volume |
285 |
15,393 |
15,108 |
5,301.1% |
7,384 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,568.0 |
2,552.0 |
2,489.6 |
|
| R3 |
2,536.0 |
2,520.0 |
2,480.8 |
|
| R2 |
2,504.0 |
2,504.0 |
2,477.9 |
|
| R1 |
2,488.0 |
2,488.0 |
2,474.9 |
2,480.0 |
| PP |
2,472.0 |
2,472.0 |
2,472.0 |
2,468.0 |
| S1 |
2,456.0 |
2,456.0 |
2,469.1 |
2,448.0 |
| S2 |
2,440.0 |
2,440.0 |
2,466.1 |
|
| S3 |
2,408.0 |
2,424.0 |
2,463.2 |
|
| S4 |
2,376.0 |
2,392.0 |
2,454.4 |
|
|
| 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 |
2,488.0 |
2,385.0 |
103.0 |
4.2% |
34.0 |
1.4% |
84% |
True |
False |
4,540 |
| 10 |
2,488.0 |
2,385.0 |
103.0 |
4.2% |
31.6 |
1.3% |
84% |
True |
False |
2,673 |
| 20 |
2,488.0 |
2,332.0 |
156.0 |
6.3% |
33.0 |
1.3% |
90% |
True |
False |
1,642 |
| 40 |
2,488.0 |
2,178.0 |
310.0 |
12.5% |
37.6 |
1.5% |
95% |
True |
False |
1,160 |
| 60 |
2,488.0 |
2,109.0 |
379.0 |
15.3% |
44.6 |
1.8% |
96% |
True |
False |
4,334 |
| 80 |
2,488.0 |
1,999.0 |
489.0 |
19.8% |
47.5 |
1.9% |
97% |
True |
False |
3,358 |
| 100 |
2,488.0 |
1,991.0 |
497.0 |
20.1% |
47.7 |
1.9% |
97% |
True |
False |
2,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,624.0 |
|
2.618 |
2,571.8 |
|
1.618 |
2,539.8 |
|
1.000 |
2,520.0 |
|
0.618 |
2,507.8 |
|
HIGH |
2,488.0 |
|
0.618 |
2,475.8 |
|
0.500 |
2,472.0 |
|
0.382 |
2,468.2 |
|
LOW |
2,456.0 |
|
0.618 |
2,436.2 |
|
1.000 |
2,424.0 |
|
1.618 |
2,404.2 |
|
2.618 |
2,372.2 |
|
4.250 |
2,320.0 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,472.0 |
2,469.0 |
| PP |
2,472.0 |
2,466.0 |
| S1 |
2,472.0 |
2,463.0 |
|