| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,475.0 |
2,469.0 |
-6.0 |
-0.2% |
2,435.0 |
| High |
2,488.0 |
2,474.0 |
-14.0 |
-0.6% |
2,461.0 |
| Low |
2,456.0 |
2,444.0 |
-12.0 |
-0.5% |
2,385.0 |
| Close |
2,472.0 |
2,450.0 |
-22.0 |
-0.9% |
2,449.0 |
| Range |
32.0 |
30.0 |
-2.0 |
-6.3% |
76.0 |
| ATR |
39.9 |
39.2 |
-0.7 |
-1.8% |
0.0 |
| Volume |
15,393 |
10,025 |
-5,368 |
-34.9% |
7,384 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,546.0 |
2,528.0 |
2,466.5 |
|
| R3 |
2,516.0 |
2,498.0 |
2,458.3 |
|
| R2 |
2,486.0 |
2,486.0 |
2,455.5 |
|
| R1 |
2,468.0 |
2,468.0 |
2,452.8 |
2,462.0 |
| PP |
2,456.0 |
2,456.0 |
2,456.0 |
2,453.0 |
| S1 |
2,438.0 |
2,438.0 |
2,447.3 |
2,432.0 |
| S2 |
2,426.0 |
2,426.0 |
2,444.5 |
|
| S3 |
2,396.0 |
2,408.0 |
2,441.8 |
|
| S4 |
2,366.0 |
2,378.0 |
2,433.5 |
|
|
| 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% |
31.8 |
1.3% |
63% |
False |
False |
5,304 |
| 10 |
2,488.0 |
2,385.0 |
103.0 |
4.2% |
32.4 |
1.3% |
63% |
False |
False |
3,577 |
| 20 |
2,488.0 |
2,332.0 |
156.0 |
6.4% |
32.4 |
1.3% |
76% |
False |
False |
2,128 |
| 40 |
2,488.0 |
2,181.0 |
307.0 |
12.5% |
37.0 |
1.5% |
88% |
False |
False |
1,408 |
| 60 |
2,488.0 |
2,109.0 |
379.0 |
15.5% |
44.2 |
1.8% |
90% |
False |
False |
4,477 |
| 80 |
2,488.0 |
1,999.0 |
489.0 |
20.0% |
47.4 |
1.9% |
92% |
False |
False |
3,480 |
| 100 |
2,488.0 |
1,999.0 |
489.0 |
20.0% |
47.8 |
2.0% |
92% |
False |
False |
2,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,601.5 |
|
2.618 |
2,552.5 |
|
1.618 |
2,522.5 |
|
1.000 |
2,504.0 |
|
0.618 |
2,492.5 |
|
HIGH |
2,474.0 |
|
0.618 |
2,462.5 |
|
0.500 |
2,459.0 |
|
0.382 |
2,455.5 |
|
LOW |
2,444.0 |
|
0.618 |
2,425.5 |
|
1.000 |
2,414.0 |
|
1.618 |
2,395.5 |
|
2.618 |
2,365.5 |
|
4.250 |
2,316.5 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,459.0 |
2,466.0 |
| PP |
2,456.0 |
2,460.7 |
| S1 |
2,453.0 |
2,455.3 |
|