| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,469.0 |
2,448.0 |
-21.0 |
-0.9% |
2,435.0 |
| High |
2,474.0 |
2,462.0 |
-12.0 |
-0.5% |
2,461.0 |
| Low |
2,444.0 |
2,419.0 |
-25.0 |
-1.0% |
2,385.0 |
| Close |
2,450.0 |
2,437.0 |
-13.0 |
-0.5% |
2,449.0 |
| Range |
30.0 |
43.0 |
13.0 |
43.3% |
76.0 |
| ATR |
39.2 |
39.5 |
0.3 |
0.7% |
0.0 |
| Volume |
10,025 |
353 |
-9,672 |
-96.5% |
7,384 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,568.3 |
2,545.7 |
2,460.7 |
|
| R3 |
2,525.3 |
2,502.7 |
2,448.8 |
|
| R2 |
2,482.3 |
2,482.3 |
2,444.9 |
|
| R1 |
2,459.7 |
2,459.7 |
2,440.9 |
2,449.5 |
| PP |
2,439.3 |
2,439.3 |
2,439.3 |
2,434.3 |
| S1 |
2,416.7 |
2,416.7 |
2,433.1 |
2,406.5 |
| S2 |
2,396.3 |
2,396.3 |
2,429.1 |
|
| S3 |
2,353.3 |
2,373.7 |
2,425.2 |
|
| S4 |
2,310.3 |
2,330.7 |
2,413.4 |
|
|
| 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 |
2,419.0 |
69.0 |
2.8% |
29.6 |
1.2% |
26% |
False |
True |
5,323 |
| 10 |
2,488.0 |
2,385.0 |
103.0 |
4.2% |
34.0 |
1.4% |
50% |
False |
False |
3,421 |
| 20 |
2,488.0 |
2,332.0 |
156.0 |
6.4% |
32.6 |
1.3% |
67% |
False |
False |
2,102 |
| 40 |
2,488.0 |
2,212.0 |
276.0 |
11.3% |
36.7 |
1.5% |
82% |
False |
False |
1,415 |
| 60 |
2,488.0 |
2,109.0 |
379.0 |
15.6% |
42.6 |
1.7% |
87% |
False |
False |
4,461 |
| 80 |
2,488.0 |
1,999.0 |
489.0 |
20.1% |
47.6 |
2.0% |
90% |
False |
False |
3,484 |
| 100 |
2,488.0 |
1,999.0 |
489.0 |
20.1% |
47.5 |
1.9% |
90% |
False |
False |
2,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,644.8 |
|
2.618 |
2,574.6 |
|
1.618 |
2,531.6 |
|
1.000 |
2,505.0 |
|
0.618 |
2,488.6 |
|
HIGH |
2,462.0 |
|
0.618 |
2,445.6 |
|
0.500 |
2,440.5 |
|
0.382 |
2,435.4 |
|
LOW |
2,419.0 |
|
0.618 |
2,392.4 |
|
1.000 |
2,376.0 |
|
1.618 |
2,349.4 |
|
2.618 |
2,306.4 |
|
4.250 |
2,236.3 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,440.5 |
2,453.5 |
| PP |
2,439.3 |
2,448.0 |
| S1 |
2,438.2 |
2,442.5 |
|