| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,448.0 |
2,454.0 |
6.0 |
0.2% |
2,475.0 |
| High |
2,462.0 |
2,460.0 |
-2.0 |
-0.1% |
2,488.0 |
| Low |
2,419.0 |
2,442.0 |
23.0 |
1.0% |
2,419.0 |
| Close |
2,437.0 |
2,453.0 |
16.0 |
0.7% |
2,453.0 |
| Range |
43.0 |
18.0 |
-25.0 |
-58.1% |
69.0 |
| ATR |
39.5 |
38.3 |
-1.2 |
-3.0% |
0.0 |
| Volume |
353 |
75,989 |
75,636 |
21,426.6% |
102,045 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,505.7 |
2,497.3 |
2,462.9 |
|
| R3 |
2,487.7 |
2,479.3 |
2,458.0 |
|
| R2 |
2,469.7 |
2,469.7 |
2,456.3 |
|
| R1 |
2,461.3 |
2,461.3 |
2,454.7 |
2,456.5 |
| PP |
2,451.7 |
2,451.7 |
2,451.7 |
2,449.3 |
| S1 |
2,443.3 |
2,443.3 |
2,451.4 |
2,438.5 |
| S2 |
2,433.7 |
2,433.7 |
2,449.7 |
|
| S3 |
2,415.7 |
2,425.3 |
2,448.1 |
|
| S4 |
2,397.7 |
2,407.3 |
2,443.1 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,660.3 |
2,625.7 |
2,491.0 |
|
| R3 |
2,591.3 |
2,556.7 |
2,472.0 |
|
| R2 |
2,522.3 |
2,522.3 |
2,465.7 |
|
| R1 |
2,487.7 |
2,487.7 |
2,459.3 |
2,470.5 |
| PP |
2,453.3 |
2,453.3 |
2,453.3 |
2,444.8 |
| S1 |
2,418.7 |
2,418.7 |
2,446.7 |
2,401.5 |
| S2 |
2,384.3 |
2,384.3 |
2,440.4 |
|
| S3 |
2,315.3 |
2,349.7 |
2,434.0 |
|
| S4 |
2,246.3 |
2,280.7 |
2,415.1 |
|
|
| 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% |
28.6 |
1.2% |
49% |
False |
False |
20,409 |
| 10 |
2,488.0 |
2,385.0 |
103.0 |
4.2% |
31.8 |
1.3% |
66% |
False |
False |
10,942 |
| 20 |
2,488.0 |
2,332.0 |
156.0 |
6.4% |
31.7 |
1.3% |
78% |
False |
False |
5,897 |
| 40 |
2,488.0 |
2,212.0 |
276.0 |
11.3% |
36.5 |
1.5% |
87% |
False |
False |
3,312 |
| 60 |
2,488.0 |
2,109.0 |
379.0 |
15.5% |
42.5 |
1.7% |
91% |
False |
False |
5,701 |
| 80 |
2,488.0 |
1,999.0 |
489.0 |
19.9% |
46.3 |
1.9% |
93% |
False |
False |
4,416 |
| 100 |
2,488.0 |
1,999.0 |
489.0 |
19.9% |
47.1 |
1.9% |
93% |
False |
False |
3,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,536.5 |
|
2.618 |
2,507.1 |
|
1.618 |
2,489.1 |
|
1.000 |
2,478.0 |
|
0.618 |
2,471.1 |
|
HIGH |
2,460.0 |
|
0.618 |
2,453.1 |
|
0.500 |
2,451.0 |
|
0.382 |
2,448.9 |
|
LOW |
2,442.0 |
|
0.618 |
2,430.9 |
|
1.000 |
2,424.0 |
|
1.618 |
2,412.9 |
|
2.618 |
2,394.9 |
|
4.250 |
2,365.5 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,452.3 |
2,450.8 |
| PP |
2,451.7 |
2,448.7 |
| S1 |
2,451.0 |
2,446.5 |
|