| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,454.0 |
2,439.0 |
-15.0 |
-0.6% |
2,475.0 |
| High |
2,460.0 |
2,448.0 |
-12.0 |
-0.5% |
2,488.0 |
| Low |
2,442.0 |
2,412.0 |
-30.0 |
-1.2% |
2,419.0 |
| Close |
2,453.0 |
2,443.0 |
-10.0 |
-0.4% |
2,453.0 |
| Range |
18.0 |
36.0 |
18.0 |
100.0% |
69.0 |
| ATR |
38.3 |
38.5 |
0.2 |
0.5% |
0.0 |
| Volume |
75,989 |
649 |
-75,340 |
-99.1% |
102,045 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,542.3 |
2,528.7 |
2,462.8 |
|
| R3 |
2,506.3 |
2,492.7 |
2,452.9 |
|
| R2 |
2,470.3 |
2,470.3 |
2,449.6 |
|
| R1 |
2,456.7 |
2,456.7 |
2,446.3 |
2,463.5 |
| PP |
2,434.3 |
2,434.3 |
2,434.3 |
2,437.8 |
| S1 |
2,420.7 |
2,420.7 |
2,439.7 |
2,427.5 |
| S2 |
2,398.3 |
2,398.3 |
2,436.4 |
|
| S3 |
2,362.3 |
2,384.7 |
2,433.1 |
|
| S4 |
2,326.3 |
2,348.7 |
2,423.2 |
|
|
| 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 |
2,412.0 |
76.0 |
3.1% |
31.8 |
1.3% |
41% |
False |
True |
20,481 |
| 10 |
2,488.0 |
2,385.0 |
103.0 |
4.2% |
32.9 |
1.3% |
56% |
False |
False |
10,981 |
| 20 |
2,488.0 |
2,345.0 |
143.0 |
5.9% |
32.3 |
1.3% |
69% |
False |
False |
5,874 |
| 40 |
2,488.0 |
2,212.0 |
276.0 |
11.3% |
36.0 |
1.5% |
84% |
False |
False |
3,310 |
| 60 |
2,488.0 |
2,109.0 |
379.0 |
15.5% |
42.4 |
1.7% |
88% |
False |
False |
5,695 |
| 80 |
2,488.0 |
1,999.0 |
489.0 |
20.0% |
45.7 |
1.9% |
91% |
False |
False |
4,420 |
| 100 |
2,488.0 |
1,999.0 |
489.0 |
20.0% |
47.0 |
1.9% |
91% |
False |
False |
3,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,601.0 |
|
2.618 |
2,542.2 |
|
1.618 |
2,506.2 |
|
1.000 |
2,484.0 |
|
0.618 |
2,470.2 |
|
HIGH |
2,448.0 |
|
0.618 |
2,434.2 |
|
0.500 |
2,430.0 |
|
0.382 |
2,425.8 |
|
LOW |
2,412.0 |
|
0.618 |
2,389.8 |
|
1.000 |
2,376.0 |
|
1.618 |
2,353.8 |
|
2.618 |
2,317.8 |
|
4.250 |
2,259.0 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,438.7 |
2,441.0 |
| PP |
2,434.3 |
2,439.0 |
| S1 |
2,430.0 |
2,437.0 |
|