| Trading Metrics calculated at close of trading on 28-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,439.0 |
2,455.0 |
16.0 |
0.7% |
2,475.0 |
| High |
2,448.0 |
2,459.0 |
11.0 |
0.4% |
2,488.0 |
| Low |
2,412.0 |
2,425.0 |
13.0 |
0.5% |
2,419.0 |
| Close |
2,443.0 |
2,449.0 |
6.0 |
0.2% |
2,453.0 |
| Range |
36.0 |
34.0 |
-2.0 |
-5.6% |
69.0 |
| ATR |
38.5 |
38.2 |
-0.3 |
-0.8% |
0.0 |
| Volume |
649 |
958 |
309 |
47.6% |
102,045 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,546.3 |
2,531.7 |
2,467.7 |
|
| R3 |
2,512.3 |
2,497.7 |
2,458.4 |
|
| R2 |
2,478.3 |
2,478.3 |
2,455.2 |
|
| R1 |
2,463.7 |
2,463.7 |
2,452.1 |
2,454.0 |
| PP |
2,444.3 |
2,444.3 |
2,444.3 |
2,439.5 |
| S1 |
2,429.7 |
2,429.7 |
2,445.9 |
2,420.0 |
| S2 |
2,410.3 |
2,410.3 |
2,442.8 |
|
| S3 |
2,376.3 |
2,395.7 |
2,439.7 |
|
| S4 |
2,342.3 |
2,361.7 |
2,430.3 |
|
|
| 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 |
2,474.0 |
2,412.0 |
62.0 |
2.5% |
32.2 |
1.3% |
60% |
False |
False |
17,594 |
| 10 |
2,488.0 |
2,385.0 |
103.0 |
4.2% |
33.1 |
1.4% |
62% |
False |
False |
11,067 |
| 20 |
2,488.0 |
2,363.0 |
125.0 |
5.1% |
32.8 |
1.3% |
69% |
False |
False |
5,822 |
| 40 |
2,488.0 |
2,212.0 |
276.0 |
11.3% |
36.1 |
1.5% |
86% |
False |
False |
3,312 |
| 60 |
2,488.0 |
2,109.0 |
379.0 |
15.5% |
42.5 |
1.7% |
90% |
False |
False |
5,394 |
| 80 |
2,488.0 |
1,999.0 |
489.0 |
20.0% |
45.4 |
1.9% |
92% |
False |
False |
4,432 |
| 100 |
2,488.0 |
1,999.0 |
489.0 |
20.0% |
46.8 |
1.9% |
92% |
False |
False |
3,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,603.5 |
|
2.618 |
2,548.0 |
|
1.618 |
2,514.0 |
|
1.000 |
2,493.0 |
|
0.618 |
2,480.0 |
|
HIGH |
2,459.0 |
|
0.618 |
2,446.0 |
|
0.500 |
2,442.0 |
|
0.382 |
2,438.0 |
|
LOW |
2,425.0 |
|
0.618 |
2,404.0 |
|
1.000 |
2,391.0 |
|
1.618 |
2,370.0 |
|
2.618 |
2,336.0 |
|
4.250 |
2,280.5 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,446.7 |
2,444.7 |
| PP |
2,444.3 |
2,440.3 |
| S1 |
2,442.0 |
2,436.0 |
|