| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,455.0 |
2,450.0 |
-5.0 |
-0.2% |
2,475.0 |
| High |
2,459.0 |
2,476.0 |
17.0 |
0.7% |
2,488.0 |
| Low |
2,425.0 |
2,435.0 |
10.0 |
0.4% |
2,419.0 |
| Close |
2,449.0 |
2,444.0 |
-5.0 |
-0.2% |
2,453.0 |
| Range |
34.0 |
41.0 |
7.0 |
20.6% |
69.0 |
| ATR |
38.2 |
38.4 |
0.2 |
0.5% |
0.0 |
| Volume |
958 |
43,605 |
42,647 |
4,451.7% |
102,045 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,574.7 |
2,550.3 |
2,466.6 |
|
| R3 |
2,533.7 |
2,509.3 |
2,455.3 |
|
| R2 |
2,492.7 |
2,492.7 |
2,451.5 |
|
| R1 |
2,468.3 |
2,468.3 |
2,447.8 |
2,460.0 |
| PP |
2,451.7 |
2,451.7 |
2,451.7 |
2,447.5 |
| S1 |
2,427.3 |
2,427.3 |
2,440.2 |
2,419.0 |
| S2 |
2,410.7 |
2,410.7 |
2,436.5 |
|
| S3 |
2,369.7 |
2,386.3 |
2,432.7 |
|
| S4 |
2,328.7 |
2,345.3 |
2,421.5 |
|
|
| 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 |
2,476.0 |
2,412.0 |
64.0 |
2.6% |
34.4 |
1.4% |
50% |
True |
False |
24,310 |
| 10 |
2,488.0 |
2,385.0 |
103.0 |
4.2% |
33.1 |
1.4% |
57% |
False |
False |
14,807 |
| 20 |
2,488.0 |
2,385.0 |
103.0 |
4.2% |
32.5 |
1.3% |
57% |
False |
False |
7,987 |
| 40 |
2,488.0 |
2,212.0 |
276.0 |
11.3% |
36.3 |
1.5% |
84% |
False |
False |
4,372 |
| 60 |
2,488.0 |
2,109.0 |
379.0 |
15.5% |
42.7 |
1.7% |
88% |
False |
False |
6,058 |
| 80 |
2,488.0 |
1,999.0 |
489.0 |
20.0% |
45.1 |
1.8% |
91% |
False |
False |
4,960 |
| 100 |
2,488.0 |
1,999.0 |
489.0 |
20.0% |
47.0 |
1.9% |
91% |
False |
False |
4,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,650.3 |
|
2.618 |
2,583.3 |
|
1.618 |
2,542.3 |
|
1.000 |
2,517.0 |
|
0.618 |
2,501.3 |
|
HIGH |
2,476.0 |
|
0.618 |
2,460.3 |
|
0.500 |
2,455.5 |
|
0.382 |
2,450.7 |
|
LOW |
2,435.0 |
|
0.618 |
2,409.7 |
|
1.000 |
2,394.0 |
|
1.618 |
2,368.7 |
|
2.618 |
2,327.7 |
|
4.250 |
2,260.8 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,455.5 |
2,444.0 |
| PP |
2,451.7 |
2,444.0 |
| S1 |
2,447.8 |
2,444.0 |
|