| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
6,720.0 |
6,758.0 |
38.0 |
0.6% |
6,755.0 |
| High |
6,808.0 |
6,844.5 |
36.5 |
0.5% |
6,852.0 |
| Low |
6,713.0 |
6,735.0 |
22.0 |
0.3% |
6,669.5 |
| Close |
6,746.0 |
6,780.5 |
34.5 |
0.5% |
6,711.0 |
| Range |
95.0 |
109.5 |
14.5 |
15.3% |
182.5 |
| ATR |
104.4 |
104.7 |
0.4 |
0.4% |
0.0 |
| Volume |
307 |
503 |
196 |
63.8% |
2,132 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,115.2 |
7,057.3 |
6,840.7 |
|
| R3 |
7,005.7 |
6,947.8 |
6,810.6 |
|
| R2 |
6,896.2 |
6,896.2 |
6,800.6 |
|
| R1 |
6,838.3 |
6,838.3 |
6,790.5 |
6,867.3 |
| PP |
6,786.7 |
6,786.7 |
6,786.7 |
6,801.1 |
| S1 |
6,728.8 |
6,728.8 |
6,770.5 |
6,757.8 |
| S2 |
6,677.2 |
6,677.2 |
6,760.4 |
|
| S3 |
6,567.7 |
6,619.3 |
6,750.4 |
|
| S4 |
6,458.2 |
6,509.8 |
6,720.3 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,291.7 |
7,183.8 |
6,811.4 |
|
| R3 |
7,109.2 |
7,001.3 |
6,761.2 |
|
| R2 |
6,926.7 |
6,926.7 |
6,744.5 |
|
| R1 |
6,818.8 |
6,818.8 |
6,727.7 |
6,781.5 |
| PP |
6,744.2 |
6,744.2 |
6,744.2 |
6,725.5 |
| S1 |
6,636.3 |
6,636.3 |
6,694.3 |
6,599.0 |
| S2 |
6,561.7 |
6,561.7 |
6,677.5 |
|
| S3 |
6,379.2 |
6,453.8 |
6,660.8 |
|
| S4 |
6,196.7 |
6,271.3 |
6,610.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,852.0 |
6,669.5 |
182.5 |
2.7% |
91.7 |
1.4% |
61% |
False |
False |
506 |
| 10 |
6,852.0 |
6,627.0 |
225.0 |
3.3% |
90.8 |
1.3% |
68% |
False |
False |
410 |
| 20 |
6,852.0 |
6,358.0 |
494.0 |
7.3% |
92.0 |
1.4% |
86% |
False |
False |
412 |
| 40 |
6,852.0 |
5,790.5 |
1,061.5 |
15.7% |
96.7 |
1.4% |
93% |
False |
False |
419 |
| 60 |
6,852.0 |
5,409.0 |
1,443.0 |
21.3% |
117.6 |
1.7% |
95% |
False |
False |
1,041 |
| 80 |
6,852.0 |
5,409.0 |
1,443.0 |
21.3% |
132.2 |
1.9% |
95% |
False |
False |
817 |
| 100 |
6,852.0 |
5,187.5 |
1,664.5 |
24.5% |
132.6 |
2.0% |
96% |
False |
False |
669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,309.9 |
|
2.618 |
7,131.2 |
|
1.618 |
7,021.7 |
|
1.000 |
6,954.0 |
|
0.618 |
6,912.2 |
|
HIGH |
6,844.5 |
|
0.618 |
6,802.7 |
|
0.500 |
6,789.8 |
|
0.382 |
6,776.8 |
|
LOW |
6,735.0 |
|
0.618 |
6,667.3 |
|
1.000 |
6,625.5 |
|
1.618 |
6,557.8 |
|
2.618 |
6,448.3 |
|
4.250 |
6,269.6 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,789.8 |
6,779.9 |
| PP |
6,786.7 |
6,779.3 |
| S1 |
6,783.6 |
6,778.8 |
|