| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
6,758.0 |
6,704.0 |
-54.0 |
-0.8% |
6,755.0 |
| High |
6,844.5 |
6,815.0 |
-29.5 |
-0.4% |
6,852.0 |
| Low |
6,735.0 |
6,670.0 |
-65.0 |
-1.0% |
6,669.5 |
| Close |
6,780.5 |
6,760.5 |
-20.0 |
-0.3% |
6,711.0 |
| Range |
109.5 |
145.0 |
35.5 |
32.4% |
182.5 |
| ATR |
104.7 |
107.6 |
2.9 |
2.7% |
0.0 |
| Volume |
503 |
488 |
-15 |
-3.0% |
2,132 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,183.5 |
7,117.0 |
6,840.3 |
|
| R3 |
7,038.5 |
6,972.0 |
6,800.4 |
|
| R2 |
6,893.5 |
6,893.5 |
6,787.1 |
|
| R1 |
6,827.0 |
6,827.0 |
6,773.8 |
6,860.3 |
| PP |
6,748.5 |
6,748.5 |
6,748.5 |
6,765.1 |
| S1 |
6,682.0 |
6,682.0 |
6,747.2 |
6,715.3 |
| S2 |
6,603.5 |
6,603.5 |
6,733.9 |
|
| S3 |
6,458.5 |
6,537.0 |
6,720.6 |
|
| S4 |
6,313.5 |
6,392.0 |
6,680.8 |
|
|
| 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 |
6,844.5 |
6,669.5 |
175.0 |
2.6% |
103.6 |
1.5% |
52% |
False |
False |
449 |
| 10 |
6,852.0 |
6,655.0 |
197.0 |
2.9% |
99.5 |
1.5% |
54% |
False |
False |
433 |
| 20 |
6,852.0 |
6,358.0 |
494.0 |
7.3% |
95.5 |
1.4% |
81% |
False |
False |
420 |
| 40 |
6,852.0 |
5,795.5 |
1,056.5 |
15.6% |
95.5 |
1.4% |
91% |
False |
False |
421 |
| 60 |
6,852.0 |
5,409.0 |
1,443.0 |
21.3% |
118.7 |
1.8% |
94% |
False |
False |
1,040 |
| 80 |
6,852.0 |
5,409.0 |
1,443.0 |
21.3% |
132.3 |
2.0% |
94% |
False |
False |
822 |
| 100 |
6,852.0 |
5,187.5 |
1,664.5 |
24.6% |
132.5 |
2.0% |
95% |
False |
False |
674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,431.3 |
|
2.618 |
7,194.6 |
|
1.618 |
7,049.6 |
|
1.000 |
6,960.0 |
|
0.618 |
6,904.6 |
|
HIGH |
6,815.0 |
|
0.618 |
6,759.6 |
|
0.500 |
6,742.5 |
|
0.382 |
6,725.4 |
|
LOW |
6,670.0 |
|
0.618 |
6,580.4 |
|
1.000 |
6,525.0 |
|
1.618 |
6,435.4 |
|
2.618 |
6,290.4 |
|
4.250 |
6,053.8 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,754.5 |
6,759.4 |
| PP |
6,748.5 |
6,758.3 |
| S1 |
6,742.5 |
6,757.3 |
|