| Trading Metrics calculated at close of trading on 20-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
20-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
6,815.5 |
6,919.0 |
103.5 |
1.5% |
6,746.5 |
| High |
6,890.0 |
6,970.0 |
80.0 |
1.2% |
6,890.0 |
| Low |
6,812.0 |
6,896.5 |
84.5 |
1.2% |
6,670.0 |
| Close |
6,855.5 |
6,958.0 |
102.5 |
1.5% |
6,855.5 |
| Range |
78.0 |
73.5 |
-4.5 |
-5.8% |
220.0 |
| ATR |
109.2 |
109.5 |
0.4 |
0.3% |
0.0 |
| Volume |
816 |
436 |
-380 |
-46.6% |
2,728 |
|
| Daily Pivots for day following 20-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,162.0 |
7,133.5 |
6,998.4 |
|
| R3 |
7,088.5 |
7,060.0 |
6,978.2 |
|
| R2 |
7,015.0 |
7,015.0 |
6,971.5 |
|
| R1 |
6,986.5 |
6,986.5 |
6,964.7 |
7,000.8 |
| PP |
6,941.5 |
6,941.5 |
6,941.5 |
6,948.6 |
| S1 |
6,913.0 |
6,913.0 |
6,951.3 |
6,927.3 |
| S2 |
6,868.0 |
6,868.0 |
6,944.5 |
|
| S3 |
6,794.5 |
6,839.5 |
6,937.8 |
|
| S4 |
6,721.0 |
6,766.0 |
6,917.6 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,465.2 |
7,380.3 |
6,976.5 |
|
| R3 |
7,245.2 |
7,160.3 |
6,916.0 |
|
| R2 |
7,025.2 |
7,025.2 |
6,895.8 |
|
| R1 |
6,940.3 |
6,940.3 |
6,875.7 |
6,982.8 |
| PP |
6,805.2 |
6,805.2 |
6,805.2 |
6,826.4 |
| S1 |
6,720.3 |
6,720.3 |
6,835.3 |
6,762.8 |
| S2 |
6,585.2 |
6,585.2 |
6,815.2 |
|
| S3 |
6,365.2 |
6,500.3 |
6,795.0 |
|
| S4 |
6,145.2 |
6,280.3 |
6,734.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,970.0 |
6,670.0 |
300.0 |
4.3% |
100.2 |
1.4% |
96% |
True |
False |
510 |
| 10 |
6,970.0 |
6,669.5 |
300.5 |
4.3% |
94.0 |
1.4% |
96% |
True |
False |
505 |
| 20 |
6,970.0 |
6,358.0 |
612.0 |
8.8% |
95.2 |
1.4% |
98% |
True |
False |
432 |
| 40 |
6,970.0 |
5,795.5 |
1,174.5 |
16.9% |
95.4 |
1.4% |
99% |
True |
False |
426 |
| 60 |
6,970.0 |
5,600.0 |
1,370.0 |
19.7% |
117.1 |
1.7% |
99% |
True |
False |
1,059 |
| 80 |
6,970.0 |
5,409.0 |
1,561.0 |
22.4% |
130.2 |
1.9% |
99% |
True |
False |
833 |
| 100 |
6,970.0 |
5,187.5 |
1,782.5 |
25.6% |
132.0 |
1.9% |
99% |
True |
False |
686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,282.4 |
|
2.618 |
7,162.4 |
|
1.618 |
7,088.9 |
|
1.000 |
7,043.5 |
|
0.618 |
7,015.4 |
|
HIGH |
6,970.0 |
|
0.618 |
6,941.9 |
|
0.500 |
6,933.3 |
|
0.382 |
6,924.6 |
|
LOW |
6,896.5 |
|
0.618 |
6,851.1 |
|
1.000 |
6,823.0 |
|
1.618 |
6,777.6 |
|
2.618 |
6,704.1 |
|
4.250 |
6,584.1 |
|
|
| Fisher Pivots for day following 20-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,949.8 |
6,912.0 |
| PP |
6,941.5 |
6,866.0 |
| S1 |
6,933.3 |
6,820.0 |
|