| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
6,919.0 |
6,952.5 |
33.5 |
0.5% |
6,746.5 |
| High |
6,970.0 |
6,985.5 |
15.5 |
0.2% |
6,890.0 |
| Low |
6,896.5 |
6,887.0 |
-9.5 |
-0.1% |
6,670.0 |
| Close |
6,958.0 |
6,930.0 |
-28.0 |
-0.4% |
6,855.5 |
| Range |
73.5 |
98.5 |
25.0 |
34.0% |
220.0 |
| ATR |
109.5 |
108.8 |
-0.8 |
-0.7% |
0.0 |
| Volume |
436 |
1,104 |
668 |
153.2% |
2,728 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,229.7 |
7,178.3 |
6,984.2 |
|
| R3 |
7,131.2 |
7,079.8 |
6,957.1 |
|
| R2 |
7,032.7 |
7,032.7 |
6,948.1 |
|
| R1 |
6,981.3 |
6,981.3 |
6,939.0 |
6,957.8 |
| PP |
6,934.2 |
6,934.2 |
6,934.2 |
6,922.4 |
| S1 |
6,882.8 |
6,882.8 |
6,921.0 |
6,859.3 |
| S2 |
6,835.7 |
6,835.7 |
6,911.9 |
|
| S3 |
6,737.2 |
6,784.3 |
6,902.9 |
|
| S4 |
6,638.7 |
6,685.8 |
6,875.8 |
|
|
| 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 |
6,985.5 |
6,670.0 |
315.5 |
4.6% |
100.9 |
1.5% |
82% |
True |
False |
669 |
| 10 |
6,985.5 |
6,669.5 |
316.0 |
4.6% |
94.0 |
1.4% |
82% |
True |
False |
589 |
| 20 |
6,985.5 |
6,384.0 |
601.5 |
8.7% |
96.1 |
1.4% |
91% |
True |
False |
482 |
| 40 |
6,985.5 |
5,795.5 |
1,190.0 |
17.2% |
96.9 |
1.4% |
95% |
True |
False |
434 |
| 60 |
6,985.5 |
5,641.5 |
1,344.0 |
19.4% |
115.9 |
1.7% |
96% |
True |
False |
1,074 |
| 80 |
6,985.5 |
5,409.0 |
1,576.5 |
22.7% |
128.8 |
1.9% |
96% |
True |
False |
847 |
| 100 |
6,985.5 |
5,187.5 |
1,798.0 |
25.9% |
132.2 |
1.9% |
97% |
True |
False |
697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,404.1 |
|
2.618 |
7,243.4 |
|
1.618 |
7,144.9 |
|
1.000 |
7,084.0 |
|
0.618 |
7,046.4 |
|
HIGH |
6,985.5 |
|
0.618 |
6,947.9 |
|
0.500 |
6,936.3 |
|
0.382 |
6,924.6 |
|
LOW |
6,887.0 |
|
0.618 |
6,826.1 |
|
1.000 |
6,788.5 |
|
1.618 |
6,727.6 |
|
2.618 |
6,629.1 |
|
4.250 |
6,468.4 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,936.3 |
6,919.6 |
| PP |
6,934.2 |
6,909.2 |
| S1 |
6,932.1 |
6,898.8 |
|