| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
6,919.0 |
6,876.0 |
-43.0 |
-0.6% |
6,746.5 |
| High |
6,932.5 |
6,916.0 |
-16.5 |
-0.2% |
6,890.0 |
| Low |
6,840.0 |
6,750.0 |
-90.0 |
-1.3% |
6,670.0 |
| Close |
6,863.0 |
6,826.5 |
-36.5 |
-0.5% |
6,855.5 |
| Range |
92.5 |
166.0 |
73.5 |
79.5% |
220.0 |
| ATR |
107.6 |
111.8 |
4.2 |
3.9% |
0.0 |
| Volume |
1,480 |
648 |
-832 |
-56.2% |
2,728 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,328.8 |
7,243.7 |
6,917.8 |
|
| R3 |
7,162.8 |
7,077.7 |
6,872.2 |
|
| R2 |
6,996.8 |
6,996.8 |
6,856.9 |
|
| R1 |
6,911.7 |
6,911.7 |
6,841.7 |
6,871.3 |
| PP |
6,830.8 |
6,830.8 |
6,830.8 |
6,810.6 |
| S1 |
6,745.7 |
6,745.7 |
6,811.3 |
6,705.3 |
| S2 |
6,664.8 |
6,664.8 |
6,796.1 |
|
| S3 |
6,498.8 |
6,579.7 |
6,780.9 |
|
| S4 |
6,332.8 |
6,413.7 |
6,735.2 |
|
|
| 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 |
6,750.0 |
235.5 |
3.4% |
101.7 |
1.5% |
32% |
False |
True |
896 |
| 10 |
6,985.5 |
6,669.5 |
316.0 |
4.6% |
102.7 |
1.5% |
50% |
False |
False |
672 |
| 20 |
6,985.5 |
6,439.0 |
546.5 |
8.0% |
97.4 |
1.4% |
71% |
False |
False |
563 |
| 40 |
6,985.5 |
5,852.5 |
1,133.0 |
16.6% |
97.7 |
1.4% |
86% |
False |
False |
472 |
| 60 |
6,985.5 |
5,641.5 |
1,344.0 |
19.7% |
111.8 |
1.6% |
88% |
False |
False |
1,106 |
| 80 |
6,985.5 |
5,409.0 |
1,576.5 |
23.1% |
127.8 |
1.9% |
90% |
False |
False |
871 |
| 100 |
6,985.5 |
5,409.0 |
1,576.5 |
23.1% |
131.8 |
1.9% |
90% |
False |
False |
715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,621.5 |
|
2.618 |
7,350.6 |
|
1.618 |
7,184.6 |
|
1.000 |
7,082.0 |
|
0.618 |
7,018.6 |
|
HIGH |
6,916.0 |
|
0.618 |
6,852.6 |
|
0.500 |
6,833.0 |
|
0.382 |
6,813.4 |
|
LOW |
6,750.0 |
|
0.618 |
6,647.4 |
|
1.000 |
6,584.0 |
|
1.618 |
6,481.4 |
|
2.618 |
6,315.4 |
|
4.250 |
6,044.5 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,833.0 |
6,867.8 |
| PP |
6,830.8 |
6,854.0 |
| S1 |
6,828.7 |
6,840.3 |
|