| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
6,876.0 |
6,873.0 |
-3.0 |
0.0% |
6,919.0 |
| High |
6,916.0 |
6,900.0 |
-16.0 |
-0.2% |
6,985.5 |
| Low |
6,750.0 |
6,845.0 |
95.0 |
1.4% |
6,750.0 |
| Close |
6,826.5 |
6,882.0 |
55.5 |
0.8% |
6,882.0 |
| Range |
166.0 |
55.0 |
-111.0 |
-66.9% |
235.5 |
| ATR |
111.8 |
109.0 |
-2.7 |
-2.4% |
0.0 |
| Volume |
648 |
752 |
104 |
16.0% |
4,420 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,040.7 |
7,016.3 |
6,912.3 |
|
| R3 |
6,985.7 |
6,961.3 |
6,897.1 |
|
| R2 |
6,930.7 |
6,930.7 |
6,892.1 |
|
| R1 |
6,906.3 |
6,906.3 |
6,887.0 |
6,918.5 |
| PP |
6,875.7 |
6,875.7 |
6,875.7 |
6,881.8 |
| S1 |
6,851.3 |
6,851.3 |
6,877.0 |
6,863.5 |
| S2 |
6,820.7 |
6,820.7 |
6,871.9 |
|
| S3 |
6,765.7 |
6,796.3 |
6,866.9 |
|
| S4 |
6,710.7 |
6,741.3 |
6,851.8 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,579.0 |
7,466.0 |
7,011.5 |
|
| R3 |
7,343.5 |
7,230.5 |
6,946.8 |
|
| R2 |
7,108.0 |
7,108.0 |
6,925.2 |
|
| R1 |
6,995.0 |
6,995.0 |
6,903.6 |
6,933.8 |
| PP |
6,872.5 |
6,872.5 |
6,872.5 |
6,841.9 |
| S1 |
6,759.5 |
6,759.5 |
6,860.4 |
6,698.3 |
| S2 |
6,637.0 |
6,637.0 |
6,838.8 |
|
| S3 |
6,401.5 |
6,524.0 |
6,817.2 |
|
| S4 |
6,166.0 |
6,288.5 |
6,752.5 |
|
|
| 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% |
97.1 |
1.4% |
56% |
False |
False |
884 |
| 10 |
6,985.5 |
6,670.0 |
315.5 |
4.6% |
97.1 |
1.4% |
67% |
False |
False |
714 |
| 20 |
6,985.5 |
6,439.0 |
546.5 |
7.9% |
96.2 |
1.4% |
81% |
False |
False |
572 |
| 40 |
6,985.5 |
5,910.0 |
1,075.5 |
15.6% |
97.5 |
1.4% |
90% |
False |
False |
487 |
| 60 |
6,985.5 |
5,641.5 |
1,344.0 |
19.5% |
111.3 |
1.6% |
92% |
False |
False |
1,114 |
| 80 |
6,985.5 |
5,409.0 |
1,576.5 |
22.9% |
124.3 |
1.8% |
93% |
False |
False |
877 |
| 100 |
6,985.5 |
5,409.0 |
1,576.5 |
22.9% |
130.7 |
1.9% |
93% |
False |
False |
723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,133.8 |
|
2.618 |
7,044.0 |
|
1.618 |
6,989.0 |
|
1.000 |
6,955.0 |
|
0.618 |
6,934.0 |
|
HIGH |
6,900.0 |
|
0.618 |
6,879.0 |
|
0.500 |
6,872.5 |
|
0.382 |
6,866.0 |
|
LOW |
6,845.0 |
|
0.618 |
6,811.0 |
|
1.000 |
6,790.0 |
|
1.618 |
6,756.0 |
|
2.618 |
6,701.0 |
|
4.250 |
6,611.3 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,878.8 |
6,868.4 |
| PP |
6,875.7 |
6,854.8 |
| S1 |
6,872.5 |
6,841.3 |
|