| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
6,873.0 |
6,844.0 |
-29.0 |
-0.4% |
6,919.0 |
| High |
6,900.0 |
6,886.0 |
-14.0 |
-0.2% |
6,985.5 |
| Low |
6,845.0 |
6,762.5 |
-82.5 |
-1.2% |
6,750.0 |
| Close |
6,882.0 |
6,878.0 |
-4.0 |
-0.1% |
6,882.0 |
| Range |
55.0 |
123.5 |
68.5 |
124.5% |
235.5 |
| ATR |
109.0 |
110.1 |
1.0 |
0.9% |
0.0 |
| Volume |
752 |
518 |
-234 |
-31.1% |
4,420 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,212.7 |
7,168.8 |
6,945.9 |
|
| R3 |
7,089.2 |
7,045.3 |
6,912.0 |
|
| R2 |
6,965.7 |
6,965.7 |
6,900.6 |
|
| R1 |
6,921.8 |
6,921.8 |
6,889.3 |
6,943.8 |
| PP |
6,842.2 |
6,842.2 |
6,842.2 |
6,853.1 |
| S1 |
6,798.3 |
6,798.3 |
6,866.7 |
6,820.3 |
| S2 |
6,718.7 |
6,718.7 |
6,855.4 |
|
| S3 |
6,595.2 |
6,674.8 |
6,844.0 |
|
| S4 |
6,471.7 |
6,551.3 |
6,810.1 |
|
|
| 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% |
107.1 |
1.6% |
54% |
False |
False |
900 |
| 10 |
6,985.5 |
6,670.0 |
315.5 |
4.6% |
103.7 |
1.5% |
66% |
False |
False |
705 |
| 20 |
6,985.5 |
6,468.0 |
517.5 |
7.5% |
99.2 |
1.4% |
79% |
False |
False |
589 |
| 40 |
6,985.5 |
6,014.0 |
971.5 |
14.1% |
96.0 |
1.4% |
89% |
False |
False |
493 |
| 60 |
6,985.5 |
5,641.5 |
1,344.0 |
19.5% |
112.0 |
1.6% |
92% |
False |
False |
1,121 |
| 80 |
6,985.5 |
5,409.0 |
1,576.5 |
22.9% |
123.2 |
1.8% |
93% |
False |
False |
883 |
| 100 |
6,985.5 |
5,409.0 |
1,576.5 |
22.9% |
131.1 |
1.9% |
93% |
False |
False |
727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,410.9 |
|
2.618 |
7,209.3 |
|
1.618 |
7,085.8 |
|
1.000 |
7,009.5 |
|
0.618 |
6,962.3 |
|
HIGH |
6,886.0 |
|
0.618 |
6,838.8 |
|
0.500 |
6,824.3 |
|
0.382 |
6,809.7 |
|
LOW |
6,762.5 |
|
0.618 |
6,686.2 |
|
1.000 |
6,639.0 |
|
1.618 |
6,562.7 |
|
2.618 |
6,439.2 |
|
4.250 |
6,237.6 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,860.1 |
6,863.0 |
| PP |
6,842.2 |
6,848.0 |
| S1 |
6,824.3 |
6,833.0 |
|