| Trading Metrics calculated at close of trading on 28-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
6,844.0 |
6,900.0 |
56.0 |
0.8% |
6,919.0 |
| High |
6,886.0 |
6,916.5 |
30.5 |
0.4% |
6,985.5 |
| Low |
6,762.5 |
6,831.0 |
68.5 |
1.0% |
6,750.0 |
| Close |
6,878.0 |
6,905.0 |
27.0 |
0.4% |
6,882.0 |
| Range |
123.5 |
85.5 |
-38.0 |
-30.8% |
235.5 |
| ATR |
110.1 |
108.3 |
-1.8 |
-1.6% |
0.0 |
| Volume |
518 |
656 |
138 |
26.6% |
4,420 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,140.7 |
7,108.3 |
6,952.0 |
|
| R3 |
7,055.2 |
7,022.8 |
6,928.5 |
|
| R2 |
6,969.7 |
6,969.7 |
6,920.7 |
|
| R1 |
6,937.3 |
6,937.3 |
6,912.8 |
6,953.5 |
| PP |
6,884.2 |
6,884.2 |
6,884.2 |
6,892.3 |
| S1 |
6,851.8 |
6,851.8 |
6,897.2 |
6,868.0 |
| S2 |
6,798.7 |
6,798.7 |
6,889.3 |
|
| S3 |
6,713.2 |
6,766.3 |
6,881.5 |
|
| S4 |
6,627.7 |
6,680.8 |
6,858.0 |
|
|
| 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 |
6,932.5 |
6,750.0 |
182.5 |
2.6% |
104.5 |
1.5% |
85% |
False |
False |
810 |
| 10 |
6,985.5 |
6,670.0 |
315.5 |
4.6% |
102.7 |
1.5% |
74% |
False |
False |
740 |
| 20 |
6,985.5 |
6,484.0 |
501.5 |
7.3% |
99.3 |
1.4% |
84% |
False |
False |
614 |
| 40 |
6,985.5 |
6,014.0 |
971.5 |
14.1% |
95.9 |
1.4% |
92% |
False |
False |
489 |
| 60 |
6,985.5 |
5,641.5 |
1,344.0 |
19.5% |
111.6 |
1.6% |
94% |
False |
False |
1,121 |
| 80 |
6,985.5 |
5,409.0 |
1,576.5 |
22.8% |
122.8 |
1.8% |
95% |
False |
False |
891 |
| 100 |
6,985.5 |
5,409.0 |
1,576.5 |
22.8% |
129.9 |
1.9% |
95% |
False |
False |
733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,279.9 |
|
2.618 |
7,140.3 |
|
1.618 |
7,054.8 |
|
1.000 |
7,002.0 |
|
0.618 |
6,969.3 |
|
HIGH |
6,916.5 |
|
0.618 |
6,883.8 |
|
0.500 |
6,873.8 |
|
0.382 |
6,863.7 |
|
LOW |
6,831.0 |
|
0.618 |
6,778.2 |
|
1.000 |
6,745.5 |
|
1.618 |
6,692.7 |
|
2.618 |
6,607.2 |
|
4.250 |
6,467.6 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,894.6 |
6,883.2 |
| PP |
6,884.2 |
6,861.3 |
| S1 |
6,873.8 |
6,839.5 |
|