| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
6,900.0 |
6,930.0 |
30.0 |
0.4% |
6,919.0 |
| High |
6,916.5 |
6,981.5 |
65.0 |
0.9% |
6,985.5 |
| Low |
6,831.0 |
6,860.0 |
29.0 |
0.4% |
6,750.0 |
| Close |
6,905.0 |
6,868.0 |
-37.0 |
-0.5% |
6,882.0 |
| Range |
85.5 |
121.5 |
36.0 |
42.1% |
235.5 |
| ATR |
108.3 |
109.3 |
0.9 |
0.9% |
0.0 |
| Volume |
656 |
1,403 |
747 |
113.9% |
4,420 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,267.7 |
7,189.3 |
6,934.8 |
|
| R3 |
7,146.2 |
7,067.8 |
6,901.4 |
|
| R2 |
7,024.7 |
7,024.7 |
6,890.3 |
|
| R1 |
6,946.3 |
6,946.3 |
6,879.1 |
6,924.8 |
| PP |
6,903.2 |
6,903.2 |
6,903.2 |
6,892.4 |
| S1 |
6,824.8 |
6,824.8 |
6,856.9 |
6,803.3 |
| S2 |
6,781.7 |
6,781.7 |
6,845.7 |
|
| S3 |
6,660.2 |
6,703.3 |
6,834.6 |
|
| S4 |
6,538.7 |
6,581.8 |
6,801.2 |
|
|
| 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 |
6,981.5 |
6,750.0 |
231.5 |
3.4% |
110.3 |
1.6% |
51% |
True |
False |
795 |
| 10 |
6,985.5 |
6,670.0 |
315.5 |
4.6% |
103.9 |
1.5% |
63% |
False |
False |
830 |
| 20 |
6,985.5 |
6,627.0 |
358.5 |
5.2% |
97.4 |
1.4% |
67% |
False |
False |
620 |
| 40 |
6,985.5 |
6,014.0 |
971.5 |
14.1% |
97.3 |
1.4% |
88% |
False |
False |
516 |
| 60 |
6,985.5 |
5,641.5 |
1,344.0 |
19.6% |
112.6 |
1.6% |
91% |
False |
False |
1,144 |
| 80 |
6,985.5 |
5,409.0 |
1,576.5 |
23.0% |
122.6 |
1.8% |
93% |
False |
False |
908 |
| 100 |
6,985.5 |
5,409.0 |
1,576.5 |
23.0% |
130.2 |
1.9% |
93% |
False |
False |
746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,497.9 |
|
2.618 |
7,299.6 |
|
1.618 |
7,178.1 |
|
1.000 |
7,103.0 |
|
0.618 |
7,056.6 |
|
HIGH |
6,981.5 |
|
0.618 |
6,935.1 |
|
0.500 |
6,920.8 |
|
0.382 |
6,906.4 |
|
LOW |
6,860.0 |
|
0.618 |
6,784.9 |
|
1.000 |
6,738.5 |
|
1.618 |
6,663.4 |
|
2.618 |
6,541.9 |
|
4.250 |
6,343.6 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,920.8 |
6,872.0 |
| PP |
6,903.2 |
6,870.7 |
| S1 |
6,885.6 |
6,869.3 |
|