| Trading Metrics calculated at close of trading on 14-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1,340.25 |
1,343.00 |
2.75 |
0.2% |
1,330.50 |
| High |
1,346.25 |
1,346.00 |
-0.25 |
0.0% |
1,347.00 |
| Low |
1,337.00 |
1,332.00 |
-5.00 |
-0.4% |
1,324.50 |
| Close |
1,343.50 |
1,342.00 |
-1.50 |
-0.1% |
1,335.00 |
| Range |
9.25 |
14.00 |
4.75 |
51.4% |
22.50 |
| ATR |
14.66 |
14.61 |
-0.05 |
-0.3% |
0.00 |
| Volume |
782 |
1,036 |
254 |
32.5% |
17,793 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,382.00 |
1,376.00 |
1,349.75 |
|
| R3 |
1,368.00 |
1,362.00 |
1,345.75 |
|
| R2 |
1,354.00 |
1,354.00 |
1,344.50 |
|
| R1 |
1,348.00 |
1,348.00 |
1,343.25 |
1,344.00 |
| PP |
1,340.00 |
1,340.00 |
1,340.00 |
1,338.00 |
| S1 |
1,334.00 |
1,334.00 |
1,340.75 |
1,330.00 |
| S2 |
1,326.00 |
1,326.00 |
1,339.50 |
|
| S3 |
1,312.00 |
1,320.00 |
1,338.25 |
|
| S4 |
1,298.00 |
1,306.00 |
1,334.25 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,403.00 |
1,391.50 |
1,347.50 |
|
| R3 |
1,380.50 |
1,369.00 |
1,341.25 |
|
| R2 |
1,358.00 |
1,358.00 |
1,339.00 |
|
| R1 |
1,346.50 |
1,346.50 |
1,337.00 |
1,352.25 |
| PP |
1,335.50 |
1,335.50 |
1,335.50 |
1,338.50 |
| S1 |
1,324.00 |
1,324.00 |
1,333.00 |
1,329.75 |
| S2 |
1,313.00 |
1,313.00 |
1,331.00 |
|
| S3 |
1,290.50 |
1,301.50 |
1,328.75 |
|
| S4 |
1,268.00 |
1,279.00 |
1,322.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,347.00 |
1,328.00 |
19.00 |
1.4% |
11.25 |
0.8% |
74% |
False |
False |
2,944 |
| 10 |
1,347.00 |
1,299.00 |
48.00 |
3.6% |
13.00 |
1.0% |
90% |
False |
False |
3,132 |
| 20 |
1,347.00 |
1,281.25 |
65.75 |
4.9% |
13.50 |
1.0% |
92% |
False |
False |
3,876 |
| 40 |
1,347.00 |
1,190.00 |
157.00 |
11.7% |
15.00 |
1.1% |
97% |
False |
False |
2,572 |
| 60 |
1,347.00 |
1,140.25 |
206.75 |
15.4% |
16.50 |
1.2% |
98% |
False |
False |
1,783 |
| 80 |
1,347.00 |
1,140.25 |
206.75 |
15.4% |
17.25 |
1.3% |
98% |
False |
False |
1,355 |
| 100 |
1,347.00 |
1,057.50 |
289.50 |
21.6% |
20.50 |
1.5% |
98% |
False |
False |
1,089 |
| 120 |
1,347.00 |
1,057.50 |
289.50 |
21.6% |
19.50 |
1.5% |
98% |
False |
False |
909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,405.50 |
|
2.618 |
1,382.75 |
|
1.618 |
1,368.75 |
|
1.000 |
1,360.00 |
|
0.618 |
1,354.75 |
|
HIGH |
1,346.00 |
|
0.618 |
1,340.75 |
|
0.500 |
1,339.00 |
|
0.382 |
1,337.25 |
|
LOW |
1,332.00 |
|
0.618 |
1,323.25 |
|
1.000 |
1,318.00 |
|
1.618 |
1,309.25 |
|
2.618 |
1,295.25 |
|
4.250 |
1,272.50 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,341.00 |
1,340.50 |
| PP |
1,340.00 |
1,338.75 |
| S1 |
1,339.00 |
1,337.00 |
|