| 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 |
1,357.75 |
1,360.75 |
3.00 |
0.2% |
1,360.25 |
| High |
1,364.50 |
1,367.75 |
3.25 |
0.2% |
1,364.00 |
| Low |
1,347.25 |
1,358.75 |
11.50 |
0.9% |
1,345.00 |
| Close |
1,361.50 |
1,365.50 |
4.00 |
0.3% |
1,357.50 |
| Range |
17.25 |
9.00 |
-8.25 |
-47.8% |
19.00 |
| ATR |
14.09 |
13.73 |
-0.36 |
-2.6% |
0.00 |
| Volume |
6,144 |
3,517 |
-2,627 |
-42.8% |
17,908 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,391.00 |
1,387.25 |
1,370.50 |
|
| R3 |
1,382.00 |
1,378.25 |
1,368.00 |
|
| R2 |
1,373.00 |
1,373.00 |
1,367.25 |
|
| R1 |
1,369.25 |
1,369.25 |
1,366.25 |
1,371.00 |
| PP |
1,364.00 |
1,364.00 |
1,364.00 |
1,365.00 |
| S1 |
1,360.25 |
1,360.25 |
1,364.75 |
1,362.00 |
| S2 |
1,355.00 |
1,355.00 |
1,363.75 |
|
| S3 |
1,346.00 |
1,351.25 |
1,363.00 |
|
| S4 |
1,337.00 |
1,342.25 |
1,360.50 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,412.50 |
1,404.00 |
1,368.00 |
|
| R3 |
1,393.50 |
1,385.00 |
1,362.75 |
|
| R2 |
1,374.50 |
1,374.50 |
1,361.00 |
|
| R1 |
1,366.00 |
1,366.00 |
1,359.25 |
1,360.75 |
| PP |
1,355.50 |
1,355.50 |
1,355.50 |
1,353.00 |
| S1 |
1,347.00 |
1,347.00 |
1,355.75 |
1,341.75 |
| S2 |
1,336.50 |
1,336.50 |
1,354.00 |
|
| S3 |
1,317.50 |
1,328.00 |
1,352.25 |
|
| S4 |
1,298.50 |
1,309.00 |
1,347.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,367.75 |
1,345.00 |
22.75 |
1.7% |
11.25 |
0.8% |
90% |
True |
False |
4,615 |
| 10 |
1,367.75 |
1,327.75 |
40.00 |
2.9% |
13.25 |
1.0% |
94% |
True |
False |
3,488 |
| 20 |
1,367.75 |
1,296.50 |
71.25 |
5.2% |
13.25 |
1.0% |
97% |
True |
False |
3,623 |
| 40 |
1,367.75 |
1,245.00 |
122.75 |
9.0% |
13.50 |
1.0% |
98% |
True |
False |
3,130 |
| 60 |
1,367.75 |
1,190.00 |
177.75 |
13.0% |
15.50 |
1.1% |
99% |
True |
False |
2,328 |
| 80 |
1,367.75 |
1,140.25 |
227.50 |
16.7% |
16.25 |
1.2% |
99% |
True |
False |
1,777 |
| 100 |
1,367.75 |
1,095.75 |
272.00 |
19.9% |
18.00 |
1.3% |
99% |
True |
False |
1,425 |
| 120 |
1,367.75 |
1,057.50 |
310.25 |
22.7% |
20.00 |
1.5% |
99% |
True |
False |
1,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,406.00 |
|
2.618 |
1,391.25 |
|
1.618 |
1,382.25 |
|
1.000 |
1,376.75 |
|
0.618 |
1,373.25 |
|
HIGH |
1,367.75 |
|
0.618 |
1,364.25 |
|
0.500 |
1,363.25 |
|
0.382 |
1,362.25 |
|
LOW |
1,358.75 |
|
0.618 |
1,353.25 |
|
1.000 |
1,349.75 |
|
1.618 |
1,344.25 |
|
2.618 |
1,335.25 |
|
4.250 |
1,320.50 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,364.75 |
1,362.75 |
| PP |
1,364.00 |
1,360.25 |
| S1 |
1,363.25 |
1,357.50 |
|