| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1,733.6 |
1,732.5 |
-1.1 |
-0.1% |
1,728.1 |
| High |
1,740.1 |
1,764.4 |
24.3 |
1.4% |
1,741.5 |
| Low |
1,721.5 |
1,732.5 |
11.0 |
0.6% |
1,709.4 |
| Close |
1,728.7 |
1,761.4 |
32.7 |
1.9% |
1,728.7 |
| Range |
18.6 |
31.9 |
13.3 |
71.5% |
32.1 |
| ATR |
25.4 |
26.1 |
0.7 |
2.9% |
0.0 |
| Volume |
5,234 |
4,544 |
-690 |
-13.2% |
25,297 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,848.5 |
1,836.8 |
1,778.9 |
|
| R3 |
1,816.6 |
1,804.9 |
1,770.2 |
|
| R2 |
1,784.7 |
1,784.7 |
1,767.2 |
|
| R1 |
1,773.0 |
1,773.0 |
1,764.3 |
1,778.9 |
| PP |
1,752.8 |
1,752.8 |
1,752.8 |
1,755.7 |
| S1 |
1,741.1 |
1,741.1 |
1,758.5 |
1,747.0 |
| S2 |
1,720.9 |
1,720.9 |
1,755.6 |
|
| S3 |
1,689.0 |
1,709.2 |
1,752.6 |
|
| S4 |
1,657.1 |
1,677.3 |
1,743.9 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,822.8 |
1,807.9 |
1,746.4 |
|
| R3 |
1,790.7 |
1,775.8 |
1,737.5 |
|
| R2 |
1,758.6 |
1,758.6 |
1,734.6 |
|
| R1 |
1,743.7 |
1,743.7 |
1,731.6 |
1,751.2 |
| PP |
1,726.5 |
1,726.5 |
1,726.5 |
1,730.3 |
| S1 |
1,711.6 |
1,711.6 |
1,725.8 |
1,719.1 |
| S2 |
1,694.4 |
1,694.4 |
1,722.8 |
|
| S3 |
1,662.3 |
1,679.5 |
1,719.9 |
|
| S4 |
1,630.2 |
1,647.4 |
1,711.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,764.4 |
1,709.4 |
55.0 |
3.1% |
21.8 |
1.2% |
95% |
True |
False |
5,134 |
| 10 |
1,764.4 |
1,709.3 |
55.1 |
3.1% |
24.5 |
1.4% |
95% |
True |
False |
4,880 |
| 20 |
1,768.4 |
1,656.5 |
111.9 |
6.4% |
25.8 |
1.5% |
94% |
False |
False |
5,354 |
| 40 |
1,768.4 |
1,528.6 |
239.8 |
13.6% |
24.4 |
1.4% |
97% |
False |
False |
4,912 |
| 60 |
1,772.0 |
1,528.6 |
243.4 |
13.8% |
27.3 |
1.5% |
96% |
False |
False |
4,050 |
| 80 |
1,808.5 |
1,528.6 |
279.9 |
15.9% |
28.5 |
1.6% |
83% |
False |
False |
3,296 |
| 100 |
1,808.5 |
1,528.6 |
279.9 |
15.9% |
29.1 |
1.7% |
83% |
False |
False |
2,718 |
| 120 |
1,928.3 |
1,528.6 |
399.7 |
22.7% |
32.8 |
1.9% |
58% |
False |
False |
2,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,900.0 |
|
2.618 |
1,847.9 |
|
1.618 |
1,816.0 |
|
1.000 |
1,796.3 |
|
0.618 |
1,784.1 |
|
HIGH |
1,764.4 |
|
0.618 |
1,752.2 |
|
0.500 |
1,748.5 |
|
0.382 |
1,744.7 |
|
LOW |
1,732.5 |
|
0.618 |
1,712.8 |
|
1.000 |
1,700.6 |
|
1.618 |
1,680.9 |
|
2.618 |
1,649.0 |
|
4.250 |
1,596.9 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,757.1 |
1,753.2 |
| PP |
1,752.8 |
1,745.1 |
| S1 |
1,748.5 |
1,736.9 |
|