| Trading Metrics calculated at close of trading on 13-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1,740.0 |
1,733.9 |
-6.1 |
-0.4% |
1,737.0 |
| High |
1,740.0 |
1,739.4 |
-0.6 |
0.0% |
1,759.0 |
| Low |
1,716.2 |
1,728.6 |
12.4 |
0.7% |
1,716.2 |
| Close |
1,730.7 |
1,730.3 |
-0.4 |
0.0% |
1,730.7 |
| Range |
23.8 |
10.8 |
-13.0 |
-54.6% |
42.8 |
| ATR |
24.7 |
23.7 |
-1.0 |
-4.0% |
0.0 |
| Volume |
2,199 |
2,074 |
-125 |
-5.7% |
9,165 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,765.2 |
1,758.5 |
1,736.2 |
|
| R3 |
1,754.4 |
1,747.7 |
1,733.3 |
|
| R2 |
1,743.6 |
1,743.6 |
1,732.3 |
|
| R1 |
1,736.9 |
1,736.9 |
1,731.3 |
1,734.9 |
| PP |
1,732.8 |
1,732.8 |
1,732.8 |
1,731.7 |
| S1 |
1,726.1 |
1,726.1 |
1,729.3 |
1,724.1 |
| S2 |
1,722.0 |
1,722.0 |
1,728.3 |
|
| S3 |
1,711.2 |
1,715.3 |
1,727.3 |
|
| S4 |
1,700.4 |
1,704.5 |
1,724.4 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,863.7 |
1,840.0 |
1,754.2 |
|
| R3 |
1,820.9 |
1,797.2 |
1,742.5 |
|
| R2 |
1,778.1 |
1,778.1 |
1,738.5 |
|
| R1 |
1,754.4 |
1,754.4 |
1,734.6 |
1,744.9 |
| PP |
1,735.3 |
1,735.3 |
1,735.3 |
1,730.5 |
| S1 |
1,711.6 |
1,711.6 |
1,726.8 |
1,702.1 |
| S2 |
1,692.5 |
1,692.5 |
1,722.9 |
|
| S3 |
1,649.7 |
1,668.8 |
1,718.9 |
|
| S4 |
1,606.9 |
1,626.0 |
1,707.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,759.0 |
1,716.2 |
42.8 |
2.5% |
23.7 |
1.4% |
33% |
False |
False |
1,701 |
| 10 |
1,769.8 |
1,716.2 |
53.6 |
3.1% |
21.7 |
1.3% |
26% |
False |
False |
1,502 |
| 20 |
1,769.8 |
1,642.8 |
127.0 |
7.3% |
21.5 |
1.2% |
69% |
False |
False |
1,587 |
| 40 |
1,769.8 |
1,537.0 |
232.8 |
13.5% |
19.2 |
1.1% |
83% |
False |
False |
1,116 |
| 60 |
1,783.1 |
1,537.0 |
246.1 |
14.2% |
21.5 |
1.2% |
79% |
False |
False |
973 |
| 80 |
1,807.2 |
1,537.0 |
270.2 |
15.6% |
19.6 |
1.1% |
72% |
False |
False |
822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,785.3 |
|
2.618 |
1,767.7 |
|
1.618 |
1,756.9 |
|
1.000 |
1,750.2 |
|
0.618 |
1,746.1 |
|
HIGH |
1,739.4 |
|
0.618 |
1,735.3 |
|
0.500 |
1,734.0 |
|
0.382 |
1,732.7 |
|
LOW |
1,728.6 |
|
0.618 |
1,721.9 |
|
1.000 |
1,717.8 |
|
1.618 |
1,711.1 |
|
2.618 |
1,700.3 |
|
4.250 |
1,682.7 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,734.0 |
1,737.1 |
| PP |
1,732.8 |
1,734.8 |
| S1 |
1,731.5 |
1,732.6 |
|