| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1,739.7 |
1,764.6 |
24.9 |
1.4% |
1,733.9 |
| High |
1,764.1 |
1,786.6 |
22.5 |
1.3% |
1,743.8 |
| Low |
1,738.8 |
1,757.0 |
18.2 |
1.0% |
1,714.5 |
| Close |
1,764.1 |
1,776.8 |
12.7 |
0.7% |
1,731.3 |
| Range |
25.3 |
29.6 |
4.3 |
17.0% |
29.3 |
| ATR |
22.8 |
23.3 |
0.5 |
2.1% |
0.0 |
| Volume |
2,849 |
3,180 |
331 |
11.6% |
10,738 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,862.3 |
1,849.1 |
1,793.1 |
|
| R3 |
1,832.7 |
1,819.5 |
1,784.9 |
|
| R2 |
1,803.1 |
1,803.1 |
1,782.2 |
|
| R1 |
1,789.9 |
1,789.9 |
1,779.5 |
1,796.5 |
| PP |
1,773.5 |
1,773.5 |
1,773.5 |
1,776.8 |
| S1 |
1,760.3 |
1,760.3 |
1,774.1 |
1,766.9 |
| S2 |
1,743.9 |
1,743.9 |
1,771.4 |
|
| S3 |
1,714.3 |
1,730.7 |
1,768.7 |
|
| S4 |
1,684.7 |
1,701.1 |
1,760.5 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,817.8 |
1,803.8 |
1,747.4 |
|
| R3 |
1,788.5 |
1,774.5 |
1,739.4 |
|
| R2 |
1,759.2 |
1,759.2 |
1,736.7 |
|
| R1 |
1,745.2 |
1,745.2 |
1,734.0 |
1,737.6 |
| PP |
1,729.9 |
1,729.9 |
1,729.9 |
1,726.0 |
| S1 |
1,715.9 |
1,715.9 |
1,728.6 |
1,708.3 |
| S2 |
1,700.6 |
1,700.6 |
1,725.9 |
|
| S3 |
1,671.3 |
1,686.6 |
1,723.2 |
|
| S4 |
1,642.0 |
1,657.3 |
1,715.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,786.6 |
1,714.5 |
72.1 |
4.1% |
21.0 |
1.2% |
86% |
True |
False |
2,603 |
| 10 |
1,786.6 |
1,714.5 |
72.1 |
4.1% |
19.8 |
1.1% |
86% |
True |
False |
2,248 |
| 20 |
1,786.6 |
1,660.5 |
126.1 |
7.1% |
22.4 |
1.3% |
92% |
True |
False |
1,816 |
| 40 |
1,786.6 |
1,537.0 |
249.6 |
14.0% |
19.8 |
1.1% |
96% |
True |
False |
1,434 |
| 60 |
1,786.6 |
1,537.0 |
249.6 |
14.0% |
21.0 |
1.2% |
96% |
True |
False |
1,175 |
| 80 |
1,807.2 |
1,537.0 |
270.2 |
15.2% |
20.5 |
1.2% |
89% |
False |
False |
998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,912.4 |
|
2.618 |
1,864.1 |
|
1.618 |
1,834.5 |
|
1.000 |
1,816.2 |
|
0.618 |
1,804.9 |
|
HIGH |
1,786.6 |
|
0.618 |
1,775.3 |
|
0.500 |
1,771.8 |
|
0.382 |
1,768.3 |
|
LOW |
1,757.0 |
|
0.618 |
1,738.7 |
|
1.000 |
1,727.4 |
|
1.618 |
1,709.1 |
|
2.618 |
1,679.5 |
|
4.250 |
1,631.2 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,775.1 |
1,769.8 |
| PP |
1,773.5 |
1,762.8 |
| S1 |
1,771.8 |
1,755.9 |
|