| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1,786.1 |
1,781.6 |
-4.5 |
-0.3% |
1,739.7 |
| High |
1,787.4 |
1,784.1 |
-3.3 |
-0.2% |
1,795.0 |
| Low |
1,780.5 |
1,769.0 |
-11.5 |
-0.6% |
1,738.8 |
| Close |
1,782.0 |
1,780.4 |
-1.6 |
-0.1% |
1,782.0 |
| Range |
6.9 |
15.1 |
8.2 |
118.8% |
56.2 |
| ATR |
22.1 |
21.6 |
-0.5 |
-2.3% |
0.0 |
| Volume |
648 |
3,925 |
3,277 |
505.7% |
8,842 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,823.1 |
1,816.9 |
1,788.7 |
|
| R3 |
1,808.0 |
1,801.8 |
1,784.6 |
|
| R2 |
1,792.9 |
1,792.9 |
1,783.2 |
|
| R1 |
1,786.7 |
1,786.7 |
1,781.8 |
1,782.3 |
| PP |
1,777.8 |
1,777.8 |
1,777.8 |
1,775.6 |
| S1 |
1,771.6 |
1,771.6 |
1,779.0 |
1,767.2 |
| S2 |
1,762.7 |
1,762.7 |
1,777.6 |
|
| S3 |
1,747.6 |
1,756.5 |
1,776.2 |
|
| S4 |
1,732.5 |
1,741.4 |
1,772.1 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,940.5 |
1,917.5 |
1,812.9 |
|
| R3 |
1,884.3 |
1,861.3 |
1,797.5 |
|
| R2 |
1,828.1 |
1,828.1 |
1,792.3 |
|
| R1 |
1,805.1 |
1,805.1 |
1,787.2 |
1,816.6 |
| PP |
1,771.9 |
1,771.9 |
1,771.9 |
1,777.7 |
| S1 |
1,748.9 |
1,748.9 |
1,776.8 |
1,760.4 |
| S2 |
1,715.7 |
1,715.7 |
1,771.7 |
|
| S3 |
1,659.5 |
1,692.7 |
1,766.5 |
|
| S4 |
1,603.3 |
1,636.5 |
1,751.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,795.0 |
1,738.8 |
56.2 |
3.2% |
18.3 |
1.0% |
74% |
False |
False |
2,553 |
| 10 |
1,795.0 |
1,714.5 |
80.5 |
4.5% |
16.4 |
0.9% |
82% |
False |
False |
2,350 |
| 20 |
1,795.0 |
1,714.5 |
80.5 |
4.5% |
19.3 |
1.1% |
82% |
False |
False |
1,923 |
| 40 |
1,795.0 |
1,537.0 |
258.0 |
14.5% |
19.6 |
1.1% |
94% |
False |
False |
1,593 |
| 60 |
1,795.0 |
1,537.0 |
258.0 |
14.5% |
21.0 |
1.2% |
94% |
False |
False |
1,231 |
| 80 |
1,807.2 |
1,537.0 |
270.2 |
15.2% |
20.6 |
1.2% |
90% |
False |
False |
1,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,848.3 |
|
2.618 |
1,823.6 |
|
1.618 |
1,808.5 |
|
1.000 |
1,799.2 |
|
0.618 |
1,793.4 |
|
HIGH |
1,784.1 |
|
0.618 |
1,778.3 |
|
0.500 |
1,776.6 |
|
0.382 |
1,774.8 |
|
LOW |
1,769.0 |
|
0.618 |
1,759.7 |
|
1.000 |
1,753.9 |
|
1.618 |
1,744.6 |
|
2.618 |
1,729.5 |
|
4.250 |
1,704.8 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,779.1 |
1,782.0 |
| PP |
1,777.8 |
1,781.5 |
| S1 |
1,776.6 |
1,780.9 |
|