| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
4,192.0 |
4,250.0 |
58.0 |
1.4% |
4,226.0 |
| High |
4,249.0 |
4,284.0 |
35.0 |
0.8% |
4,256.0 |
| Low |
4,191.0 |
4,226.0 |
35.0 |
0.8% |
4,130.0 |
| Close |
4,245.0 |
4,273.0 |
28.0 |
0.7% |
4,166.0 |
| Range |
58.0 |
58.0 |
0.0 |
0.0% |
126.0 |
| ATR |
52.8 |
53.1 |
0.4 |
0.7% |
0.0 |
| Volume |
30,805 |
33,386 |
2,581 |
8.4% |
158,691 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,435.0 |
4,412.0 |
4,304.9 |
|
| R3 |
4,377.0 |
4,354.0 |
4,289.0 |
|
| R2 |
4,319.0 |
4,319.0 |
4,283.6 |
|
| R1 |
4,296.0 |
4,296.0 |
4,278.3 |
4,307.5 |
| PP |
4,261.0 |
4,261.0 |
4,261.0 |
4,266.8 |
| S1 |
4,238.0 |
4,238.0 |
4,267.7 |
4,249.5 |
| S2 |
4,203.0 |
4,203.0 |
4,262.4 |
|
| S3 |
4,145.0 |
4,180.0 |
4,257.1 |
|
| S4 |
4,087.0 |
4,122.0 |
4,241.1 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,562.0 |
4,490.0 |
4,235.3 |
|
| R3 |
4,436.0 |
4,364.0 |
4,200.7 |
|
| R2 |
4,310.0 |
4,310.0 |
4,189.1 |
|
| R1 |
4,238.0 |
4,238.0 |
4,177.6 |
4,211.0 |
| PP |
4,184.0 |
4,184.0 |
4,184.0 |
4,170.5 |
| S1 |
4,112.0 |
4,112.0 |
4,154.5 |
4,085.0 |
| S2 |
4,058.0 |
4,058.0 |
4,142.9 |
|
| S3 |
3,932.0 |
3,986.0 |
4,131.4 |
|
| S4 |
3,806.0 |
3,860.0 |
4,096.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,284.0 |
4,130.0 |
154.0 |
3.6% |
46.4 |
1.1% |
93% |
True |
False |
32,741 |
| 10 |
4,284.0 |
4,130.0 |
154.0 |
3.6% |
45.8 |
1.1% |
93% |
True |
False |
30,071 |
| 20 |
4,286.0 |
4,130.0 |
156.0 |
3.7% |
42.1 |
1.0% |
92% |
False |
False |
27,159 |
| 40 |
4,286.0 |
4,015.0 |
271.0 |
6.3% |
43.1 |
1.0% |
95% |
False |
False |
23,854 |
| 60 |
4,311.0 |
3,963.0 |
348.0 |
8.1% |
41.4 |
1.0% |
89% |
False |
False |
21,696 |
| 80 |
4,387.0 |
3,963.0 |
424.0 |
9.9% |
35.9 |
0.8% |
73% |
False |
False |
16,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,530.5 |
|
2.618 |
4,435.8 |
|
1.618 |
4,377.8 |
|
1.000 |
4,342.0 |
|
0.618 |
4,319.8 |
|
HIGH |
4,284.0 |
|
0.618 |
4,261.8 |
|
0.500 |
4,255.0 |
|
0.382 |
4,248.2 |
|
LOW |
4,226.0 |
|
0.618 |
4,190.2 |
|
1.000 |
4,168.0 |
|
1.618 |
4,132.2 |
|
2.618 |
4,074.2 |
|
4.250 |
3,979.5 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,267.0 |
4,254.2 |
| PP |
4,261.0 |
4,235.3 |
| S1 |
4,255.0 |
4,216.5 |
|