| 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 |
4,250.0 |
4,253.0 |
3.0 |
0.1% |
4,226.0 |
| High |
4,284.0 |
4,289.0 |
5.0 |
0.1% |
4,256.0 |
| Low |
4,226.0 |
4,248.0 |
22.0 |
0.5% |
4,130.0 |
| Close |
4,273.0 |
4,273.0 |
0.0 |
0.0% |
4,166.0 |
| Range |
58.0 |
41.0 |
-17.0 |
-29.3% |
126.0 |
| ATR |
53.1 |
52.3 |
-0.9 |
-1.6% |
0.0 |
| Volume |
33,386 |
24,403 |
-8,983 |
-26.9% |
158,691 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,393.0 |
4,374.0 |
4,295.6 |
|
| R3 |
4,352.0 |
4,333.0 |
4,284.3 |
|
| R2 |
4,311.0 |
4,311.0 |
4,280.5 |
|
| R1 |
4,292.0 |
4,292.0 |
4,276.8 |
4,301.5 |
| PP |
4,270.0 |
4,270.0 |
4,270.0 |
4,274.8 |
| S1 |
4,251.0 |
4,251.0 |
4,269.2 |
4,260.5 |
| S2 |
4,229.0 |
4,229.0 |
4,265.5 |
|
| S3 |
4,188.0 |
4,210.0 |
4,261.7 |
|
| S4 |
4,147.0 |
4,169.0 |
4,250.5 |
|
|
| 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 |
4,289.0 |
4,130.0 |
159.0 |
3.7% |
47.0 |
1.1% |
90% |
True |
False |
31,853 |
| 10 |
4,289.0 |
4,130.0 |
159.0 |
3.7% |
47.1 |
1.1% |
90% |
True |
False |
30,426 |
| 20 |
4,289.0 |
4,130.0 |
159.0 |
3.7% |
42.1 |
1.0% |
90% |
True |
False |
27,466 |
| 40 |
4,289.0 |
4,015.0 |
274.0 |
6.4% |
43.2 |
1.0% |
94% |
True |
False |
23,936 |
| 60 |
4,311.0 |
3,963.0 |
348.0 |
8.1% |
41.8 |
1.0% |
89% |
False |
False |
22,101 |
| 80 |
4,387.0 |
3,963.0 |
424.0 |
9.9% |
35.6 |
0.8% |
73% |
False |
False |
16,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,463.3 |
|
2.618 |
4,396.3 |
|
1.618 |
4,355.3 |
|
1.000 |
4,330.0 |
|
0.618 |
4,314.3 |
|
HIGH |
4,289.0 |
|
0.618 |
4,273.3 |
|
0.500 |
4,268.5 |
|
0.382 |
4,263.7 |
|
LOW |
4,248.0 |
|
0.618 |
4,222.7 |
|
1.000 |
4,207.0 |
|
1.618 |
4,181.7 |
|
2.618 |
4,140.7 |
|
4.250 |
4,073.8 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,271.5 |
4,262.0 |
| PP |
4,270.0 |
4,251.0 |
| S1 |
4,268.5 |
4,240.0 |
|