| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
4,277.0 |
4,277.0 |
0.0 |
0.0% |
4,192.0 |
| High |
4,280.0 |
4,294.0 |
14.0 |
0.3% |
4,294.0 |
| Low |
4,246.0 |
4,263.0 |
17.0 |
0.4% |
4,191.0 |
| Close |
4,260.0 |
4,289.0 |
29.0 |
0.7% |
4,289.0 |
| Range |
34.0 |
31.0 |
-3.0 |
-8.8% |
103.0 |
| ATR |
51.0 |
49.7 |
-1.2 |
-2.4% |
0.0 |
| Volume |
21,041 |
26,692 |
5,651 |
26.9% |
136,327 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,375.0 |
4,363.0 |
4,306.1 |
|
| R3 |
4,344.0 |
4,332.0 |
4,297.5 |
|
| R2 |
4,313.0 |
4,313.0 |
4,294.7 |
|
| R1 |
4,301.0 |
4,301.0 |
4,291.8 |
4,307.0 |
| PP |
4,282.0 |
4,282.0 |
4,282.0 |
4,285.0 |
| S1 |
4,270.0 |
4,270.0 |
4,286.2 |
4,276.0 |
| S2 |
4,251.0 |
4,251.0 |
4,283.3 |
|
| S3 |
4,220.0 |
4,239.0 |
4,280.5 |
|
| S4 |
4,189.0 |
4,208.0 |
4,272.0 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,567.0 |
4,531.0 |
4,345.7 |
|
| R3 |
4,464.0 |
4,428.0 |
4,317.3 |
|
| R2 |
4,361.0 |
4,361.0 |
4,307.9 |
|
| R1 |
4,325.0 |
4,325.0 |
4,298.4 |
4,343.0 |
| PP |
4,258.0 |
4,258.0 |
4,258.0 |
4,267.0 |
| S1 |
4,222.0 |
4,222.0 |
4,279.6 |
4,240.0 |
| S2 |
4,155.0 |
4,155.0 |
4,270.1 |
|
| S3 |
4,052.0 |
4,119.0 |
4,260.7 |
|
| S4 |
3,949.0 |
4,016.0 |
4,232.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,294.0 |
4,191.0 |
103.0 |
2.4% |
44.4 |
1.0% |
95% |
True |
False |
27,265 |
| 10 |
4,294.0 |
4,130.0 |
164.0 |
3.8% |
43.6 |
1.0% |
97% |
True |
False |
29,501 |
| 20 |
4,294.0 |
4,130.0 |
164.0 |
3.8% |
41.3 |
1.0% |
97% |
True |
False |
27,331 |
| 40 |
4,294.0 |
4,015.0 |
279.0 |
6.5% |
42.0 |
1.0% |
98% |
True |
False |
24,360 |
| 60 |
4,311.0 |
4,015.0 |
296.0 |
6.9% |
41.4 |
1.0% |
93% |
False |
False |
22,894 |
| 80 |
4,360.0 |
3,963.0 |
397.0 |
9.3% |
35.8 |
0.8% |
82% |
False |
False |
17,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,425.8 |
|
2.618 |
4,375.2 |
|
1.618 |
4,344.2 |
|
1.000 |
4,325.0 |
|
0.618 |
4,313.2 |
|
HIGH |
4,294.0 |
|
0.618 |
4,282.2 |
|
0.500 |
4,278.5 |
|
0.382 |
4,274.8 |
|
LOW |
4,263.0 |
|
0.618 |
4,243.8 |
|
1.000 |
4,232.0 |
|
1.618 |
4,212.8 |
|
2.618 |
4,181.8 |
|
4.250 |
4,131.3 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,285.5 |
4,282.7 |
| PP |
4,282.0 |
4,276.3 |
| S1 |
4,278.5 |
4,270.0 |
|