| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
9,595 |
9,795 |
200 |
2.1% |
9,500 |
| High |
9,825 |
9,870 |
45 |
0.5% |
9,750 |
| Low |
9,535 |
9,715 |
180 |
1.9% |
9,435 |
| Close |
9,795 |
9,765 |
-30 |
-0.3% |
9,710 |
| Range |
290 |
155 |
-135 |
-46.6% |
315 |
| ATR |
144 |
144 |
1 |
0.6% |
0 |
| Volume |
12,089 |
6,830 |
-5,259 |
-43.5% |
25,386 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,248 |
10,162 |
9,850 |
|
| R3 |
10,093 |
10,007 |
9,808 |
|
| R2 |
9,938 |
9,938 |
9,794 |
|
| R1 |
9,852 |
9,852 |
9,779 |
9,818 |
| PP |
9,783 |
9,783 |
9,783 |
9,766 |
| S1 |
9,697 |
9,697 |
9,751 |
9,663 |
| S2 |
9,628 |
9,628 |
9,737 |
|
| S3 |
9,473 |
9,542 |
9,723 |
|
| S4 |
9,318 |
9,387 |
9,680 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,577 |
10,458 |
9,883 |
|
| R3 |
10,262 |
10,143 |
9,797 |
|
| R2 |
9,947 |
9,947 |
9,768 |
|
| R1 |
9,828 |
9,828 |
9,739 |
9,888 |
| PP |
9,632 |
9,632 |
9,632 |
9,661 |
| S1 |
9,513 |
9,513 |
9,681 |
9,573 |
| S2 |
9,317 |
9,317 |
9,652 |
|
| S3 |
9,002 |
9,198 |
9,624 |
|
| S4 |
8,687 |
8,883 |
9,537 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,870 |
9,480 |
390 |
4.0% |
201 |
2.1% |
73% |
True |
False |
7,618 |
| 10 |
9,870 |
9,105 |
765 |
7.8% |
181 |
1.8% |
86% |
True |
False |
8,269 |
| 20 |
9,870 |
8,775 |
1,095 |
11.2% |
138 |
1.4% |
90% |
True |
False |
6,491 |
| 40 |
9,870 |
8,300 |
1,570 |
16.1% |
118 |
1.2% |
93% |
True |
False |
5,545 |
| 60 |
9,870 |
8,275 |
1,595 |
16.3% |
118 |
1.2% |
93% |
True |
False |
4,958 |
| 80 |
9,870 |
8,110 |
1,760 |
18.0% |
101 |
1.0% |
94% |
True |
False |
3,733 |
| 100 |
9,870 |
8,110 |
1,760 |
18.0% |
84 |
0.9% |
94% |
True |
False |
2,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,529 |
|
2.618 |
10,276 |
|
1.618 |
10,121 |
|
1.000 |
10,025 |
|
0.618 |
9,966 |
|
HIGH |
9,870 |
|
0.618 |
9,811 |
|
0.500 |
9,793 |
|
0.382 |
9,774 |
|
LOW |
9,715 |
|
0.618 |
9,619 |
|
1.000 |
9,560 |
|
1.618 |
9,464 |
|
2.618 |
9,309 |
|
4.250 |
9,056 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
9,793 |
9,735 |
| PP |
9,783 |
9,705 |
| S1 |
9,774 |
9,675 |
|