| Trading Metrics calculated at close of trading on 01-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,528.0 |
2,510.0 |
-18.0 |
-0.7% |
2,558.0 |
| High |
2,550.0 |
2,561.0 |
11.0 |
0.4% |
2,559.0 |
| Low |
2,507.0 |
2,497.0 |
-10.0 |
-0.4% |
2,489.0 |
| Close |
2,510.0 |
2,547.0 |
37.0 |
1.5% |
2,525.0 |
| Range |
43.0 |
64.0 |
21.0 |
48.8% |
70.0 |
| ATR |
41.4 |
43.0 |
1.6 |
3.9% |
0.0 |
| Volume |
1,486,344 |
1,321,310 |
-165,034 |
-11.1% |
3,721,747 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,727.0 |
2,701.0 |
2,582.2 |
|
| R3 |
2,663.0 |
2,637.0 |
2,564.6 |
|
| R2 |
2,599.0 |
2,599.0 |
2,558.7 |
|
| R1 |
2,573.0 |
2,573.0 |
2,552.9 |
2,586.0 |
| PP |
2,535.0 |
2,535.0 |
2,535.0 |
2,541.5 |
| S1 |
2,509.0 |
2,509.0 |
2,541.1 |
2,522.0 |
| S2 |
2,471.0 |
2,471.0 |
2,535.3 |
|
| S3 |
2,407.0 |
2,445.0 |
2,529.4 |
|
| S4 |
2,343.0 |
2,381.0 |
2,511.8 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,734.3 |
2,699.7 |
2,563.5 |
|
| R3 |
2,664.3 |
2,629.7 |
2,544.3 |
|
| R2 |
2,594.3 |
2,594.3 |
2,537.8 |
|
| R1 |
2,559.7 |
2,559.7 |
2,531.4 |
2,542.0 |
| PP |
2,524.3 |
2,524.3 |
2,524.3 |
2,515.5 |
| S1 |
2,489.7 |
2,489.7 |
2,518.6 |
2,472.0 |
| S2 |
2,454.3 |
2,454.3 |
2,512.2 |
|
| S3 |
2,384.3 |
2,419.7 |
2,505.8 |
|
| S4 |
2,314.3 |
2,349.7 |
2,486.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,561.0 |
2,484.0 |
77.0 |
3.0% |
40.4 |
1.6% |
82% |
True |
False |
1,133,566 |
| 10 |
2,561.0 |
2,454.0 |
107.0 |
4.2% |
40.3 |
1.6% |
87% |
True |
False |
1,092,694 |
| 20 |
2,561.0 |
2,454.0 |
107.0 |
4.2% |
39.4 |
1.5% |
87% |
True |
False |
1,035,748 |
| 40 |
2,561.0 |
2,272.0 |
289.0 |
11.3% |
41.5 |
1.6% |
95% |
True |
False |
1,026,925 |
| 60 |
2,561.0 |
2,162.0 |
399.0 |
15.7% |
48.1 |
1.9% |
96% |
True |
False |
893,130 |
| 80 |
2,561.0 |
2,059.0 |
502.0 |
19.7% |
52.7 |
2.1% |
97% |
True |
False |
676,900 |
| 100 |
2,561.0 |
2,059.0 |
502.0 |
19.7% |
56.6 |
2.2% |
97% |
True |
False |
544,130 |
| 120 |
2,561.0 |
1,927.0 |
634.0 |
24.9% |
60.0 |
2.4% |
98% |
True |
False |
455,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,833.0 |
|
2.618 |
2,728.6 |
|
1.618 |
2,664.6 |
|
1.000 |
2,625.0 |
|
0.618 |
2,600.6 |
|
HIGH |
2,561.0 |
|
0.618 |
2,536.6 |
|
0.500 |
2,529.0 |
|
0.382 |
2,521.4 |
|
LOW |
2,497.0 |
|
0.618 |
2,457.4 |
|
1.000 |
2,433.0 |
|
1.618 |
2,393.4 |
|
2.618 |
2,329.4 |
|
4.250 |
2,225.0 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,541.0 |
2,541.0 |
| PP |
2,535.0 |
2,535.0 |
| S1 |
2,529.0 |
2,529.0 |
|