| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,510.0 |
2,558.0 |
48.0 |
1.9% |
2,509.0 |
| High |
2,561.0 |
2,560.0 |
-1.0 |
0.0% |
2,561.0 |
| Low |
2,497.0 |
2,538.0 |
41.0 |
1.6% |
2,484.0 |
| Close |
2,547.0 |
2,546.0 |
-1.0 |
0.0% |
2,546.0 |
| Range |
64.0 |
22.0 |
-42.0 |
-65.6% |
77.0 |
| ATR |
43.0 |
41.5 |
-1.5 |
-3.5% |
0.0 |
| Volume |
1,321,310 |
810,735 |
-510,575 |
-38.6% |
5,674,535 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,614.0 |
2,602.0 |
2,558.1 |
|
| R3 |
2,592.0 |
2,580.0 |
2,552.1 |
|
| R2 |
2,570.0 |
2,570.0 |
2,550.0 |
|
| R1 |
2,558.0 |
2,558.0 |
2,548.0 |
2,553.0 |
| PP |
2,548.0 |
2,548.0 |
2,548.0 |
2,545.5 |
| S1 |
2,536.0 |
2,536.0 |
2,544.0 |
2,531.0 |
| S2 |
2,526.0 |
2,526.0 |
2,542.0 |
|
| S3 |
2,504.0 |
2,514.0 |
2,540.0 |
|
| S4 |
2,482.0 |
2,492.0 |
2,533.9 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,761.3 |
2,730.7 |
2,588.4 |
|
| R3 |
2,684.3 |
2,653.7 |
2,567.2 |
|
| R2 |
2,607.3 |
2,607.3 |
2,560.1 |
|
| R1 |
2,576.7 |
2,576.7 |
2,553.1 |
2,592.0 |
| PP |
2,530.3 |
2,530.3 |
2,530.3 |
2,538.0 |
| S1 |
2,499.7 |
2,499.7 |
2,538.9 |
2,515.0 |
| S2 |
2,453.3 |
2,453.3 |
2,531.9 |
|
| S3 |
2,376.3 |
2,422.7 |
2,524.8 |
|
| S4 |
2,299.3 |
2,345.7 |
2,503.7 |
|
|
| 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% |
81% |
False |
False |
1,134,907 |
| 10 |
2,561.0 |
2,484.0 |
77.0 |
3.0% |
36.7 |
1.4% |
81% |
False |
False |
1,051,807 |
| 20 |
2,561.0 |
2,454.0 |
107.0 |
4.2% |
39.0 |
1.5% |
86% |
False |
False |
1,028,125 |
| 40 |
2,561.0 |
2,272.0 |
289.0 |
11.4% |
40.9 |
1.6% |
95% |
False |
False |
1,027,549 |
| 60 |
2,561.0 |
2,162.0 |
399.0 |
15.7% |
47.8 |
1.9% |
96% |
False |
False |
905,449 |
| 80 |
2,561.0 |
2,059.0 |
502.0 |
19.7% |
52.2 |
2.1% |
97% |
False |
False |
687,001 |
| 100 |
2,561.0 |
2,059.0 |
502.0 |
19.7% |
56.4 |
2.2% |
97% |
False |
False |
551,952 |
| 120 |
2,561.0 |
1,927.0 |
634.0 |
24.9% |
59.3 |
2.3% |
98% |
False |
False |
461,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,653.5 |
|
2.618 |
2,617.6 |
|
1.618 |
2,595.6 |
|
1.000 |
2,582.0 |
|
0.618 |
2,573.6 |
|
HIGH |
2,560.0 |
|
0.618 |
2,551.6 |
|
0.500 |
2,549.0 |
|
0.382 |
2,546.4 |
|
LOW |
2,538.0 |
|
0.618 |
2,524.4 |
|
1.000 |
2,516.0 |
|
1.618 |
2,502.4 |
|
2.618 |
2,480.4 |
|
4.250 |
2,444.5 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,549.0 |
2,540.3 |
| PP |
2,548.0 |
2,534.7 |
| S1 |
2,547.0 |
2,529.0 |
|