| Trading Metrics calculated at close of trading on 05-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,558.0 |
2,538.0 |
-20.0 |
-0.8% |
2,509.0 |
| High |
2,560.0 |
2,541.0 |
-19.0 |
-0.7% |
2,561.0 |
| Low |
2,538.0 |
2,512.0 |
-26.0 |
-1.0% |
2,484.0 |
| Close |
2,546.0 |
2,539.0 |
-7.0 |
-0.3% |
2,546.0 |
| Range |
22.0 |
29.0 |
7.0 |
31.8% |
77.0 |
| ATR |
41.5 |
40.9 |
-0.5 |
-1.3% |
0.0 |
| Volume |
810,735 |
835,730 |
24,995 |
3.1% |
5,674,535 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,617.7 |
2,607.3 |
2,555.0 |
|
| R3 |
2,588.7 |
2,578.3 |
2,547.0 |
|
| R2 |
2,559.7 |
2,559.7 |
2,544.3 |
|
| R1 |
2,549.3 |
2,549.3 |
2,541.7 |
2,554.5 |
| PP |
2,530.7 |
2,530.7 |
2,530.7 |
2,533.3 |
| S1 |
2,520.3 |
2,520.3 |
2,536.3 |
2,525.5 |
| S2 |
2,501.7 |
2,501.7 |
2,533.7 |
|
| S3 |
2,472.7 |
2,491.3 |
2,531.0 |
|
| S4 |
2,443.7 |
2,462.3 |
2,523.1 |
|
|
| 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 |
2,497.0 |
64.0 |
2.5% |
38.8 |
1.5% |
66% |
False |
False |
1,108,925 |
| 10 |
2,561.0 |
2,484.0 |
77.0 |
3.0% |
37.0 |
1.5% |
71% |
False |
False |
1,023,201 |
| 20 |
2,561.0 |
2,454.0 |
107.0 |
4.2% |
37.6 |
1.5% |
79% |
False |
False |
1,010,874 |
| 40 |
2,561.0 |
2,272.0 |
289.0 |
11.4% |
40.4 |
1.6% |
92% |
False |
False |
1,025,322 |
| 60 |
2,561.0 |
2,162.0 |
399.0 |
15.7% |
46.8 |
1.8% |
94% |
False |
False |
917,978 |
| 80 |
2,561.0 |
2,059.0 |
502.0 |
19.8% |
50.9 |
2.0% |
96% |
False |
False |
697,442 |
| 100 |
2,561.0 |
2,059.0 |
502.0 |
19.8% |
55.8 |
2.2% |
96% |
False |
False |
559,982 |
| 120 |
2,561.0 |
1,927.0 |
634.0 |
25.0% |
58.5 |
2.3% |
97% |
False |
False |
468,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,664.3 |
|
2.618 |
2,616.9 |
|
1.618 |
2,587.9 |
|
1.000 |
2,570.0 |
|
0.618 |
2,558.9 |
|
HIGH |
2,541.0 |
|
0.618 |
2,529.9 |
|
0.500 |
2,526.5 |
|
0.382 |
2,523.1 |
|
LOW |
2,512.0 |
|
0.618 |
2,494.1 |
|
1.000 |
2,483.0 |
|
1.618 |
2,465.1 |
|
2.618 |
2,436.1 |
|
4.250 |
2,388.8 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,534.8 |
2,535.7 |
| PP |
2,530.7 |
2,532.3 |
| S1 |
2,526.5 |
2,529.0 |
|