| Trading Metrics calculated at close of trading on 08-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,434.0 |
2,471.0 |
37.0 |
1.5% |
2,509.0 |
| High |
2,466.0 |
2,527.0 |
61.0 |
2.5% |
2,561.0 |
| Low |
2,434.0 |
2,466.0 |
32.0 |
1.3% |
2,484.0 |
| Close |
2,466.0 |
2,517.0 |
51.0 |
2.1% |
2,546.0 |
| Range |
32.0 |
61.0 |
29.0 |
90.6% |
77.0 |
| ATR |
45.0 |
46.2 |
1.1 |
2.5% |
0.0 |
| Volume |
1,197,288 |
1,434,658 |
237,370 |
19.8% |
5,674,535 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,686.3 |
2,662.7 |
2,550.6 |
|
| R3 |
2,625.3 |
2,601.7 |
2,533.8 |
|
| R2 |
2,564.3 |
2,564.3 |
2,528.2 |
|
| R1 |
2,540.7 |
2,540.7 |
2,522.6 |
2,552.5 |
| PP |
2,503.3 |
2,503.3 |
2,503.3 |
2,509.3 |
| S1 |
2,479.7 |
2,479.7 |
2,511.4 |
2,491.5 |
| S2 |
2,442.3 |
2,442.3 |
2,505.8 |
|
| S3 |
2,381.3 |
2,418.7 |
2,500.2 |
|
| S4 |
2,320.3 |
2,357.7 |
2,483.5 |
|
|
| 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 |
2,560.0 |
2,427.0 |
133.0 |
5.3% |
49.0 |
1.9% |
68% |
False |
False |
1,212,999 |
| 10 |
2,561.0 |
2,427.0 |
134.0 |
5.3% |
44.7 |
1.8% |
67% |
False |
False |
1,173,282 |
| 20 |
2,561.0 |
2,427.0 |
134.0 |
5.3% |
42.6 |
1.7% |
67% |
False |
False |
1,101,566 |
| 40 |
2,561.0 |
2,300.0 |
261.0 |
10.4% |
41.6 |
1.7% |
83% |
False |
False |
1,065,395 |
| 60 |
2,561.0 |
2,162.0 |
399.0 |
15.9% |
45.3 |
1.8% |
89% |
False |
False |
969,140 |
| 80 |
2,561.0 |
2,059.0 |
502.0 |
19.9% |
50.3 |
2.0% |
91% |
False |
False |
752,278 |
| 100 |
2,561.0 |
2,059.0 |
502.0 |
19.9% |
55.6 |
2.2% |
91% |
False |
False |
603,922 |
| 120 |
2,561.0 |
1,927.0 |
634.0 |
25.2% |
58.6 |
2.3% |
93% |
False |
False |
504,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,786.3 |
|
2.618 |
2,686.7 |
|
1.618 |
2,625.7 |
|
1.000 |
2,588.0 |
|
0.618 |
2,564.7 |
|
HIGH |
2,527.0 |
|
0.618 |
2,503.7 |
|
0.500 |
2,496.5 |
|
0.382 |
2,489.3 |
|
LOW |
2,466.0 |
|
0.618 |
2,428.3 |
|
1.000 |
2,405.0 |
|
1.618 |
2,367.3 |
|
2.618 |
2,306.3 |
|
4.250 |
2,206.8 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,510.2 |
2,503.8 |
| PP |
2,503.3 |
2,490.7 |
| S1 |
2,496.5 |
2,477.5 |
|