| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,471.0 |
2,517.0 |
46.0 |
1.9% |
2,538.0 |
| High |
2,527.0 |
2,532.0 |
5.0 |
0.2% |
2,541.0 |
| Low |
2,466.0 |
2,503.0 |
37.0 |
1.5% |
2,427.0 |
| Close |
2,517.0 |
2,519.0 |
2.0 |
0.1% |
2,519.0 |
| Range |
61.0 |
29.0 |
-32.0 |
-52.5% |
114.0 |
| ATR |
46.2 |
44.9 |
-1.2 |
-2.7% |
0.0 |
| Volume |
1,434,658 |
1,254,786 |
-179,872 |
-12.5% |
6,509,047 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,605.0 |
2,591.0 |
2,535.0 |
|
| R3 |
2,576.0 |
2,562.0 |
2,527.0 |
|
| R2 |
2,547.0 |
2,547.0 |
2,524.3 |
|
| R1 |
2,533.0 |
2,533.0 |
2,521.7 |
2,540.0 |
| PP |
2,518.0 |
2,518.0 |
2,518.0 |
2,521.5 |
| S1 |
2,504.0 |
2,504.0 |
2,516.3 |
2,511.0 |
| S2 |
2,489.0 |
2,489.0 |
2,513.7 |
|
| S3 |
2,460.0 |
2,475.0 |
2,511.0 |
|
| S4 |
2,431.0 |
2,446.0 |
2,503.1 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,837.7 |
2,792.3 |
2,581.7 |
|
| R3 |
2,723.7 |
2,678.3 |
2,550.4 |
|
| R2 |
2,609.7 |
2,609.7 |
2,539.9 |
|
| R1 |
2,564.3 |
2,564.3 |
2,529.5 |
2,530.0 |
| PP |
2,495.7 |
2,495.7 |
2,495.7 |
2,478.5 |
| S1 |
2,450.3 |
2,450.3 |
2,508.6 |
2,416.0 |
| S2 |
2,381.7 |
2,381.7 |
2,498.1 |
|
| S3 |
2,267.7 |
2,336.3 |
2,487.7 |
|
| S4 |
2,153.7 |
2,222.3 |
2,456.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,541.0 |
2,427.0 |
114.0 |
4.5% |
50.4 |
2.0% |
81% |
False |
False |
1,301,809 |
| 10 |
2,561.0 |
2,427.0 |
134.0 |
5.3% |
45.4 |
1.8% |
69% |
False |
False |
1,218,358 |
| 20 |
2,561.0 |
2,427.0 |
134.0 |
5.3% |
42.5 |
1.7% |
69% |
False |
False |
1,104,629 |
| 40 |
2,561.0 |
2,300.0 |
261.0 |
10.4% |
41.3 |
1.6% |
84% |
False |
False |
1,070,293 |
| 60 |
2,561.0 |
2,162.0 |
399.0 |
15.8% |
44.7 |
1.8% |
89% |
False |
False |
969,211 |
| 80 |
2,561.0 |
2,059.0 |
502.0 |
19.9% |
50.1 |
2.0% |
92% |
False |
False |
767,729 |
| 100 |
2,561.0 |
2,059.0 |
502.0 |
19.9% |
55.1 |
2.2% |
92% |
False |
False |
616,267 |
| 120 |
2,561.0 |
1,927.0 |
634.0 |
25.2% |
58.3 |
2.3% |
93% |
False |
False |
514,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,655.3 |
|
2.618 |
2,607.9 |
|
1.618 |
2,578.9 |
|
1.000 |
2,561.0 |
|
0.618 |
2,549.9 |
|
HIGH |
2,532.0 |
|
0.618 |
2,520.9 |
|
0.500 |
2,517.5 |
|
0.382 |
2,514.1 |
|
LOW |
2,503.0 |
|
0.618 |
2,485.1 |
|
1.000 |
2,474.0 |
|
1.618 |
2,456.1 |
|
2.618 |
2,427.1 |
|
4.250 |
2,379.8 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,518.5 |
2,507.0 |
| PP |
2,518.0 |
2,495.0 |
| S1 |
2,517.5 |
2,483.0 |
|