| 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 |
2,632.25 |
2,623.75 |
-8.50 |
-0.3% |
2,593.75 |
| High |
2,645.25 |
2,646.25 |
1.00 |
0.0% |
2,609.50 |
| Low |
2,614.25 |
2,616.50 |
2.25 |
0.1% |
2,569.25 |
| Close |
2,623.00 |
2,643.25 |
20.25 |
0.8% |
2,601.50 |
| Range |
31.00 |
29.75 |
-1.25 |
-4.0% |
40.25 |
| ATR |
30.19 |
30.16 |
-0.03 |
-0.1% |
0.00 |
| Volume |
258,510 |
257,365 |
-1,145 |
-0.4% |
751,120 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,724.50 |
2,713.75 |
2,659.50 |
|
| R3 |
2,694.75 |
2,684.00 |
2,651.50 |
|
| R2 |
2,665.00 |
2,665.00 |
2,648.75 |
|
| R1 |
2,654.25 |
2,654.25 |
2,646.00 |
2,659.50 |
| PP |
2,635.25 |
2,635.25 |
2,635.25 |
2,638.00 |
| S1 |
2,624.50 |
2,624.50 |
2,640.50 |
2,630.00 |
| S2 |
2,605.50 |
2,605.50 |
2,637.75 |
|
| S3 |
2,575.75 |
2,594.75 |
2,635.00 |
|
| S4 |
2,546.00 |
2,565.00 |
2,627.00 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,714.25 |
2,698.00 |
2,623.75 |
|
| R3 |
2,674.00 |
2,657.75 |
2,612.50 |
|
| R2 |
2,633.75 |
2,633.75 |
2,609.00 |
|
| R1 |
2,617.50 |
2,617.50 |
2,605.25 |
2,625.50 |
| PP |
2,593.50 |
2,593.50 |
2,593.50 |
2,597.50 |
| S1 |
2,577.25 |
2,577.25 |
2,597.75 |
2,585.50 |
| S2 |
2,553.25 |
2,553.25 |
2,594.00 |
|
| S3 |
2,513.00 |
2,537.00 |
2,590.50 |
|
| S4 |
2,472.75 |
2,496.75 |
2,579.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,646.25 |
2,578.75 |
67.50 |
2.6% |
27.50 |
1.0% |
96% |
True |
False |
214,489 |
| 10 |
2,646.25 |
2,542.75 |
103.50 |
3.9% |
30.00 |
1.1% |
97% |
True |
False |
218,152 |
| 20 |
2,646.25 |
2,479.50 |
166.75 |
6.3% |
28.75 |
1.1% |
98% |
True |
False |
213,759 |
| 40 |
2,646.25 |
2,302.50 |
343.75 |
13.0% |
29.25 |
1.1% |
99% |
True |
False |
190,932 |
| 60 |
2,646.25 |
2,204.25 |
442.00 |
16.7% |
33.50 |
1.3% |
99% |
True |
False |
176,130 |
| 80 |
2,646.25 |
2,135.00 |
511.25 |
19.3% |
38.00 |
1.4% |
99% |
True |
False |
132,149 |
| 100 |
2,646.25 |
2,135.00 |
511.25 |
19.3% |
40.50 |
1.5% |
99% |
True |
False |
105,731 |
| 120 |
2,646.25 |
2,034.50 |
611.75 |
23.1% |
44.00 |
1.7% |
100% |
True |
False |
88,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,772.75 |
|
2.618 |
2,724.25 |
|
1.618 |
2,694.50 |
|
1.000 |
2,676.00 |
|
0.618 |
2,664.75 |
|
HIGH |
2,646.25 |
|
0.618 |
2,635.00 |
|
0.500 |
2,631.50 |
|
0.382 |
2,627.75 |
|
LOW |
2,616.50 |
|
0.618 |
2,598.00 |
|
1.000 |
2,586.75 |
|
1.618 |
2,568.25 |
|
2.618 |
2,538.50 |
|
4.250 |
2,490.00 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,639.25 |
2,637.75 |
| PP |
2,635.25 |
2,632.25 |
| S1 |
2,631.50 |
2,627.00 |
|