| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,639.75 |
2,615.75 |
-24.00 |
-0.9% |
2,602.50 |
| High |
2,645.00 |
2,617.50 |
-27.50 |
-1.0% |
2,650.00 |
| Low |
2,605.50 |
2,575.00 |
-30.50 |
-1.2% |
2,578.75 |
| Close |
2,616.00 |
2,589.50 |
-26.50 |
-1.0% |
2,643.50 |
| Range |
39.50 |
42.50 |
3.00 |
7.6% |
71.25 |
| ATR |
29.97 |
30.86 |
0.90 |
3.0% |
0.00 |
| Volume |
223,081 |
285,518 |
62,437 |
28.0% |
1,104,563 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,721.50 |
2,698.00 |
2,613.00 |
|
| R3 |
2,679.00 |
2,655.50 |
2,601.25 |
|
| R2 |
2,636.50 |
2,636.50 |
2,597.25 |
|
| R1 |
2,613.00 |
2,613.00 |
2,593.50 |
2,603.50 |
| PP |
2,594.00 |
2,594.00 |
2,594.00 |
2,589.25 |
| S1 |
2,570.50 |
2,570.50 |
2,585.50 |
2,561.00 |
| S2 |
2,551.50 |
2,551.50 |
2,581.75 |
|
| S3 |
2,509.00 |
2,528.00 |
2,577.75 |
|
| S4 |
2,466.50 |
2,485.50 |
2,566.00 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,837.75 |
2,812.00 |
2,682.75 |
|
| R3 |
2,766.50 |
2,740.75 |
2,663.00 |
|
| R2 |
2,695.25 |
2,695.25 |
2,656.50 |
|
| R1 |
2,669.50 |
2,669.50 |
2,650.00 |
2,682.50 |
| PP |
2,624.00 |
2,624.00 |
2,624.00 |
2,630.50 |
| S1 |
2,598.25 |
2,598.25 |
2,637.00 |
2,611.00 |
| S2 |
2,552.75 |
2,552.75 |
2,630.50 |
|
| S3 |
2,481.50 |
2,527.00 |
2,624.00 |
|
| S4 |
2,410.25 |
2,455.75 |
2,604.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,650.00 |
2,575.00 |
75.00 |
2.9% |
32.00 |
1.2% |
19% |
False |
True |
240,847 |
| 10 |
2,650.00 |
2,569.25 |
80.75 |
3.1% |
29.50 |
1.1% |
25% |
False |
False |
217,703 |
| 20 |
2,650.00 |
2,511.75 |
138.25 |
5.3% |
29.75 |
1.2% |
56% |
False |
False |
222,362 |
| 40 |
2,650.00 |
2,338.50 |
311.50 |
12.0% |
29.50 |
1.1% |
81% |
False |
False |
197,311 |
| 60 |
2,650.00 |
2,204.25 |
445.75 |
17.2% |
33.25 |
1.3% |
86% |
False |
False |
187,245 |
| 80 |
2,650.00 |
2,135.00 |
515.00 |
19.9% |
37.75 |
1.5% |
88% |
False |
False |
140,753 |
| 100 |
2,650.00 |
2,135.00 |
515.00 |
19.9% |
40.25 |
1.6% |
88% |
False |
False |
112,614 |
| 120 |
2,650.00 |
2,034.50 |
615.50 |
23.8% |
44.00 |
1.7% |
90% |
False |
False |
93,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,798.00 |
|
2.618 |
2,728.75 |
|
1.618 |
2,686.25 |
|
1.000 |
2,660.00 |
|
0.618 |
2,643.75 |
|
HIGH |
2,617.50 |
|
0.618 |
2,601.25 |
|
0.500 |
2,596.25 |
|
0.382 |
2,591.25 |
|
LOW |
2,575.00 |
|
0.618 |
2,548.75 |
|
1.000 |
2,532.50 |
|
1.618 |
2,506.25 |
|
2.618 |
2,463.75 |
|
4.250 |
2,394.50 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,596.25 |
2,612.50 |
| PP |
2,594.00 |
2,604.75 |
| S1 |
2,591.75 |
2,597.25 |
|