| Trading Metrics calculated at close of trading on 07-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,615.75 |
2,589.75 |
-26.00 |
-1.0% |
2,602.50 |
| High |
2,617.50 |
2,614.50 |
-3.00 |
-0.1% |
2,650.00 |
| Low |
2,575.00 |
2,588.25 |
13.25 |
0.5% |
2,578.75 |
| Close |
2,589.50 |
2,608.75 |
19.25 |
0.7% |
2,643.50 |
| Range |
42.50 |
26.25 |
-16.25 |
-38.2% |
71.25 |
| ATR |
30.86 |
30.53 |
-0.33 |
-1.1% |
0.00 |
| Volume |
285,518 |
260,566 |
-24,952 |
-8.7% |
1,104,563 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,682.50 |
2,672.00 |
2,623.25 |
|
| R3 |
2,656.25 |
2,645.75 |
2,616.00 |
|
| R2 |
2,630.00 |
2,630.00 |
2,613.50 |
|
| R1 |
2,619.50 |
2,619.50 |
2,611.25 |
2,624.75 |
| PP |
2,603.75 |
2,603.75 |
2,603.75 |
2,606.50 |
| S1 |
2,593.25 |
2,593.25 |
2,606.25 |
2,598.50 |
| S2 |
2,577.50 |
2,577.50 |
2,604.00 |
|
| S3 |
2,551.25 |
2,567.00 |
2,601.50 |
|
| S4 |
2,525.00 |
2,540.75 |
2,594.25 |
|
|
| 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% |
31.00 |
1.2% |
45% |
False |
False |
241,258 |
| 10 |
2,650.00 |
2,569.25 |
80.75 |
3.1% |
29.50 |
1.1% |
49% |
False |
False |
225,092 |
| 20 |
2,650.00 |
2,521.00 |
129.00 |
4.9% |
30.00 |
1.1% |
68% |
False |
False |
226,578 |
| 40 |
2,650.00 |
2,346.25 |
303.75 |
11.6% |
29.50 |
1.1% |
86% |
False |
False |
200,630 |
| 60 |
2,650.00 |
2,204.25 |
445.75 |
17.1% |
32.75 |
1.3% |
91% |
False |
False |
189,832 |
| 80 |
2,650.00 |
2,135.00 |
515.00 |
19.7% |
37.00 |
1.4% |
92% |
False |
False |
144,006 |
| 100 |
2,650.00 |
2,135.00 |
515.00 |
19.7% |
40.00 |
1.5% |
92% |
False |
False |
115,219 |
| 120 |
2,650.00 |
2,034.50 |
615.50 |
23.6% |
43.75 |
1.7% |
93% |
False |
False |
96,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,726.00 |
|
2.618 |
2,683.25 |
|
1.618 |
2,657.00 |
|
1.000 |
2,640.75 |
|
0.618 |
2,630.75 |
|
HIGH |
2,614.50 |
|
0.618 |
2,604.50 |
|
0.500 |
2,601.50 |
|
0.382 |
2,598.25 |
|
LOW |
2,588.25 |
|
0.618 |
2,572.00 |
|
1.000 |
2,562.00 |
|
1.618 |
2,545.75 |
|
2.618 |
2,519.50 |
|
4.250 |
2,476.75 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,606.25 |
2,610.00 |
| PP |
2,603.75 |
2,609.50 |
| S1 |
2,601.50 |
2,609.25 |
|