| 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 |
2,589.75 |
2,608.00 |
18.25 |
0.7% |
2,602.50 |
| High |
2,614.50 |
2,644.25 |
29.75 |
1.1% |
2,650.00 |
| Low |
2,588.25 |
2,604.50 |
16.25 |
0.6% |
2,578.75 |
| Close |
2,608.75 |
2,637.75 |
29.00 |
1.1% |
2,643.50 |
| Range |
26.25 |
39.75 |
13.50 |
51.4% |
71.25 |
| ATR |
30.53 |
31.19 |
0.66 |
2.2% |
0.00 |
| Volume |
260,566 |
286,625 |
26,059 |
10.0% |
1,104,563 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,748.00 |
2,732.75 |
2,659.50 |
|
| R3 |
2,708.25 |
2,693.00 |
2,648.75 |
|
| R2 |
2,668.50 |
2,668.50 |
2,645.00 |
|
| R1 |
2,653.25 |
2,653.25 |
2,641.50 |
2,661.00 |
| PP |
2,628.75 |
2,628.75 |
2,628.75 |
2,632.75 |
| S1 |
2,613.50 |
2,613.50 |
2,634.00 |
2,621.00 |
| S2 |
2,589.00 |
2,589.00 |
2,630.50 |
|
| S3 |
2,549.25 |
2,573.75 |
2,626.75 |
|
| S4 |
2,509.50 |
2,534.00 |
2,616.00 |
|
|
| 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 |
2.8% |
33.00 |
1.3% |
84% |
False |
False |
247,110 |
| 10 |
2,650.00 |
2,575.00 |
75.00 |
2.8% |
30.25 |
1.1% |
84% |
False |
False |
230,800 |
| 20 |
2,650.00 |
2,535.25 |
114.75 |
4.4% |
30.75 |
1.2% |
89% |
False |
False |
230,961 |
| 40 |
2,650.00 |
2,348.50 |
301.50 |
11.4% |
29.50 |
1.1% |
96% |
False |
False |
204,781 |
| 60 |
2,650.00 |
2,204.25 |
445.75 |
16.9% |
32.50 |
1.2% |
97% |
False |
False |
190,700 |
| 80 |
2,650.00 |
2,135.00 |
515.00 |
19.5% |
36.75 |
1.4% |
98% |
False |
False |
147,589 |
| 100 |
2,650.00 |
2,135.00 |
515.00 |
19.5% |
40.00 |
1.5% |
98% |
False |
False |
118,085 |
| 120 |
2,650.00 |
2,034.50 |
615.50 |
23.3% |
43.75 |
1.7% |
98% |
False |
False |
98,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,813.25 |
|
2.618 |
2,748.25 |
|
1.618 |
2,708.50 |
|
1.000 |
2,684.00 |
|
0.618 |
2,668.75 |
|
HIGH |
2,644.25 |
|
0.618 |
2,629.00 |
|
0.500 |
2,624.50 |
|
0.382 |
2,619.75 |
|
LOW |
2,604.50 |
|
0.618 |
2,580.00 |
|
1.000 |
2,564.75 |
|
1.618 |
2,540.25 |
|
2.618 |
2,500.50 |
|
4.250 |
2,435.50 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,633.25 |
2,628.50 |
| PP |
2,628.75 |
2,619.00 |
| S1 |
2,624.50 |
2,609.50 |
|