| 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 |
2,608.00 |
2,637.50 |
29.50 |
1.1% |
2,639.75 |
| High |
2,644.25 |
2,652.50 |
8.25 |
0.3% |
2,652.50 |
| Low |
2,604.50 |
2,631.50 |
27.00 |
1.0% |
2,575.00 |
| Close |
2,637.75 |
2,648.50 |
10.75 |
0.4% |
2,648.50 |
| Range |
39.75 |
21.00 |
-18.75 |
-47.2% |
77.50 |
| ATR |
31.19 |
30.46 |
-0.73 |
-2.3% |
0.00 |
| Volume |
286,625 |
126,463 |
-160,162 |
-55.9% |
1,182,253 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,707.25 |
2,698.75 |
2,660.00 |
|
| R3 |
2,686.25 |
2,677.75 |
2,654.25 |
|
| R2 |
2,665.25 |
2,665.25 |
2,652.25 |
|
| R1 |
2,656.75 |
2,656.75 |
2,650.50 |
2,661.00 |
| PP |
2,644.25 |
2,644.25 |
2,644.25 |
2,646.25 |
| S1 |
2,635.75 |
2,635.75 |
2,646.50 |
2,640.00 |
| S2 |
2,623.25 |
2,623.25 |
2,644.75 |
|
| S3 |
2,602.25 |
2,614.75 |
2,642.75 |
|
| S4 |
2,581.25 |
2,593.75 |
2,637.00 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,857.75 |
2,830.75 |
2,691.00 |
|
| R3 |
2,780.25 |
2,753.25 |
2,669.75 |
|
| R2 |
2,702.75 |
2,702.75 |
2,662.75 |
|
| R1 |
2,675.75 |
2,675.75 |
2,655.50 |
2,689.25 |
| PP |
2,625.25 |
2,625.25 |
2,625.25 |
2,632.00 |
| S1 |
2,598.25 |
2,598.25 |
2,641.50 |
2,611.75 |
| S2 |
2,547.75 |
2,547.75 |
2,634.25 |
|
| S3 |
2,470.25 |
2,520.75 |
2,627.25 |
|
| S4 |
2,392.75 |
2,443.25 |
2,606.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,652.50 |
2,575.00 |
77.50 |
2.9% |
33.75 |
1.3% |
95% |
True |
False |
236,450 |
| 10 |
2,652.50 |
2,575.00 |
77.50 |
2.9% |
31.25 |
1.2% |
95% |
True |
False |
228,681 |
| 20 |
2,652.50 |
2,535.25 |
117.25 |
4.4% |
30.25 |
1.1% |
97% |
True |
False |
225,044 |
| 40 |
2,652.50 |
2,348.50 |
304.00 |
11.5% |
29.50 |
1.1% |
99% |
True |
False |
204,146 |
| 60 |
2,652.50 |
2,204.25 |
448.25 |
16.9% |
32.00 |
1.2% |
99% |
True |
False |
188,107 |
| 80 |
2,652.50 |
2,135.00 |
517.50 |
19.5% |
36.50 |
1.4% |
99% |
True |
False |
149,169 |
| 100 |
2,652.50 |
2,135.00 |
517.50 |
19.5% |
39.75 |
1.5% |
99% |
True |
False |
119,348 |
| 120 |
2,652.50 |
2,034.50 |
618.00 |
23.3% |
43.75 |
1.6% |
99% |
True |
False |
99,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,741.75 |
|
2.618 |
2,707.50 |
|
1.618 |
2,686.50 |
|
1.000 |
2,673.50 |
|
0.618 |
2,665.50 |
|
HIGH |
2,652.50 |
|
0.618 |
2,644.50 |
|
0.500 |
2,642.00 |
|
0.382 |
2,639.50 |
|
LOW |
2,631.50 |
|
0.618 |
2,618.50 |
|
1.000 |
2,610.50 |
|
1.618 |
2,597.50 |
|
2.618 |
2,576.50 |
|
4.250 |
2,542.25 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,646.25 |
2,639.00 |
| PP |
2,644.25 |
2,629.75 |
| S1 |
2,642.00 |
2,620.50 |
|