| 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 |
6,891.5 |
6,823.0 |
-68.5 |
-1.0% |
6,958.5 |
| High |
6,970.0 |
6,961.5 |
-8.5 |
-0.1% |
6,975.5 |
| Low |
6,842.5 |
6,817.0 |
-25.5 |
-0.4% |
6,732.0 |
| Close |
6,848.5 |
6,955.0 |
106.5 |
1.6% |
6,868.0 |
| Range |
127.5 |
144.5 |
17.0 |
13.3% |
243.5 |
| ATR |
116.9 |
118.9 |
2.0 |
1.7% |
0.0 |
| Volume |
168,079 |
150,194 |
-17,885 |
-10.6% |
546,295 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,344.7 |
7,294.3 |
7,034.5 |
|
| R3 |
7,200.2 |
7,149.8 |
6,994.7 |
|
| R2 |
7,055.7 |
7,055.7 |
6,981.5 |
|
| R1 |
7,005.3 |
7,005.3 |
6,968.2 |
7,030.5 |
| PP |
6,911.2 |
6,911.2 |
6,911.2 |
6,923.8 |
| S1 |
6,860.8 |
6,860.8 |
6,941.8 |
6,886.0 |
| S2 |
6,766.7 |
6,766.7 |
6,928.5 |
|
| S3 |
6,622.2 |
6,716.3 |
6,915.3 |
|
| S4 |
6,477.7 |
6,571.8 |
6,875.5 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,589.0 |
7,472.0 |
7,001.9 |
|
| R3 |
7,345.5 |
7,228.5 |
6,935.0 |
|
| R2 |
7,102.0 |
7,102.0 |
6,912.6 |
|
| R1 |
6,985.0 |
6,985.0 |
6,890.3 |
6,921.8 |
| PP |
6,858.5 |
6,858.5 |
6,858.5 |
6,826.9 |
| S1 |
6,741.5 |
6,741.5 |
6,845.7 |
6,678.3 |
| S2 |
6,615.0 |
6,615.0 |
6,823.4 |
|
| S3 |
6,371.5 |
6,498.0 |
6,801.0 |
|
| S4 |
6,128.0 |
6,254.5 |
6,734.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,970.0 |
6,744.0 |
226.0 |
3.2% |
112.1 |
1.6% |
93% |
False |
False |
142,660 |
| 10 |
6,975.5 |
6,653.0 |
322.5 |
4.6% |
118.1 |
1.7% |
94% |
False |
False |
144,559 |
| 20 |
6,975.5 |
6,610.0 |
365.5 |
5.3% |
111.2 |
1.6% |
94% |
False |
False |
141,880 |
| 40 |
6,975.5 |
5,992.5 |
983.0 |
14.1% |
109.7 |
1.6% |
98% |
False |
False |
142,814 |
| 60 |
6,975.5 |
5,614.5 |
1,361.0 |
19.6% |
124.4 |
1.8% |
98% |
False |
False |
119,342 |
| 80 |
6,975.5 |
5,382.0 |
1,593.5 |
22.9% |
138.8 |
2.0% |
99% |
False |
False |
89,778 |
| 100 |
6,975.5 |
5,382.0 |
1,593.5 |
22.9% |
150.0 |
2.2% |
99% |
False |
False |
71,926 |
| 120 |
6,975.5 |
4,988.0 |
1,987.5 |
28.6% |
160.2 |
2.3% |
99% |
False |
False |
60,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,575.6 |
|
2.618 |
7,339.8 |
|
1.618 |
7,195.3 |
|
1.000 |
7,106.0 |
|
0.618 |
7,050.8 |
|
HIGH |
6,961.5 |
|
0.618 |
6,906.3 |
|
0.500 |
6,889.3 |
|
0.382 |
6,872.2 |
|
LOW |
6,817.0 |
|
0.618 |
6,727.7 |
|
1.000 |
6,672.5 |
|
1.618 |
6,583.2 |
|
2.618 |
6,438.7 |
|
4.250 |
6,202.9 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,933.1 |
6,933.4 |
| PP |
6,911.2 |
6,911.8 |
| S1 |
6,889.3 |
6,890.3 |
|