| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
6,823.0 |
6,962.0 |
139.0 |
2.0% |
6,826.5 |
| High |
6,961.5 |
6,965.0 |
3.5 |
0.1% |
6,970.0 |
| Low |
6,817.0 |
6,898.5 |
81.5 |
1.2% |
6,744.0 |
| Close |
6,955.0 |
6,926.5 |
-28.5 |
-0.4% |
6,926.5 |
| Range |
144.5 |
66.5 |
-78.0 |
-54.0% |
226.0 |
| ATR |
118.9 |
115.2 |
-3.7 |
-3.1% |
0.0 |
| Volume |
150,194 |
112,330 |
-37,864 |
-25.2% |
717,310 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,129.5 |
7,094.5 |
6,963.1 |
|
| R3 |
7,063.0 |
7,028.0 |
6,944.8 |
|
| R2 |
6,996.5 |
6,996.5 |
6,938.7 |
|
| R1 |
6,961.5 |
6,961.5 |
6,932.6 |
6,945.8 |
| PP |
6,930.0 |
6,930.0 |
6,930.0 |
6,922.1 |
| S1 |
6,895.0 |
6,895.0 |
6,920.4 |
6,879.3 |
| S2 |
6,863.5 |
6,863.5 |
6,914.3 |
|
| S3 |
6,797.0 |
6,828.5 |
6,908.2 |
|
| S4 |
6,730.5 |
6,762.0 |
6,889.9 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,558.2 |
7,468.3 |
7,050.8 |
|
| R3 |
7,332.2 |
7,242.3 |
6,988.7 |
|
| R2 |
7,106.2 |
7,106.2 |
6,967.9 |
|
| R1 |
7,016.3 |
7,016.3 |
6,947.2 |
7,061.3 |
| PP |
6,880.2 |
6,880.2 |
6,880.2 |
6,902.6 |
| S1 |
6,790.3 |
6,790.3 |
6,905.8 |
6,835.3 |
| S2 |
6,654.2 |
6,654.2 |
6,885.1 |
|
| S3 |
6,428.2 |
6,564.3 |
6,864.4 |
|
| S4 |
6,202.2 |
6,338.3 |
6,802.2 |
|
|
| 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 |
3.3% |
112.2 |
1.6% |
81% |
False |
False |
143,462 |
| 10 |
6,975.5 |
6,732.0 |
243.5 |
3.5% |
109.4 |
1.6% |
80% |
False |
False |
139,689 |
| 20 |
6,975.5 |
6,639.5 |
336.0 |
4.9% |
111.1 |
1.6% |
85% |
False |
False |
140,590 |
| 40 |
6,975.5 |
5,992.5 |
983.0 |
14.2% |
109.5 |
1.6% |
95% |
False |
False |
142,752 |
| 60 |
6,975.5 |
5,614.5 |
1,361.0 |
19.6% |
124.1 |
1.8% |
96% |
False |
False |
121,190 |
| 80 |
6,975.5 |
5,382.0 |
1,593.5 |
23.0% |
137.7 |
2.0% |
97% |
False |
False |
91,178 |
| 100 |
6,975.5 |
5,382.0 |
1,593.5 |
23.0% |
149.6 |
2.2% |
97% |
False |
False |
73,047 |
| 120 |
6,975.5 |
5,001.0 |
1,974.5 |
28.5% |
158.5 |
2.3% |
98% |
False |
False |
61,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,247.6 |
|
2.618 |
7,139.1 |
|
1.618 |
7,072.6 |
|
1.000 |
7,031.5 |
|
0.618 |
7,006.1 |
|
HIGH |
6,965.0 |
|
0.618 |
6,939.6 |
|
0.500 |
6,931.8 |
|
0.382 |
6,923.9 |
|
LOW |
6,898.5 |
|
0.618 |
6,857.4 |
|
1.000 |
6,832.0 |
|
1.618 |
6,790.9 |
|
2.618 |
6,724.4 |
|
4.250 |
6,615.9 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,931.8 |
6,915.5 |
| PP |
6,930.0 |
6,904.5 |
| S1 |
6,928.3 |
6,893.5 |
|