| Trading Metrics calculated at close of trading on 05-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
6,962.0 |
6,884.5 |
-77.5 |
-1.1% |
6,826.5 |
| High |
6,965.0 |
6,906.0 |
-59.0 |
-0.8% |
6,970.0 |
| Low |
6,898.5 |
6,815.0 |
-83.5 |
-1.2% |
6,744.0 |
| Close |
6,926.5 |
6,886.0 |
-40.5 |
-0.6% |
6,926.5 |
| Range |
66.5 |
91.0 |
24.5 |
36.8% |
226.0 |
| ATR |
115.2 |
114.9 |
-0.3 |
-0.2% |
0.0 |
| Volume |
112,330 |
137,839 |
25,509 |
22.7% |
717,310 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,142.0 |
7,105.0 |
6,936.1 |
|
| R3 |
7,051.0 |
7,014.0 |
6,911.0 |
|
| R2 |
6,960.0 |
6,960.0 |
6,902.7 |
|
| R1 |
6,923.0 |
6,923.0 |
6,894.3 |
6,941.5 |
| PP |
6,869.0 |
6,869.0 |
6,869.0 |
6,878.3 |
| S1 |
6,832.0 |
6,832.0 |
6,877.7 |
6,850.5 |
| S2 |
6,778.0 |
6,778.0 |
6,869.3 |
|
| S3 |
6,687.0 |
6,741.0 |
6,861.0 |
|
| S4 |
6,596.0 |
6,650.0 |
6,836.0 |
|
|
| 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 |
6,810.5 |
159.5 |
2.3% |
104.7 |
1.5% |
47% |
False |
False |
143,053 |
| 10 |
6,975.5 |
6,732.0 |
243.5 |
3.5% |
109.9 |
1.6% |
63% |
False |
False |
140,144 |
| 20 |
6,975.5 |
6,651.0 |
324.5 |
4.7% |
107.9 |
1.6% |
72% |
False |
False |
140,269 |
| 40 |
6,975.5 |
5,992.5 |
983.0 |
14.3% |
109.2 |
1.6% |
91% |
False |
False |
142,636 |
| 60 |
6,975.5 |
5,614.5 |
1,361.0 |
19.8% |
122.0 |
1.8% |
93% |
False |
False |
123,443 |
| 80 |
6,975.5 |
5,382.0 |
1,593.5 |
23.1% |
134.5 |
2.0% |
94% |
False |
False |
92,883 |
| 100 |
6,975.5 |
5,382.0 |
1,593.5 |
23.1% |
148.2 |
2.2% |
94% |
False |
False |
74,415 |
| 120 |
6,975.5 |
5,001.0 |
1,974.5 |
28.7% |
156.2 |
2.3% |
95% |
False |
False |
62,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,292.8 |
|
2.618 |
7,144.2 |
|
1.618 |
7,053.2 |
|
1.000 |
6,997.0 |
|
0.618 |
6,962.2 |
|
HIGH |
6,906.0 |
|
0.618 |
6,871.2 |
|
0.500 |
6,860.5 |
|
0.382 |
6,849.8 |
|
LOW |
6,815.0 |
|
0.618 |
6,758.8 |
|
1.000 |
6,724.0 |
|
1.618 |
6,667.8 |
|
2.618 |
6,576.8 |
|
4.250 |
6,428.3 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,877.5 |
6,890.0 |
| PP |
6,869.0 |
6,888.7 |
| S1 |
6,860.5 |
6,887.3 |
|