| Trading Metrics calculated at close of trading on 07-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
6,863.0 |
6,611.0 |
-252.0 |
-3.7% |
6,826.5 |
| High |
6,868.0 |
6,683.0 |
-185.0 |
-2.7% |
6,970.0 |
| Low |
6,602.0 |
6,611.0 |
9.0 |
0.1% |
6,744.0 |
| Close |
6,659.5 |
6,681.0 |
21.5 |
0.3% |
6,926.5 |
| Range |
266.0 |
72.0 |
-194.0 |
-72.9% |
226.0 |
| ATR |
127.0 |
123.0 |
-3.9 |
-3.1% |
0.0 |
| Volume |
213,234 |
137,696 |
-75,538 |
-35.4% |
717,310 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,874.3 |
6,849.7 |
6,720.6 |
|
| R3 |
6,802.3 |
6,777.7 |
6,700.8 |
|
| R2 |
6,730.3 |
6,730.3 |
6,694.2 |
|
| R1 |
6,705.7 |
6,705.7 |
6,687.6 |
6,718.0 |
| PP |
6,658.3 |
6,658.3 |
6,658.3 |
6,664.5 |
| S1 |
6,633.7 |
6,633.7 |
6,674.4 |
6,646.0 |
| S2 |
6,586.3 |
6,586.3 |
6,667.8 |
|
| S3 |
6,514.3 |
6,561.7 |
6,661.2 |
|
| S4 |
6,442.3 |
6,489.7 |
6,641.4 |
|
|
| 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 |
6,965.0 |
6,602.0 |
363.0 |
5.4% |
128.0 |
1.9% |
22% |
False |
False |
150,258 |
| 10 |
6,970.0 |
6,602.0 |
368.0 |
5.5% |
123.2 |
1.8% |
21% |
False |
False |
147,744 |
| 20 |
6,975.5 |
6,602.0 |
373.5 |
5.6% |
116.1 |
1.7% |
21% |
False |
False |
145,086 |
| 40 |
6,975.5 |
6,067.0 |
908.5 |
13.6% |
111.7 |
1.7% |
68% |
False |
False |
144,624 |
| 60 |
6,975.5 |
5,614.5 |
1,361.0 |
20.4% |
119.2 |
1.8% |
78% |
False |
False |
129,073 |
| 80 |
6,975.5 |
5,382.0 |
1,593.5 |
23.9% |
132.9 |
2.0% |
82% |
False |
False |
97,248 |
| 100 |
6,975.5 |
5,382.0 |
1,593.5 |
23.9% |
148.6 |
2.2% |
82% |
False |
False |
77,915 |
| 120 |
6,975.5 |
5,001.0 |
1,974.5 |
29.6% |
156.2 |
2.3% |
85% |
False |
False |
65,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,989.0 |
|
2.618 |
6,871.5 |
|
1.618 |
6,799.5 |
|
1.000 |
6,755.0 |
|
0.618 |
6,727.5 |
|
HIGH |
6,683.0 |
|
0.618 |
6,655.5 |
|
0.500 |
6,647.0 |
|
0.382 |
6,638.5 |
|
LOW |
6,611.0 |
|
0.618 |
6,566.5 |
|
1.000 |
6,539.0 |
|
1.618 |
6,494.5 |
|
2.618 |
6,422.5 |
|
4.250 |
6,305.0 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,669.7 |
6,754.0 |
| PP |
6,658.3 |
6,729.7 |
| S1 |
6,647.0 |
6,705.3 |
|