| 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 |
2,450.0 |
2,434.0 |
-16.0 |
-0.7% |
2,475.0 |
| High |
2,476.0 |
2,489.0 |
13.0 |
0.5% |
2,488.0 |
| Low |
2,435.0 |
2,424.0 |
-11.0 |
-0.5% |
2,419.0 |
| Close |
2,444.0 |
2,475.0 |
31.0 |
1.3% |
2,453.0 |
| Range |
41.0 |
65.0 |
24.0 |
58.5% |
69.0 |
| ATR |
38.4 |
40.3 |
1.9 |
5.0% |
0.0 |
| Volume |
43,605 |
199,912 |
156,307 |
358.5% |
102,045 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,657.7 |
2,631.3 |
2,510.8 |
|
| R3 |
2,592.7 |
2,566.3 |
2,492.9 |
|
| R2 |
2,527.7 |
2,527.7 |
2,486.9 |
|
| R1 |
2,501.3 |
2,501.3 |
2,481.0 |
2,514.5 |
| PP |
2,462.7 |
2,462.7 |
2,462.7 |
2,469.3 |
| S1 |
2,436.3 |
2,436.3 |
2,469.0 |
2,449.5 |
| S2 |
2,397.7 |
2,397.7 |
2,463.1 |
|
| S3 |
2,332.7 |
2,371.3 |
2,457.1 |
|
| S4 |
2,267.7 |
2,306.3 |
2,439.3 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,660.3 |
2,625.7 |
2,491.0 |
|
| R3 |
2,591.3 |
2,556.7 |
2,472.0 |
|
| R2 |
2,522.3 |
2,522.3 |
2,465.7 |
|
| R1 |
2,487.7 |
2,487.7 |
2,459.3 |
2,470.5 |
| PP |
2,453.3 |
2,453.3 |
2,453.3 |
2,444.8 |
| S1 |
2,418.7 |
2,418.7 |
2,446.7 |
2,401.5 |
| S2 |
2,384.3 |
2,384.3 |
2,440.4 |
|
| S3 |
2,315.3 |
2,349.7 |
2,434.0 |
|
| S4 |
2,246.3 |
2,280.7 |
2,415.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,489.0 |
2,412.0 |
77.0 |
3.1% |
38.8 |
1.6% |
82% |
True |
False |
64,222 |
| 10 |
2,489.0 |
2,412.0 |
77.0 |
3.1% |
34.2 |
1.4% |
82% |
True |
False |
34,772 |
| 20 |
2,489.0 |
2,385.0 |
104.0 |
4.2% |
34.4 |
1.4% |
87% |
True |
False |
17,938 |
| 40 |
2,489.0 |
2,212.0 |
277.0 |
11.2% |
36.9 |
1.5% |
95% |
True |
False |
9,365 |
| 60 |
2,489.0 |
2,109.0 |
380.0 |
15.4% |
42.3 |
1.7% |
96% |
True |
False |
9,295 |
| 80 |
2,489.0 |
1,999.0 |
490.0 |
19.8% |
45.1 |
1.8% |
97% |
True |
False |
7,458 |
| 100 |
2,489.0 |
1,999.0 |
490.0 |
19.8% |
46.9 |
1.9% |
97% |
True |
False |
6,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,765.3 |
|
2.618 |
2,659.2 |
|
1.618 |
2,594.2 |
|
1.000 |
2,554.0 |
|
0.618 |
2,529.2 |
|
HIGH |
2,489.0 |
|
0.618 |
2,464.2 |
|
0.500 |
2,456.5 |
|
0.382 |
2,448.8 |
|
LOW |
2,424.0 |
|
0.618 |
2,383.8 |
|
1.000 |
2,359.0 |
|
1.618 |
2,318.8 |
|
2.618 |
2,253.8 |
|
4.250 |
2,147.8 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,468.8 |
2,468.8 |
| PP |
2,462.7 |
2,462.7 |
| S1 |
2,456.5 |
2,456.5 |
|