| 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 |
2,434.0 |
2,489.0 |
55.0 |
2.3% |
2,439.0 |
| High |
2,489.0 |
2,489.0 |
0.0 |
0.0% |
2,489.0 |
| Low |
2,424.0 |
2,468.0 |
44.0 |
1.8% |
2,412.0 |
| Close |
2,475.0 |
2,474.0 |
-1.0 |
0.0% |
2,474.0 |
| Range |
65.0 |
21.0 |
-44.0 |
-67.7% |
77.0 |
| ATR |
40.3 |
38.9 |
-1.4 |
-3.4% |
0.0 |
| Volume |
199,912 |
16,839 |
-183,073 |
-91.6% |
261,963 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,540.0 |
2,528.0 |
2,485.6 |
|
| R3 |
2,519.0 |
2,507.0 |
2,479.8 |
|
| R2 |
2,498.0 |
2,498.0 |
2,477.9 |
|
| R1 |
2,486.0 |
2,486.0 |
2,475.9 |
2,481.5 |
| PP |
2,477.0 |
2,477.0 |
2,477.0 |
2,474.8 |
| S1 |
2,465.0 |
2,465.0 |
2,472.1 |
2,460.5 |
| S2 |
2,456.0 |
2,456.0 |
2,470.2 |
|
| S3 |
2,435.0 |
2,444.0 |
2,468.2 |
|
| S4 |
2,414.0 |
2,423.0 |
2,462.5 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,689.3 |
2,658.7 |
2,516.4 |
|
| R3 |
2,612.3 |
2,581.7 |
2,495.2 |
|
| R2 |
2,535.3 |
2,535.3 |
2,488.1 |
|
| R1 |
2,504.7 |
2,504.7 |
2,481.1 |
2,520.0 |
| PP |
2,458.3 |
2,458.3 |
2,458.3 |
2,466.0 |
| S1 |
2,427.7 |
2,427.7 |
2,466.9 |
2,443.0 |
| S2 |
2,381.3 |
2,381.3 |
2,459.9 |
|
| S3 |
2,304.3 |
2,350.7 |
2,452.8 |
|
| S4 |
2,227.3 |
2,273.7 |
2,431.7 |
|
|
| 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% |
39.4 |
1.6% |
81% |
True |
False |
52,392 |
| 10 |
2,489.0 |
2,412.0 |
77.0 |
3.1% |
34.0 |
1.4% |
81% |
True |
False |
36,400 |
| 20 |
2,489.0 |
2,385.0 |
104.0 |
4.2% |
32.9 |
1.3% |
86% |
True |
False |
18,774 |
| 40 |
2,489.0 |
2,212.0 |
277.0 |
11.2% |
36.2 |
1.5% |
95% |
True |
False |
9,777 |
| 60 |
2,489.0 |
2,109.0 |
380.0 |
15.4% |
41.0 |
1.7% |
96% |
True |
False |
9,283 |
| 80 |
2,489.0 |
1,999.0 |
490.0 |
19.8% |
44.8 |
1.8% |
97% |
True |
False |
7,669 |
| 100 |
2,489.0 |
1,999.0 |
490.0 |
19.8% |
46.5 |
1.9% |
97% |
True |
False |
6,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,578.3 |
|
2.618 |
2,544.0 |
|
1.618 |
2,523.0 |
|
1.000 |
2,510.0 |
|
0.618 |
2,502.0 |
|
HIGH |
2,489.0 |
|
0.618 |
2,481.0 |
|
0.500 |
2,478.5 |
|
0.382 |
2,476.0 |
|
LOW |
2,468.0 |
|
0.618 |
2,455.0 |
|
1.000 |
2,447.0 |
|
1.618 |
2,434.0 |
|
2.618 |
2,413.0 |
|
4.250 |
2,378.8 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,478.5 |
2,468.2 |
| PP |
2,477.0 |
2,462.3 |
| S1 |
2,475.5 |
2,456.5 |
|