| 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 |
2,489.0 |
2,469.0 |
-20.0 |
-0.8% |
2,439.0 |
| High |
2,489.0 |
2,469.0 |
-20.0 |
-0.8% |
2,489.0 |
| Low |
2,468.0 |
2,442.0 |
-26.0 |
-1.1% |
2,412.0 |
| Close |
2,474.0 |
2,465.0 |
-9.0 |
-0.4% |
2,474.0 |
| Range |
21.0 |
27.0 |
6.0 |
28.6% |
77.0 |
| ATR |
38.9 |
38.4 |
-0.5 |
-1.3% |
0.0 |
| Volume |
16,839 |
16,440 |
-399 |
-2.4% |
261,963 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,539.7 |
2,529.3 |
2,479.9 |
|
| R3 |
2,512.7 |
2,502.3 |
2,472.4 |
|
| R2 |
2,485.7 |
2,485.7 |
2,470.0 |
|
| R1 |
2,475.3 |
2,475.3 |
2,467.5 |
2,467.0 |
| PP |
2,458.7 |
2,458.7 |
2,458.7 |
2,454.5 |
| S1 |
2,448.3 |
2,448.3 |
2,462.5 |
2,440.0 |
| S2 |
2,431.7 |
2,431.7 |
2,460.1 |
|
| S3 |
2,404.7 |
2,421.3 |
2,457.6 |
|
| S4 |
2,377.7 |
2,394.3 |
2,450.2 |
|
|
| 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 |
2,424.0 |
65.0 |
2.6% |
37.6 |
1.5% |
63% |
False |
False |
55,550 |
| 10 |
2,489.0 |
2,412.0 |
77.0 |
3.1% |
34.7 |
1.4% |
69% |
False |
False |
38,016 |
| 20 |
2,489.0 |
2,385.0 |
104.0 |
4.2% |
33.1 |
1.3% |
77% |
False |
False |
19,587 |
| 40 |
2,489.0 |
2,235.0 |
254.0 |
10.3% |
36.3 |
1.5% |
91% |
False |
False |
10,138 |
| 60 |
2,489.0 |
2,109.0 |
380.0 |
15.4% |
39.9 |
1.6% |
94% |
False |
False |
9,304 |
| 80 |
2,489.0 |
1,999.0 |
490.0 |
19.9% |
44.5 |
1.8% |
95% |
False |
False |
7,869 |
| 100 |
2,489.0 |
1,999.0 |
490.0 |
19.9% |
46.3 |
1.9% |
95% |
False |
False |
6,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,583.8 |
|
2.618 |
2,539.7 |
|
1.618 |
2,512.7 |
|
1.000 |
2,496.0 |
|
0.618 |
2,485.7 |
|
HIGH |
2,469.0 |
|
0.618 |
2,458.7 |
|
0.500 |
2,455.5 |
|
0.382 |
2,452.3 |
|
LOW |
2,442.0 |
|
0.618 |
2,425.3 |
|
1.000 |
2,415.0 |
|
1.618 |
2,398.3 |
|
2.618 |
2,371.3 |
|
4.250 |
2,327.3 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,461.8 |
2,462.2 |
| PP |
2,458.7 |
2,459.3 |
| S1 |
2,455.5 |
2,456.5 |
|