| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,469.0 |
2,458.0 |
-11.0 |
-0.4% |
2,439.0 |
| High |
2,469.0 |
2,458.0 |
-11.0 |
-0.4% |
2,489.0 |
| Low |
2,442.0 |
2,356.0 |
-86.0 |
-3.5% |
2,412.0 |
| Close |
2,465.0 |
2,380.0 |
-85.0 |
-3.4% |
2,474.0 |
| Range |
27.0 |
102.0 |
75.0 |
277.8% |
77.0 |
| ATR |
38.4 |
43.5 |
5.0 |
13.1% |
0.0 |
| Volume |
16,440 |
83,297 |
66,857 |
406.7% |
261,963 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,704.0 |
2,644.0 |
2,436.1 |
|
| R3 |
2,602.0 |
2,542.0 |
2,408.1 |
|
| R2 |
2,500.0 |
2,500.0 |
2,398.7 |
|
| R1 |
2,440.0 |
2,440.0 |
2,389.4 |
2,419.0 |
| PP |
2,398.0 |
2,398.0 |
2,398.0 |
2,387.5 |
| S1 |
2,338.0 |
2,338.0 |
2,370.7 |
2,317.0 |
| S2 |
2,296.0 |
2,296.0 |
2,361.3 |
|
| S3 |
2,194.0 |
2,236.0 |
2,352.0 |
|
| S4 |
2,092.0 |
2,134.0 |
2,323.9 |
|
|
| 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 |
2,356.0 |
133.0 |
5.6% |
51.2 |
2.2% |
18% |
False |
True |
72,018 |
| 10 |
2,489.0 |
2,356.0 |
133.0 |
5.6% |
41.7 |
1.8% |
18% |
False |
True |
44,806 |
| 20 |
2,489.0 |
2,356.0 |
133.0 |
5.6% |
36.7 |
1.5% |
18% |
False |
True |
23,740 |
| 40 |
2,489.0 |
2,235.0 |
254.0 |
10.7% |
37.7 |
1.6% |
57% |
False |
False |
12,218 |
| 60 |
2,489.0 |
2,109.0 |
380.0 |
16.0% |
40.2 |
1.7% |
71% |
False |
False |
10,355 |
| 80 |
2,489.0 |
1,999.0 |
490.0 |
20.6% |
45.1 |
1.9% |
78% |
False |
False |
8,910 |
| 100 |
2,489.0 |
1,999.0 |
490.0 |
20.6% |
46.6 |
2.0% |
78% |
False |
False |
7,194 |
| 120 |
2,489.0 |
1,903.0 |
586.0 |
24.6% |
46.2 |
1.9% |
81% |
False |
False |
6,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,891.5 |
|
2.618 |
2,725.0 |
|
1.618 |
2,623.0 |
|
1.000 |
2,560.0 |
|
0.618 |
2,521.0 |
|
HIGH |
2,458.0 |
|
0.618 |
2,419.0 |
|
0.500 |
2,407.0 |
|
0.382 |
2,395.0 |
|
LOW |
2,356.0 |
|
0.618 |
2,293.0 |
|
1.000 |
2,254.0 |
|
1.618 |
2,191.0 |
|
2.618 |
2,089.0 |
|
4.250 |
1,922.5 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,407.0 |
2,422.5 |
| PP |
2,398.0 |
2,408.3 |
| S1 |
2,389.0 |
2,394.2 |
|