| 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 |
2,458.0 |
2,362.0 |
-96.0 |
-3.9% |
2,439.0 |
| High |
2,458.0 |
2,394.0 |
-64.0 |
-2.6% |
2,489.0 |
| Low |
2,356.0 |
2,362.0 |
6.0 |
0.3% |
2,412.0 |
| Close |
2,380.0 |
2,394.0 |
14.0 |
0.6% |
2,474.0 |
| Range |
102.0 |
32.0 |
-70.0 |
-68.6% |
77.0 |
| ATR |
43.5 |
42.6 |
-0.8 |
-1.9% |
0.0 |
| Volume |
83,297 |
44,942 |
-38,355 |
-46.0% |
261,963 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,479.3 |
2,468.7 |
2,411.6 |
|
| R3 |
2,447.3 |
2,436.7 |
2,402.8 |
|
| R2 |
2,415.3 |
2,415.3 |
2,399.9 |
|
| R1 |
2,404.7 |
2,404.7 |
2,396.9 |
2,410.0 |
| PP |
2,383.3 |
2,383.3 |
2,383.3 |
2,386.0 |
| S1 |
2,372.7 |
2,372.7 |
2,391.1 |
2,378.0 |
| S2 |
2,351.3 |
2,351.3 |
2,388.1 |
|
| S3 |
2,319.3 |
2,340.7 |
2,385.2 |
|
| S4 |
2,287.3 |
2,308.7 |
2,376.4 |
|
|
| 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% |
49.4 |
2.1% |
29% |
False |
False |
72,286 |
| 10 |
2,489.0 |
2,356.0 |
133.0 |
5.6% |
41.9 |
1.8% |
29% |
False |
False |
48,298 |
| 20 |
2,489.0 |
2,356.0 |
133.0 |
5.6% |
37.2 |
1.6% |
29% |
False |
False |
25,937 |
| 40 |
2,489.0 |
2,235.0 |
254.0 |
10.6% |
36.7 |
1.5% |
63% |
False |
False |
13,337 |
| 60 |
2,489.0 |
2,109.0 |
380.0 |
15.9% |
39.7 |
1.7% |
75% |
False |
False |
10,885 |
| 80 |
2,489.0 |
1,999.0 |
490.0 |
20.5% |
44.8 |
1.9% |
81% |
False |
False |
9,469 |
| 100 |
2,489.0 |
1,999.0 |
490.0 |
20.5% |
46.6 |
1.9% |
81% |
False |
False |
7,643 |
| 120 |
2,489.0 |
1,903.0 |
586.0 |
24.5% |
46.2 |
1.9% |
84% |
False |
False |
6,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,530.0 |
|
2.618 |
2,477.8 |
|
1.618 |
2,445.8 |
|
1.000 |
2,426.0 |
|
0.618 |
2,413.8 |
|
HIGH |
2,394.0 |
|
0.618 |
2,381.8 |
|
0.500 |
2,378.0 |
|
0.382 |
2,374.2 |
|
LOW |
2,362.0 |
|
0.618 |
2,342.2 |
|
1.000 |
2,330.0 |
|
1.618 |
2,310.2 |
|
2.618 |
2,278.2 |
|
4.250 |
2,226.0 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,388.7 |
2,412.5 |
| PP |
2,383.3 |
2,406.3 |
| S1 |
2,378.0 |
2,400.2 |
|