| 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 |
6,973.0 |
6,900.0 |
-73.0 |
-1.0% |
6,844.0 |
| High |
6,975.5 |
6,916.0 |
-59.5 |
-0.9% |
6,981.5 |
| Low |
6,914.5 |
6,830.0 |
-84.5 |
-1.2% |
6,762.5 |
| Close |
6,938.0 |
6,900.0 |
-38.0 |
-0.5% |
6,938.0 |
| Range |
61.0 |
86.0 |
25.0 |
41.0% |
219.0 |
| ATR |
107.7 |
107.7 |
0.0 |
0.0% |
0.0 |
| Volume |
3,041 |
8,594 |
5,553 |
182.6% |
6,893 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,140.0 |
7,106.0 |
6,947.3 |
|
| R3 |
7,054.0 |
7,020.0 |
6,923.7 |
|
| R2 |
6,968.0 |
6,968.0 |
6,915.8 |
|
| R1 |
6,934.0 |
6,934.0 |
6,907.9 |
6,943.0 |
| PP |
6,882.0 |
6,882.0 |
6,882.0 |
6,886.5 |
| S1 |
6,848.0 |
6,848.0 |
6,892.1 |
6,857.0 |
| S2 |
6,796.0 |
6,796.0 |
6,884.2 |
|
| S3 |
6,710.0 |
6,762.0 |
6,876.4 |
|
| S4 |
6,624.0 |
6,676.0 |
6,852.7 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,551.0 |
7,463.5 |
7,058.5 |
|
| R3 |
7,332.0 |
7,244.5 |
6,998.2 |
|
| R2 |
7,113.0 |
7,113.0 |
6,978.2 |
|
| R1 |
7,025.5 |
7,025.5 |
6,958.1 |
7,069.3 |
| PP |
6,894.0 |
6,894.0 |
6,894.0 |
6,915.9 |
| S1 |
6,806.5 |
6,806.5 |
6,917.9 |
6,850.3 |
| S2 |
6,675.0 |
6,675.0 |
6,897.9 |
|
| S3 |
6,456.0 |
6,587.5 |
6,877.8 |
|
| S4 |
6,237.0 |
6,368.5 |
6,817.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,981.5 |
6,830.0 |
151.5 |
2.2% |
98.3 |
1.4% |
46% |
False |
True |
2,993 |
| 10 |
6,985.5 |
6,750.0 |
235.5 |
3.4% |
102.7 |
1.5% |
64% |
False |
False |
1,947 |
| 20 |
6,985.5 |
6,669.5 |
316.0 |
4.6% |
98.3 |
1.4% |
73% |
False |
False |
1,226 |
| 40 |
6,985.5 |
6,090.0 |
895.5 |
13.0% |
97.2 |
1.4% |
90% |
False |
False |
791 |
| 60 |
6,985.5 |
5,641.5 |
1,344.0 |
19.5% |
105.8 |
1.5% |
94% |
False |
False |
1,316 |
| 80 |
6,985.5 |
5,409.0 |
1,576.5 |
22.8% |
116.4 |
1.7% |
95% |
False |
False |
1,051 |
| 100 |
6,985.5 |
5,409.0 |
1,576.5 |
22.8% |
129.4 |
1.9% |
95% |
False |
False |
872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,281.5 |
|
2.618 |
7,141.1 |
|
1.618 |
7,055.1 |
|
1.000 |
7,002.0 |
|
0.618 |
6,969.1 |
|
HIGH |
6,916.0 |
|
0.618 |
6,883.1 |
|
0.500 |
6,873.0 |
|
0.382 |
6,862.9 |
|
LOW |
6,830.0 |
|
0.618 |
6,776.9 |
|
1.000 |
6,744.0 |
|
1.618 |
6,690.9 |
|
2.618 |
6,604.9 |
|
4.250 |
6,464.5 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,891.0 |
6,902.8 |
| PP |
6,882.0 |
6,901.8 |
| S1 |
6,873.0 |
6,900.9 |
|