| 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 |
6,900.0 |
6,874.0 |
-26.0 |
-0.4% |
6,844.0 |
| High |
6,916.0 |
6,874.5 |
-41.5 |
-0.6% |
6,981.5 |
| Low |
6,830.0 |
6,617.5 |
-212.5 |
-3.1% |
6,762.5 |
| Close |
6,900.0 |
6,672.5 |
-227.5 |
-3.3% |
6,938.0 |
| Range |
86.0 |
257.0 |
171.0 |
198.8% |
219.0 |
| ATR |
107.7 |
120.2 |
12.5 |
11.6% |
0.0 |
| Volume |
8,594 |
5,093 |
-3,501 |
-40.7% |
6,893 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,492.5 |
7,339.5 |
6,813.9 |
|
| R3 |
7,235.5 |
7,082.5 |
6,743.2 |
|
| R2 |
6,978.5 |
6,978.5 |
6,719.6 |
|
| R1 |
6,825.5 |
6,825.5 |
6,696.1 |
6,773.5 |
| PP |
6,721.5 |
6,721.5 |
6,721.5 |
6,695.5 |
| S1 |
6,568.5 |
6,568.5 |
6,648.9 |
6,516.5 |
| S2 |
6,464.5 |
6,464.5 |
6,625.4 |
|
| S3 |
6,207.5 |
6,311.5 |
6,601.8 |
|
| S4 |
5,950.5 |
6,054.5 |
6,531.2 |
|
|
| 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 |
6,617.5 |
364.0 |
5.5% |
132.6 |
2.0% |
15% |
False |
True |
3,881 |
| 10 |
6,981.5 |
6,617.5 |
364.0 |
5.5% |
118.6 |
1.8% |
15% |
False |
True |
2,346 |
| 20 |
6,985.5 |
6,617.5 |
368.0 |
5.5% |
106.3 |
1.6% |
15% |
False |
True |
1,467 |
| 40 |
6,985.5 |
6,096.5 |
889.0 |
13.3% |
100.8 |
1.5% |
65% |
False |
False |
909 |
| 60 |
6,985.5 |
5,641.5 |
1,344.0 |
20.1% |
106.0 |
1.6% |
77% |
False |
False |
1,327 |
| 80 |
6,985.5 |
5,409.0 |
1,576.5 |
23.6% |
118.1 |
1.8% |
80% |
False |
False |
1,114 |
| 100 |
6,985.5 |
5,409.0 |
1,576.5 |
23.6% |
130.0 |
1.9% |
80% |
False |
False |
921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,966.8 |
|
2.618 |
7,547.3 |
|
1.618 |
7,290.3 |
|
1.000 |
7,131.5 |
|
0.618 |
7,033.3 |
|
HIGH |
6,874.5 |
|
0.618 |
6,776.3 |
|
0.500 |
6,746.0 |
|
0.382 |
6,715.7 |
|
LOW |
6,617.5 |
|
0.618 |
6,458.7 |
|
1.000 |
6,360.5 |
|
1.618 |
6,201.7 |
|
2.618 |
5,944.7 |
|
4.250 |
5,525.3 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,746.0 |
6,796.5 |
| PP |
6,721.5 |
6,755.2 |
| S1 |
6,697.0 |
6,713.8 |
|