| 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 |
6,874.0 |
6,629.5 |
-244.5 |
-3.6% |
6,844.0 |
| High |
6,874.5 |
6,696.0 |
-178.5 |
-2.6% |
6,981.5 |
| Low |
6,617.5 |
6,627.0 |
9.5 |
0.1% |
6,762.5 |
| Close |
6,672.5 |
6,689.5 |
17.0 |
0.3% |
6,938.0 |
| Range |
257.0 |
69.0 |
-188.0 |
-73.2% |
219.0 |
| ATR |
120.2 |
116.5 |
-3.7 |
-3.0% |
0.0 |
| Volume |
5,093 |
6,574 |
1,481 |
29.1% |
6,893 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,877.8 |
6,852.7 |
6,727.5 |
|
| R3 |
6,808.8 |
6,783.7 |
6,708.5 |
|
| R2 |
6,739.8 |
6,739.8 |
6,702.2 |
|
| R1 |
6,714.7 |
6,714.7 |
6,695.8 |
6,727.3 |
| PP |
6,670.8 |
6,670.8 |
6,670.8 |
6,677.1 |
| S1 |
6,645.7 |
6,645.7 |
6,683.2 |
6,658.3 |
| S2 |
6,601.8 |
6,601.8 |
6,676.9 |
|
| S3 |
6,532.8 |
6,576.7 |
6,670.5 |
|
| S4 |
6,463.8 |
6,507.7 |
6,651.6 |
|
|
| 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 |
6,975.5 |
6,617.5 |
358.0 |
5.4% |
122.1 |
1.8% |
20% |
False |
False |
4,915 |
| 10 |
6,981.5 |
6,617.5 |
364.0 |
5.4% |
116.2 |
1.7% |
20% |
False |
False |
2,855 |
| 20 |
6,985.5 |
6,617.5 |
368.0 |
5.5% |
105.4 |
1.6% |
20% |
False |
False |
1,770 |
| 40 |
6,985.5 |
6,096.5 |
889.0 |
13.3% |
101.0 |
1.5% |
67% |
False |
False |
1,065 |
| 60 |
6,985.5 |
5,641.5 |
1,344.0 |
20.1% |
104.6 |
1.6% |
78% |
False |
False |
1,316 |
| 80 |
6,985.5 |
5,409.0 |
1,576.5 |
23.6% |
116.7 |
1.7% |
81% |
False |
False |
1,196 |
| 100 |
6,985.5 |
5,409.0 |
1,576.5 |
23.6% |
128.5 |
1.9% |
81% |
False |
False |
986 |
| 120 |
6,985.5 |
5,049.0 |
1,936.5 |
28.9% |
129.8 |
1.9% |
85% |
False |
False |
833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,989.3 |
|
2.618 |
6,876.6 |
|
1.618 |
6,807.6 |
|
1.000 |
6,765.0 |
|
0.618 |
6,738.6 |
|
HIGH |
6,696.0 |
|
0.618 |
6,669.6 |
|
0.500 |
6,661.5 |
|
0.382 |
6,653.4 |
|
LOW |
6,627.0 |
|
0.618 |
6,584.4 |
|
1.000 |
6,558.0 |
|
1.618 |
6,515.4 |
|
2.618 |
6,446.4 |
|
4.250 |
6,333.8 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,680.2 |
6,766.8 |
| PP |
6,670.8 |
6,741.0 |
| S1 |
6,661.5 |
6,715.3 |
|