| Trading Metrics calculated at close of trading on 08-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
6,629.5 |
6,713.0 |
83.5 |
1.3% |
6,844.0 |
| High |
6,696.0 |
6,886.5 |
190.5 |
2.8% |
6,981.5 |
| Low |
6,627.0 |
6,689.5 |
62.5 |
0.9% |
6,762.5 |
| Close |
6,689.5 |
6,878.5 |
189.0 |
2.8% |
6,938.0 |
| Range |
69.0 |
197.0 |
128.0 |
185.5% |
219.0 |
| ATR |
116.5 |
122.3 |
5.7 |
4.9% |
0.0 |
| Volume |
6,574 |
4,605 |
-1,969 |
-30.0% |
6,893 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,409.2 |
7,340.8 |
6,986.9 |
|
| R3 |
7,212.2 |
7,143.8 |
6,932.7 |
|
| R2 |
7,015.2 |
7,015.2 |
6,914.6 |
|
| R1 |
6,946.8 |
6,946.8 |
6,896.6 |
6,981.0 |
| PP |
6,818.2 |
6,818.2 |
6,818.2 |
6,835.3 |
| S1 |
6,749.8 |
6,749.8 |
6,860.4 |
6,784.0 |
| S2 |
6,621.2 |
6,621.2 |
6,842.4 |
|
| S3 |
6,424.2 |
6,552.8 |
6,824.3 |
|
| S4 |
6,227.2 |
6,355.8 |
6,770.2 |
|
|
| 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 |
6,975.5 |
6,617.5 |
358.0 |
5.2% |
134.0 |
1.9% |
73% |
False |
False |
5,581 |
| 10 |
6,981.5 |
6,617.5 |
364.0 |
5.3% |
119.3 |
1.7% |
72% |
False |
False |
3,251 |
| 20 |
6,985.5 |
6,617.5 |
368.0 |
5.4% |
111.0 |
1.6% |
71% |
False |
False |
1,962 |
| 40 |
6,985.5 |
6,096.5 |
889.0 |
12.9% |
103.6 |
1.5% |
88% |
False |
False |
1,171 |
| 60 |
6,985.5 |
5,641.5 |
1,344.0 |
19.5% |
106.3 |
1.5% |
92% |
False |
False |
1,223 |
| 80 |
6,985.5 |
5,409.0 |
1,576.5 |
22.9% |
117.8 |
1.7% |
93% |
False |
False |
1,253 |
| 100 |
6,985.5 |
5,409.0 |
1,576.5 |
22.9% |
129.5 |
1.9% |
93% |
False |
False |
1,031 |
| 120 |
6,985.5 |
5,049.0 |
1,936.5 |
28.2% |
130.8 |
1.9% |
94% |
False |
False |
871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,723.8 |
|
2.618 |
7,402.2 |
|
1.618 |
7,205.2 |
|
1.000 |
7,083.5 |
|
0.618 |
7,008.2 |
|
HIGH |
6,886.5 |
|
0.618 |
6,811.2 |
|
0.500 |
6,788.0 |
|
0.382 |
6,764.8 |
|
LOW |
6,689.5 |
|
0.618 |
6,567.8 |
|
1.000 |
6,492.5 |
|
1.618 |
6,370.8 |
|
2.618 |
6,173.8 |
|
4.250 |
5,852.3 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,848.3 |
6,836.3 |
| PP |
6,818.2 |
6,794.2 |
| S1 |
6,788.0 |
6,752.0 |
|