| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
6,713.0 |
6,875.0 |
162.0 |
2.4% |
6,900.0 |
| High |
6,886.5 |
6,926.0 |
39.5 |
0.6% |
6,926.0 |
| Low |
6,689.5 |
6,845.0 |
155.5 |
2.3% |
6,617.5 |
| Close |
6,878.5 |
6,903.0 |
24.5 |
0.4% |
6,903.0 |
| Range |
197.0 |
81.0 |
-116.0 |
-58.9% |
308.5 |
| ATR |
122.3 |
119.3 |
-2.9 |
-2.4% |
0.0 |
| Volume |
4,605 |
7,823 |
3,218 |
69.9% |
32,689 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,134.3 |
7,099.7 |
6,947.6 |
|
| R3 |
7,053.3 |
7,018.7 |
6,925.3 |
|
| R2 |
6,972.3 |
6,972.3 |
6,917.9 |
|
| R1 |
6,937.7 |
6,937.7 |
6,910.4 |
6,955.0 |
| PP |
6,891.3 |
6,891.3 |
6,891.3 |
6,900.0 |
| S1 |
6,856.7 |
6,856.7 |
6,895.6 |
6,874.0 |
| S2 |
6,810.3 |
6,810.3 |
6,888.2 |
|
| S3 |
6,729.3 |
6,775.7 |
6,880.7 |
|
| S4 |
6,648.3 |
6,694.7 |
6,858.5 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,741.0 |
7,630.5 |
7,072.7 |
|
| R3 |
7,432.5 |
7,322.0 |
6,987.8 |
|
| R2 |
7,124.0 |
7,124.0 |
6,959.6 |
|
| R1 |
7,013.5 |
7,013.5 |
6,931.3 |
7,068.8 |
| PP |
6,815.5 |
6,815.5 |
6,815.5 |
6,843.1 |
| S1 |
6,705.0 |
6,705.0 |
6,874.7 |
6,760.3 |
| S2 |
6,507.0 |
6,507.0 |
6,846.4 |
|
| S3 |
6,198.5 |
6,396.5 |
6,818.2 |
|
| S4 |
5,890.0 |
6,088.0 |
6,733.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,926.0 |
6,617.5 |
308.5 |
4.5% |
138.0 |
2.0% |
93% |
True |
False |
6,537 |
| 10 |
6,981.5 |
6,617.5 |
364.0 |
5.3% |
121.9 |
1.8% |
78% |
False |
False |
3,958 |
| 20 |
6,985.5 |
6,617.5 |
368.0 |
5.3% |
109.5 |
1.6% |
78% |
False |
False |
2,336 |
| 40 |
6,985.5 |
6,117.5 |
868.0 |
12.6% |
101.5 |
1.5% |
90% |
False |
False |
1,360 |
| 60 |
6,985.5 |
5,641.5 |
1,344.0 |
19.5% |
105.2 |
1.5% |
94% |
False |
False |
1,126 |
| 80 |
6,985.5 |
5,409.0 |
1,576.5 |
22.8% |
117.5 |
1.7% |
95% |
False |
False |
1,349 |
| 100 |
6,985.5 |
5,409.0 |
1,576.5 |
22.8% |
129.2 |
1.9% |
95% |
False |
False |
1,109 |
| 120 |
6,985.5 |
5,049.0 |
1,936.5 |
28.1% |
131.1 |
1.9% |
96% |
False |
False |
936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,270.3 |
|
2.618 |
7,138.1 |
|
1.618 |
7,057.1 |
|
1.000 |
7,007.0 |
|
0.618 |
6,976.1 |
|
HIGH |
6,926.0 |
|
0.618 |
6,895.1 |
|
0.500 |
6,885.5 |
|
0.382 |
6,875.9 |
|
LOW |
6,845.0 |
|
0.618 |
6,794.9 |
|
1.000 |
6,764.0 |
|
1.618 |
6,713.9 |
|
2.618 |
6,632.9 |
|
4.250 |
6,500.8 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,897.2 |
6,860.8 |
| PP |
6,891.3 |
6,818.7 |
| S1 |
6,885.5 |
6,776.5 |
|