| 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 |
2,640.50 |
2,639.00 |
-1.50 |
-0.1% |
2,590.50 |
| High |
2,644.00 |
2,639.00 |
-5.00 |
-0.2% |
2,644.00 |
| Low |
2,627.75 |
2,600.50 |
-27.25 |
-1.0% |
2,573.50 |
| Close |
2,638.00 |
2,610.50 |
-27.50 |
-1.0% |
2,638.00 |
| Range |
16.25 |
38.50 |
22.25 |
136.9% |
70.50 |
| ATR |
26.16 |
27.05 |
0.88 |
3.4% |
0.00 |
| Volume |
1,208 |
4,203 |
2,995 |
247.9% |
2,270 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,732.25 |
2,709.75 |
2,631.75 |
|
| R3 |
2,693.75 |
2,671.25 |
2,621.00 |
|
| R2 |
2,655.25 |
2,655.25 |
2,617.50 |
|
| R1 |
2,632.75 |
2,632.75 |
2,614.00 |
2,624.75 |
| PP |
2,616.75 |
2,616.75 |
2,616.75 |
2,612.50 |
| S1 |
2,594.25 |
2,594.25 |
2,607.00 |
2,586.25 |
| S2 |
2,578.25 |
2,578.25 |
2,603.50 |
|
| S3 |
2,539.75 |
2,555.75 |
2,600.00 |
|
| S4 |
2,501.25 |
2,517.25 |
2,589.25 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,830.00 |
2,804.50 |
2,676.75 |
|
| R3 |
2,759.50 |
2,734.00 |
2,657.50 |
|
| R2 |
2,689.00 |
2,689.00 |
2,651.00 |
|
| R1 |
2,663.50 |
2,663.50 |
2,644.50 |
2,676.25 |
| PP |
2,618.50 |
2,618.50 |
2,618.50 |
2,625.00 |
| S1 |
2,593.00 |
2,593.00 |
2,631.50 |
2,605.75 |
| S2 |
2,548.00 |
2,548.00 |
2,625.00 |
|
| S3 |
2,477.50 |
2,522.50 |
2,618.50 |
|
| S4 |
2,407.00 |
2,452.00 |
2,599.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,644.00 |
2,600.50 |
43.50 |
1.7% |
28.50 |
1.1% |
23% |
False |
True |
1,274 |
| 10 |
2,644.00 |
2,566.00 |
78.00 |
3.0% |
27.25 |
1.0% |
57% |
False |
False |
709 |
| 20 |
2,644.00 |
2,504.50 |
139.50 |
5.3% |
26.00 |
1.0% |
76% |
False |
False |
390 |
| 40 |
2,644.00 |
2,330.25 |
313.75 |
12.0% |
22.50 |
0.9% |
89% |
False |
False |
208 |
| 60 |
2,644.00 |
2,206.50 |
437.50 |
16.8% |
21.00 |
0.8% |
92% |
False |
False |
140 |
| 80 |
2,644.00 |
2,153.75 |
490.25 |
18.8% |
18.75 |
0.7% |
93% |
False |
False |
106 |
| 100 |
2,644.00 |
2,153.75 |
490.25 |
18.8% |
16.25 |
0.6% |
93% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,802.50 |
|
2.618 |
2,739.75 |
|
1.618 |
2,701.25 |
|
1.000 |
2,677.50 |
|
0.618 |
2,662.75 |
|
HIGH |
2,639.00 |
|
0.618 |
2,624.25 |
|
0.500 |
2,619.75 |
|
0.382 |
2,615.25 |
|
LOW |
2,600.50 |
|
0.618 |
2,576.75 |
|
1.000 |
2,562.00 |
|
1.618 |
2,538.25 |
|
2.618 |
2,499.75 |
|
4.250 |
2,437.00 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,619.75 |
2,622.25 |
| PP |
2,616.75 |
2,618.25 |
| S1 |
2,613.50 |
2,614.50 |
|