| 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 |
2,639.00 |
2,610.50 |
-28.50 |
-1.1% |
2,590.50 |
| High |
2,639.00 |
2,610.75 |
-28.25 |
-1.1% |
2,644.00 |
| Low |
2,600.50 |
2,569.75 |
-30.75 |
-1.2% |
2,573.50 |
| Close |
2,610.50 |
2,583.75 |
-26.75 |
-1.0% |
2,638.00 |
| Range |
38.50 |
41.00 |
2.50 |
6.5% |
70.50 |
| ATR |
27.05 |
28.04 |
1.00 |
3.7% |
0.00 |
| Volume |
4,203 |
4,072 |
-131 |
-3.1% |
2,270 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,711.00 |
2,688.50 |
2,606.25 |
|
| R3 |
2,670.00 |
2,647.50 |
2,595.00 |
|
| R2 |
2,629.00 |
2,629.00 |
2,591.25 |
|
| R1 |
2,606.50 |
2,606.50 |
2,587.50 |
2,597.25 |
| PP |
2,588.00 |
2,588.00 |
2,588.00 |
2,583.50 |
| S1 |
2,565.50 |
2,565.50 |
2,580.00 |
2,556.25 |
| S2 |
2,547.00 |
2,547.00 |
2,576.25 |
|
| S3 |
2,506.00 |
2,524.50 |
2,572.50 |
|
| S4 |
2,465.00 |
2,483.50 |
2,561.25 |
|
|
| 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 |
2,569.75 |
74.25 |
2.9% |
31.50 |
1.2% |
19% |
False |
True |
2,043 |
| 10 |
2,644.00 |
2,566.00 |
78.00 |
3.0% |
28.50 |
1.1% |
23% |
False |
False |
1,112 |
| 20 |
2,644.00 |
2,514.25 |
129.75 |
5.0% |
27.25 |
1.1% |
54% |
False |
False |
592 |
| 40 |
2,644.00 |
2,341.00 |
303.00 |
11.7% |
23.25 |
0.9% |
80% |
False |
False |
308 |
| 60 |
2,644.00 |
2,206.50 |
437.50 |
16.9% |
21.25 |
0.8% |
86% |
False |
False |
208 |
| 80 |
2,644.00 |
2,153.75 |
490.25 |
19.0% |
19.25 |
0.7% |
88% |
False |
False |
157 |
| 100 |
2,644.00 |
2,153.75 |
490.25 |
19.0% |
16.75 |
0.6% |
88% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,785.00 |
|
2.618 |
2,718.00 |
|
1.618 |
2,677.00 |
|
1.000 |
2,651.75 |
|
0.618 |
2,636.00 |
|
HIGH |
2,610.75 |
|
0.618 |
2,595.00 |
|
0.500 |
2,590.25 |
|
0.382 |
2,585.50 |
|
LOW |
2,569.75 |
|
0.618 |
2,544.50 |
|
1.000 |
2,528.75 |
|
1.618 |
2,503.50 |
|
2.618 |
2,462.50 |
|
4.250 |
2,395.50 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,590.25 |
2,607.00 |
| PP |
2,588.00 |
2,599.25 |
| S1 |
2,586.00 |
2,591.50 |
|