| 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 |
2,610.50 |
2,585.00 |
-25.50 |
-1.0% |
2,590.50 |
| High |
2,610.75 |
2,609.25 |
-1.50 |
-0.1% |
2,644.00 |
| Low |
2,569.75 |
2,585.00 |
15.25 |
0.6% |
2,573.50 |
| Close |
2,583.75 |
2,603.25 |
19.50 |
0.8% |
2,638.00 |
| Range |
41.00 |
24.25 |
-16.75 |
-40.9% |
70.50 |
| ATR |
28.04 |
27.86 |
-0.18 |
-0.6% |
0.00 |
| Volume |
4,072 |
27,954 |
23,882 |
586.5% |
2,270 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,672.00 |
2,661.75 |
2,616.50 |
|
| R3 |
2,647.75 |
2,637.50 |
2,610.00 |
|
| R2 |
2,623.50 |
2,623.50 |
2,607.75 |
|
| R1 |
2,613.25 |
2,613.25 |
2,605.50 |
2,618.50 |
| PP |
2,599.25 |
2,599.25 |
2,599.25 |
2,601.75 |
| S1 |
2,589.00 |
2,589.00 |
2,601.00 |
2,594.00 |
| S2 |
2,575.00 |
2,575.00 |
2,598.75 |
|
| S3 |
2,550.75 |
2,564.75 |
2,596.50 |
|
| S4 |
2,526.50 |
2,540.50 |
2,590.00 |
|
|
| 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% |
30.25 |
1.2% |
45% |
False |
False |
7,582 |
| 10 |
2,644.00 |
2,566.00 |
78.00 |
3.0% |
28.50 |
1.1% |
48% |
False |
False |
3,888 |
| 20 |
2,644.00 |
2,516.25 |
127.75 |
4.9% |
27.75 |
1.1% |
68% |
False |
False |
1,988 |
| 40 |
2,644.00 |
2,350.00 |
294.00 |
11.3% |
23.75 |
0.9% |
86% |
False |
False |
1,006 |
| 60 |
2,644.00 |
2,206.50 |
437.50 |
16.8% |
21.50 |
0.8% |
91% |
False |
False |
674 |
| 80 |
2,644.00 |
2,153.75 |
490.25 |
18.8% |
19.50 |
0.8% |
92% |
False |
False |
506 |
| 100 |
2,644.00 |
2,153.75 |
490.25 |
18.8% |
17.00 |
0.6% |
92% |
False |
False |
406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,712.25 |
|
2.618 |
2,672.75 |
|
1.618 |
2,648.50 |
|
1.000 |
2,633.50 |
|
0.618 |
2,624.25 |
|
HIGH |
2,609.25 |
|
0.618 |
2,600.00 |
|
0.500 |
2,597.00 |
|
0.382 |
2,594.25 |
|
LOW |
2,585.00 |
|
0.618 |
2,570.00 |
|
1.000 |
2,560.75 |
|
1.618 |
2,545.75 |
|
2.618 |
2,521.50 |
|
4.250 |
2,482.00 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,601.25 |
2,604.50 |
| PP |
2,599.25 |
2,604.00 |
| S1 |
2,597.00 |
2,603.50 |
|