| 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 |
2,585.00 |
2,601.75 |
16.75 |
0.6% |
2,590.50 |
| High |
2,609.25 |
2,640.00 |
30.75 |
1.2% |
2,644.00 |
| Low |
2,585.00 |
2,599.25 |
14.25 |
0.6% |
2,573.50 |
| Close |
2,603.25 |
2,633.00 |
29.75 |
1.1% |
2,638.00 |
| Range |
24.25 |
40.75 |
16.50 |
68.0% |
70.50 |
| ATR |
27.86 |
28.78 |
0.92 |
3.3% |
0.00 |
| Volume |
27,954 |
179,786 |
151,832 |
543.1% |
2,270 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,746.25 |
2,730.50 |
2,655.50 |
|
| R3 |
2,705.50 |
2,689.75 |
2,644.25 |
|
| R2 |
2,664.75 |
2,664.75 |
2,640.50 |
|
| R1 |
2,649.00 |
2,649.00 |
2,636.75 |
2,657.00 |
| PP |
2,624.00 |
2,624.00 |
2,624.00 |
2,628.00 |
| S1 |
2,608.25 |
2,608.25 |
2,629.25 |
2,616.00 |
| S2 |
2,583.25 |
2,583.25 |
2,625.50 |
|
| S3 |
2,542.50 |
2,567.50 |
2,621.75 |
|
| S4 |
2,501.75 |
2,526.75 |
2,610.50 |
|
|
| 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 |
2.8% |
32.25 |
1.2% |
85% |
False |
False |
43,444 |
| 10 |
2,644.00 |
2,569.75 |
74.25 |
2.8% |
29.75 |
1.1% |
85% |
False |
False |
21,857 |
| 20 |
2,644.00 |
2,530.75 |
113.25 |
4.3% |
28.75 |
1.1% |
90% |
False |
False |
10,977 |
| 40 |
2,644.00 |
2,350.00 |
294.00 |
11.2% |
24.25 |
0.9% |
96% |
False |
False |
5,501 |
| 60 |
2,644.00 |
2,206.50 |
437.50 |
16.6% |
22.25 |
0.8% |
97% |
False |
False |
3,670 |
| 80 |
2,644.00 |
2,153.75 |
490.25 |
18.6% |
20.25 |
0.8% |
98% |
False |
False |
2,754 |
| 100 |
2,644.00 |
2,153.75 |
490.25 |
18.6% |
17.25 |
0.7% |
98% |
False |
False |
2,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,813.25 |
|
2.618 |
2,746.75 |
|
1.618 |
2,706.00 |
|
1.000 |
2,680.75 |
|
0.618 |
2,665.25 |
|
HIGH |
2,640.00 |
|
0.618 |
2,624.50 |
|
0.500 |
2,619.50 |
|
0.382 |
2,614.75 |
|
LOW |
2,599.25 |
|
0.618 |
2,574.00 |
|
1.000 |
2,558.50 |
|
1.618 |
2,533.25 |
|
2.618 |
2,492.50 |
|
4.250 |
2,426.00 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,628.50 |
2,623.50 |
| PP |
2,624.00 |
2,614.25 |
| S1 |
2,619.50 |
2,605.00 |
|