| 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 |
2,601.75 |
2,634.75 |
33.00 |
1.3% |
2,639.00 |
| High |
2,640.00 |
2,647.75 |
7.75 |
0.3% |
2,647.75 |
| Low |
2,599.25 |
2,626.50 |
27.25 |
1.0% |
2,569.75 |
| Close |
2,633.00 |
2,643.75 |
10.75 |
0.4% |
2,643.75 |
| Range |
40.75 |
21.25 |
-19.50 |
-47.9% |
78.00 |
| ATR |
28.78 |
28.24 |
-0.54 |
-1.9% |
0.00 |
| Volume |
179,786 |
200,014 |
20,228 |
11.3% |
416,029 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,703.00 |
2,694.75 |
2,655.50 |
|
| R3 |
2,681.75 |
2,673.50 |
2,649.50 |
|
| R2 |
2,660.50 |
2,660.50 |
2,647.75 |
|
| R1 |
2,652.25 |
2,652.25 |
2,645.75 |
2,656.50 |
| PP |
2,639.25 |
2,639.25 |
2,639.25 |
2,641.50 |
| S1 |
2,631.00 |
2,631.00 |
2,641.75 |
2,635.00 |
| S2 |
2,618.00 |
2,618.00 |
2,639.75 |
|
| S3 |
2,596.75 |
2,609.75 |
2,638.00 |
|
| S4 |
2,575.50 |
2,588.50 |
2,632.00 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,854.50 |
2,827.00 |
2,686.75 |
|
| R3 |
2,776.50 |
2,749.00 |
2,665.25 |
|
| R2 |
2,698.50 |
2,698.50 |
2,658.00 |
|
| R1 |
2,671.00 |
2,671.00 |
2,651.00 |
2,684.75 |
| PP |
2,620.50 |
2,620.50 |
2,620.50 |
2,627.25 |
| S1 |
2,593.00 |
2,593.00 |
2,636.50 |
2,606.75 |
| S2 |
2,542.50 |
2,542.50 |
2,629.50 |
|
| S3 |
2,464.50 |
2,515.00 |
2,622.25 |
|
| S4 |
2,386.50 |
2,437.00 |
2,600.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,647.75 |
2,569.75 |
78.00 |
3.0% |
33.25 |
1.3% |
95% |
True |
False |
83,205 |
| 10 |
2,647.75 |
2,569.75 |
78.00 |
3.0% |
30.75 |
1.2% |
95% |
True |
False |
41,829 |
| 20 |
2,647.75 |
2,530.75 |
117.00 |
4.4% |
28.50 |
1.1% |
97% |
True |
False |
20,975 |
| 40 |
2,647.75 |
2,350.00 |
297.75 |
11.3% |
24.50 |
0.9% |
99% |
True |
False |
10,501 |
| 60 |
2,647.75 |
2,206.50 |
441.25 |
16.7% |
22.75 |
0.9% |
99% |
True |
False |
7,004 |
| 80 |
2,647.75 |
2,153.75 |
494.00 |
18.7% |
20.50 |
0.8% |
99% |
True |
False |
5,254 |
| 100 |
2,647.75 |
2,153.75 |
494.00 |
18.7% |
17.50 |
0.7% |
99% |
True |
False |
4,204 |
| 120 |
2,647.75 |
2,067.00 |
580.75 |
22.0% |
15.75 |
0.6% |
99% |
True |
False |
3,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,738.00 |
|
2.618 |
2,703.50 |
|
1.618 |
2,682.25 |
|
1.000 |
2,669.00 |
|
0.618 |
2,661.00 |
|
HIGH |
2,647.75 |
|
0.618 |
2,639.75 |
|
0.500 |
2,637.00 |
|
0.382 |
2,634.50 |
|
LOW |
2,626.50 |
|
0.618 |
2,613.25 |
|
1.000 |
2,605.25 |
|
1.618 |
2,592.00 |
|
2.618 |
2,570.75 |
|
4.250 |
2,536.25 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,641.50 |
2,634.50 |
| PP |
2,639.25 |
2,625.50 |
| S1 |
2,637.00 |
2,616.50 |
|