| 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 |
1,710.4 |
1,677.8 |
-32.6 |
-1.9% |
1,777.8 |
| High |
1,712.4 |
1,691.4 |
-21.0 |
-1.2% |
1,795.1 |
| Low |
1,666.1 |
1,675.0 |
8.9 |
0.5% |
1,680.0 |
| Close |
1,674.9 |
1,686.7 |
11.8 |
0.7% |
1,712.6 |
| Range |
46.3 |
16.4 |
-29.9 |
-64.6% |
115.1 |
| ATR |
30.8 |
29.8 |
-1.0 |
-3.3% |
0.0 |
| Volume |
6,998 |
23,982 |
16,984 |
242.7% |
57,655 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,733.6 |
1,726.5 |
1,695.7 |
|
| R3 |
1,717.2 |
1,710.1 |
1,691.2 |
|
| R2 |
1,700.8 |
1,700.8 |
1,689.7 |
|
| R1 |
1,693.7 |
1,693.7 |
1,688.2 |
1,697.3 |
| PP |
1,684.4 |
1,684.4 |
1,684.4 |
1,686.1 |
| S1 |
1,677.3 |
1,677.3 |
1,685.2 |
1,680.9 |
| S2 |
1,668.0 |
1,668.0 |
1,683.7 |
|
| S3 |
1,651.6 |
1,660.9 |
1,682.2 |
|
| S4 |
1,635.2 |
1,644.5 |
1,677.7 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,074.5 |
2,008.7 |
1,775.9 |
|
| R3 |
1,959.4 |
1,893.6 |
1,744.3 |
|
| R2 |
1,844.3 |
1,844.3 |
1,733.7 |
|
| R1 |
1,778.5 |
1,778.5 |
1,723.2 |
1,753.9 |
| PP |
1,729.2 |
1,729.2 |
1,729.2 |
1,716.9 |
| S1 |
1,663.4 |
1,663.4 |
1,702.0 |
1,638.8 |
| S2 |
1,614.1 |
1,614.1 |
1,691.5 |
|
| S3 |
1,499.0 |
1,548.3 |
1,680.9 |
|
| S4 |
1,383.9 |
1,433.2 |
1,649.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,729.6 |
1,666.1 |
63.5 |
3.8% |
27.2 |
1.6% |
32% |
False |
False |
13,402 |
| 10 |
1,795.1 |
1,666.1 |
129.0 |
7.6% |
32.1 |
1.9% |
16% |
False |
False |
11,336 |
| 20 |
1,795.1 |
1,666.1 |
129.0 |
7.6% |
28.0 |
1.7% |
16% |
False |
False |
8,246 |
| 40 |
1,795.1 |
1,618.2 |
176.9 |
10.5% |
26.6 |
1.6% |
39% |
False |
False |
7,092 |
| 60 |
1,795.1 |
1,528.6 |
266.5 |
15.8% |
27.8 |
1.6% |
59% |
False |
False |
5,650 |
| 80 |
1,802.3 |
1,528.6 |
273.7 |
16.2% |
28.7 |
1.7% |
58% |
False |
False |
4,685 |
| 100 |
1,808.5 |
1,528.6 |
279.9 |
16.6% |
28.9 |
1.7% |
56% |
False |
False |
3,874 |
| 120 |
1,835.0 |
1,528.6 |
306.4 |
18.2% |
31.8 |
1.9% |
52% |
False |
False |
3,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,761.1 |
|
2.618 |
1,734.3 |
|
1.618 |
1,717.9 |
|
1.000 |
1,707.8 |
|
0.618 |
1,701.5 |
|
HIGH |
1,691.4 |
|
0.618 |
1,685.1 |
|
0.500 |
1,683.2 |
|
0.382 |
1,681.3 |
|
LOW |
1,675.0 |
|
0.618 |
1,664.9 |
|
1.000 |
1,658.6 |
|
1.618 |
1,648.5 |
|
2.618 |
1,632.1 |
|
4.250 |
1,605.3 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,685.5 |
1,693.0 |
| PP |
1,684.4 |
1,690.9 |
| S1 |
1,683.2 |
1,688.8 |
|