| 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 |
1,690.0 |
1,703.8 |
13.8 |
0.8% |
1,715.5 |
| High |
1,707.1 |
1,719.2 |
12.1 |
0.7% |
1,719.8 |
| Low |
1,687.4 |
1,679.9 |
-7.5 |
-0.4% |
1,666.1 |
| Close |
1,701.5 |
1,714.3 |
12.8 |
0.8% |
1,714.3 |
| Range |
19.7 |
39.3 |
19.6 |
99.5% |
53.7 |
| ATR |
29.1 |
29.9 |
0.7 |
2.5% |
0.0 |
| Volume |
22,921 |
27,125 |
4,204 |
18.3% |
91,025 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,822.4 |
1,807.6 |
1,735.9 |
|
| R3 |
1,783.1 |
1,768.3 |
1,725.1 |
|
| R2 |
1,743.8 |
1,743.8 |
1,721.5 |
|
| R1 |
1,729.0 |
1,729.0 |
1,717.9 |
1,736.4 |
| PP |
1,704.5 |
1,704.5 |
1,704.5 |
1,708.2 |
| S1 |
1,689.7 |
1,689.7 |
1,710.7 |
1,697.1 |
| S2 |
1,665.2 |
1,665.2 |
1,707.1 |
|
| S3 |
1,625.9 |
1,650.4 |
1,703.5 |
|
| S4 |
1,586.6 |
1,611.1 |
1,692.7 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,861.2 |
1,841.4 |
1,743.8 |
|
| R3 |
1,807.5 |
1,787.7 |
1,729.1 |
|
| R2 |
1,753.8 |
1,753.8 |
1,724.1 |
|
| R1 |
1,734.0 |
1,734.0 |
1,719.2 |
1,717.1 |
| PP |
1,700.1 |
1,700.1 |
1,700.1 |
1,691.6 |
| S1 |
1,680.3 |
1,680.3 |
1,709.4 |
1,663.4 |
| S2 |
1,646.4 |
1,646.4 |
1,704.5 |
|
| S3 |
1,592.7 |
1,626.6 |
1,699.5 |
|
| S4 |
1,539.0 |
1,572.9 |
1,684.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,719.8 |
1,666.1 |
53.7 |
3.1% |
28.8 |
1.7% |
90% |
False |
False |
18,205 |
| 10 |
1,795.1 |
1,666.1 |
129.0 |
7.5% |
35.2 |
2.1% |
37% |
False |
False |
14,868 |
| 20 |
1,795.1 |
1,666.1 |
129.0 |
7.5% |
28.3 |
1.7% |
37% |
False |
False |
10,163 |
| 40 |
1,795.1 |
1,632.3 |
162.8 |
9.5% |
27.0 |
1.6% |
50% |
False |
False |
8,090 |
| 60 |
1,795.1 |
1,528.6 |
266.5 |
15.5% |
27.5 |
1.6% |
70% |
False |
False |
6,403 |
| 80 |
1,802.3 |
1,528.6 |
273.7 |
16.0% |
28.5 |
1.7% |
68% |
False |
False |
5,280 |
| 100 |
1,808.5 |
1,528.6 |
279.9 |
16.3% |
29.1 |
1.7% |
66% |
False |
False |
4,368 |
| 120 |
1,835.0 |
1,528.6 |
306.4 |
17.9% |
31.6 |
1.8% |
61% |
False |
False |
3,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,886.2 |
|
2.618 |
1,822.1 |
|
1.618 |
1,782.8 |
|
1.000 |
1,758.5 |
|
0.618 |
1,743.5 |
|
HIGH |
1,719.2 |
|
0.618 |
1,704.2 |
|
0.500 |
1,699.6 |
|
0.382 |
1,694.9 |
|
LOW |
1,679.9 |
|
0.618 |
1,655.6 |
|
1.000 |
1,640.6 |
|
1.618 |
1,616.3 |
|
2.618 |
1,577.0 |
|
4.250 |
1,512.9 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,709.4 |
1,708.6 |
| PP |
1,704.5 |
1,702.8 |
| S1 |
1,699.6 |
1,697.1 |
|