| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1,710.8 |
1,725.6 |
14.8 |
0.9% |
1,781.6 |
| High |
1,731.0 |
1,729.3 |
-1.7 |
-0.1% |
1,797.7 |
| Low |
1,710.1 |
1,714.2 |
4.1 |
0.2% |
1,695.8 |
| Close |
1,727.6 |
1,715.2 |
-12.4 |
-0.7% |
1,715.2 |
| Range |
20.9 |
15.1 |
-5.8 |
-27.8% |
101.9 |
| ATR |
26.8 |
26.0 |
-0.8 |
-3.1% |
0.0 |
| Volume |
3,242 |
2,436 |
-806 |
-24.9% |
14,264 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,764.9 |
1,755.1 |
1,723.5 |
|
| R3 |
1,749.8 |
1,740.0 |
1,719.4 |
|
| R2 |
1,734.7 |
1,734.7 |
1,718.0 |
|
| R1 |
1,724.9 |
1,724.9 |
1,716.6 |
1,722.3 |
| PP |
1,719.6 |
1,719.6 |
1,719.6 |
1,718.2 |
| S1 |
1,709.8 |
1,709.8 |
1,713.8 |
1,707.2 |
| S2 |
1,704.5 |
1,704.5 |
1,712.4 |
|
| S3 |
1,689.4 |
1,694.7 |
1,711.0 |
|
| S4 |
1,674.3 |
1,679.6 |
1,706.9 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,041.9 |
1,980.5 |
1,771.2 |
|
| R3 |
1,940.0 |
1,878.6 |
1,743.2 |
|
| R2 |
1,838.1 |
1,838.1 |
1,733.9 |
|
| R1 |
1,776.7 |
1,776.7 |
1,724.5 |
1,756.5 |
| PP |
1,736.2 |
1,736.2 |
1,736.2 |
1,726.1 |
| S1 |
1,674.8 |
1,674.8 |
1,705.9 |
1,654.6 |
| S2 |
1,634.3 |
1,634.3 |
1,696.5 |
|
| S3 |
1,532.4 |
1,572.9 |
1,687.2 |
|
| S4 |
1,430.5 |
1,471.0 |
1,659.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,797.7 |
1,695.8 |
101.9 |
5.9% |
34.6 |
2.0% |
19% |
False |
False |
2,852 |
| 10 |
1,797.7 |
1,695.8 |
101.9 |
5.9% |
26.6 |
1.5% |
19% |
False |
False |
2,555 |
| 20 |
1,797.7 |
1,695.8 |
101.9 |
5.9% |
24.4 |
1.4% |
19% |
False |
False |
2,251 |
| 40 |
1,797.7 |
1,608.0 |
189.7 |
11.1% |
21.6 |
1.3% |
57% |
False |
False |
1,789 |
| 60 |
1,797.7 |
1,537.0 |
260.7 |
15.2% |
22.2 |
1.3% |
68% |
False |
False |
1,348 |
| 80 |
1,807.2 |
1,537.0 |
270.2 |
15.8% |
22.0 |
1.3% |
66% |
False |
False |
1,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,793.5 |
|
2.618 |
1,768.8 |
|
1.618 |
1,753.7 |
|
1.000 |
1,744.4 |
|
0.618 |
1,738.6 |
|
HIGH |
1,729.3 |
|
0.618 |
1,723.5 |
|
0.500 |
1,721.8 |
|
0.382 |
1,720.0 |
|
LOW |
1,714.2 |
|
0.618 |
1,704.9 |
|
1.000 |
1,699.1 |
|
1.618 |
1,689.8 |
|
2.618 |
1,674.7 |
|
4.250 |
1,650.0 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,721.8 |
1,746.8 |
| PP |
1,719.6 |
1,736.2 |
| S1 |
1,717.4 |
1,725.7 |
|