| Trading Metrics calculated at close of trading on 05-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1,725.6 |
1,718.3 |
-7.3 |
-0.4% |
1,781.6 |
| High |
1,729.3 |
1,720.4 |
-8.9 |
-0.5% |
1,797.7 |
| Low |
1,714.2 |
1,701.7 |
-12.5 |
-0.7% |
1,695.8 |
| Close |
1,715.2 |
1,709.3 |
-5.9 |
-0.3% |
1,715.2 |
| Range |
15.1 |
18.7 |
3.6 |
23.8% |
101.9 |
| ATR |
26.0 |
25.5 |
-0.5 |
-2.0% |
0.0 |
| Volume |
2,436 |
2,604 |
168 |
6.9% |
14,264 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,766.6 |
1,756.6 |
1,719.6 |
|
| R3 |
1,747.9 |
1,737.9 |
1,714.4 |
|
| R2 |
1,729.2 |
1,729.2 |
1,712.7 |
|
| R1 |
1,719.2 |
1,719.2 |
1,711.0 |
1,714.9 |
| PP |
1,710.5 |
1,710.5 |
1,710.5 |
1,708.3 |
| S1 |
1,700.5 |
1,700.5 |
1,707.6 |
1,696.2 |
| S2 |
1,691.8 |
1,691.8 |
1,705.9 |
|
| S3 |
1,673.1 |
1,681.8 |
1,704.2 |
|
| S4 |
1,654.4 |
1,663.1 |
1,699.0 |
|
|
| 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 |
6.0% |
35.4 |
2.1% |
13% |
False |
False |
2,588 |
| 10 |
1,797.7 |
1,695.8 |
101.9 |
6.0% |
26.8 |
1.6% |
13% |
False |
False |
2,571 |
| 20 |
1,797.7 |
1,695.8 |
101.9 |
6.0% |
23.5 |
1.4% |
13% |
False |
False |
2,280 |
| 40 |
1,797.7 |
1,615.6 |
182.1 |
10.7% |
21.4 |
1.3% |
51% |
False |
False |
1,807 |
| 60 |
1,797.7 |
1,537.0 |
260.7 |
15.3% |
22.0 |
1.3% |
66% |
False |
False |
1,388 |
| 80 |
1,807.2 |
1,537.0 |
270.2 |
15.8% |
21.8 |
1.3% |
64% |
False |
False |
1,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,799.9 |
|
2.618 |
1,769.4 |
|
1.618 |
1,750.7 |
|
1.000 |
1,739.1 |
|
0.618 |
1,732.0 |
|
HIGH |
1,720.4 |
|
0.618 |
1,713.3 |
|
0.500 |
1,711.1 |
|
0.382 |
1,708.8 |
|
LOW |
1,701.7 |
|
0.618 |
1,690.1 |
|
1.000 |
1,683.0 |
|
1.618 |
1,671.4 |
|
2.618 |
1,652.7 |
|
4.250 |
1,622.2 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,711.1 |
1,716.4 |
| PP |
1,710.5 |
1,714.0 |
| S1 |
1,709.9 |
1,711.7 |
|