| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1,718.3 |
1,713.6 |
-4.7 |
-0.3% |
1,781.6 |
| High |
1,720.4 |
1,715.0 |
-5.4 |
-0.3% |
1,797.7 |
| Low |
1,701.7 |
1,670.6 |
-31.1 |
-1.8% |
1,695.8 |
| Close |
1,709.3 |
1,677.5 |
-31.8 |
-1.9% |
1,715.2 |
| Range |
18.7 |
44.4 |
25.7 |
137.4% |
101.9 |
| ATR |
25.5 |
26.8 |
1.4 |
5.3% |
0.0 |
| Volume |
2,604 |
3,011 |
407 |
15.6% |
14,264 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,820.9 |
1,793.6 |
1,701.9 |
|
| R3 |
1,776.5 |
1,749.2 |
1,689.7 |
|
| R2 |
1,732.1 |
1,732.1 |
1,685.6 |
|
| R1 |
1,704.8 |
1,704.8 |
1,681.6 |
1,696.3 |
| PP |
1,687.7 |
1,687.7 |
1,687.7 |
1,683.4 |
| S1 |
1,660.4 |
1,660.4 |
1,673.4 |
1,651.9 |
| S2 |
1,643.3 |
1,643.3 |
1,669.4 |
|
| S3 |
1,598.9 |
1,616.0 |
1,665.3 |
|
| S4 |
1,554.5 |
1,571.6 |
1,653.1 |
|
|
| 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 |
1,670.6 |
127.1 |
7.6% |
40.2 |
2.4% |
5% |
False |
True |
2,572 |
| 10 |
1,797.7 |
1,670.6 |
127.1 |
7.6% |
28.7 |
1.7% |
5% |
False |
True |
2,587 |
| 20 |
1,797.7 |
1,670.6 |
127.1 |
7.6% |
24.6 |
1.5% |
5% |
False |
True |
2,294 |
| 40 |
1,797.7 |
1,615.6 |
182.1 |
10.9% |
22.0 |
1.3% |
34% |
False |
False |
1,862 |
| 60 |
1,797.7 |
1,537.0 |
260.7 |
15.5% |
22.5 |
1.3% |
54% |
False |
False |
1,424 |
| 80 |
1,804.0 |
1,537.0 |
267.0 |
15.9% |
22.2 |
1.3% |
53% |
False |
False |
1,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,903.7 |
|
2.618 |
1,831.2 |
|
1.618 |
1,786.8 |
|
1.000 |
1,759.4 |
|
0.618 |
1,742.4 |
|
HIGH |
1,715.0 |
|
0.618 |
1,698.0 |
|
0.500 |
1,692.8 |
|
0.382 |
1,687.6 |
|
LOW |
1,670.6 |
|
0.618 |
1,643.2 |
|
1.000 |
1,626.2 |
|
1.618 |
1,598.8 |
|
2.618 |
1,554.4 |
|
4.250 |
1,481.9 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,692.8 |
1,700.0 |
| PP |
1,687.7 |
1,692.5 |
| S1 |
1,682.6 |
1,685.0 |
|