| 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 |
1,713.6 |
1,681.6 |
-32.0 |
-1.9% |
1,781.6 |
| High |
1,715.0 |
1,693.0 |
-22.0 |
-1.3% |
1,797.7 |
| Low |
1,670.6 |
1,679.1 |
8.5 |
0.5% |
1,695.8 |
| Close |
1,677.5 |
1,689.4 |
11.9 |
0.7% |
1,715.2 |
| Range |
44.4 |
13.9 |
-30.5 |
-68.7% |
101.9 |
| ATR |
26.8 |
26.0 |
-0.8 |
-3.0% |
0.0 |
| Volume |
3,011 |
4,739 |
1,728 |
57.4% |
14,264 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,728.9 |
1,723.0 |
1,697.0 |
|
| R3 |
1,715.0 |
1,709.1 |
1,693.2 |
|
| R2 |
1,701.1 |
1,701.1 |
1,691.9 |
|
| R1 |
1,695.2 |
1,695.2 |
1,690.7 |
1,698.2 |
| PP |
1,687.2 |
1,687.2 |
1,687.2 |
1,688.6 |
| S1 |
1,681.3 |
1,681.3 |
1,688.1 |
1,684.3 |
| S2 |
1,673.3 |
1,673.3 |
1,686.9 |
|
| S3 |
1,659.4 |
1,667.4 |
1,685.6 |
|
| S4 |
1,645.5 |
1,653.5 |
1,681.8 |
|
|
| 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 |
1,731.0 |
1,670.6 |
60.4 |
3.6% |
22.6 |
1.3% |
31% |
False |
False |
3,206 |
| 10 |
1,797.7 |
1,670.6 |
127.1 |
7.5% |
27.2 |
1.6% |
15% |
False |
False |
2,743 |
| 20 |
1,797.7 |
1,670.6 |
127.1 |
7.5% |
23.5 |
1.4% |
15% |
False |
False |
2,495 |
| 40 |
1,797.7 |
1,624.1 |
173.6 |
10.3% |
22.0 |
1.3% |
38% |
False |
False |
1,961 |
| 60 |
1,797.7 |
1,537.0 |
260.7 |
15.4% |
22.0 |
1.3% |
58% |
False |
False |
1,493 |
| 80 |
1,804.0 |
1,537.0 |
267.0 |
15.8% |
22.0 |
1.3% |
57% |
False |
False |
1,303 |
| 100 |
1,807.2 |
1,537.0 |
270.2 |
16.0% |
20.4 |
1.2% |
56% |
False |
False |
1,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,752.1 |
|
2.618 |
1,729.4 |
|
1.618 |
1,715.5 |
|
1.000 |
1,706.9 |
|
0.618 |
1,701.6 |
|
HIGH |
1,693.0 |
|
0.618 |
1,687.7 |
|
0.500 |
1,686.1 |
|
0.382 |
1,684.4 |
|
LOW |
1,679.1 |
|
0.618 |
1,670.5 |
|
1.000 |
1,665.2 |
|
1.618 |
1,656.6 |
|
2.618 |
1,642.7 |
|
4.250 |
1,620.0 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,688.3 |
1,695.5 |
| PP |
1,687.2 |
1,693.5 |
| S1 |
1,686.1 |
1,691.4 |
|