| Trading Metrics calculated at close of trading on 08-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1,681.6 |
1,692.9 |
11.3 |
0.7% |
1,781.6 |
| High |
1,693.0 |
1,709.3 |
16.3 |
1.0% |
1,797.7 |
| Low |
1,679.1 |
1,692.9 |
13.8 |
0.8% |
1,695.8 |
| Close |
1,689.4 |
1,704.1 |
14.7 |
0.9% |
1,715.2 |
| Range |
13.9 |
16.4 |
2.5 |
18.0% |
101.9 |
| ATR |
26.0 |
25.6 |
-0.4 |
-1.7% |
0.0 |
| Volume |
4,739 |
3,441 |
-1,298 |
-27.4% |
14,264 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,751.3 |
1,744.1 |
1,713.1 |
|
| R3 |
1,734.9 |
1,727.7 |
1,708.6 |
|
| R2 |
1,718.5 |
1,718.5 |
1,707.1 |
|
| R1 |
1,711.3 |
1,711.3 |
1,705.6 |
1,714.9 |
| PP |
1,702.1 |
1,702.1 |
1,702.1 |
1,703.9 |
| S1 |
1,694.9 |
1,694.9 |
1,702.6 |
1,698.5 |
| S2 |
1,685.7 |
1,685.7 |
1,701.1 |
|
| S3 |
1,669.3 |
1,678.5 |
1,699.6 |
|
| S4 |
1,652.9 |
1,662.1 |
1,695.1 |
|
|
| 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 |
1,729.3 |
1,670.6 |
58.7 |
3.4% |
21.7 |
1.3% |
57% |
False |
False |
3,246 |
| 10 |
1,797.7 |
1,670.6 |
127.1 |
7.5% |
27.4 |
1.6% |
26% |
False |
False |
2,870 |
| 20 |
1,797.7 |
1,670.6 |
127.1 |
7.5% |
23.2 |
1.4% |
26% |
False |
False |
2,594 |
| 40 |
1,797.7 |
1,637.3 |
160.4 |
9.4% |
21.9 |
1.3% |
42% |
False |
False |
2,025 |
| 60 |
1,797.7 |
1,537.0 |
260.7 |
15.3% |
22.1 |
1.3% |
64% |
False |
False |
1,540 |
| 80 |
1,804.0 |
1,537.0 |
267.0 |
15.7% |
22.0 |
1.3% |
63% |
False |
False |
1,329 |
| 100 |
1,807.2 |
1,537.0 |
270.2 |
15.9% |
20.5 |
1.2% |
62% |
False |
False |
1,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,779.0 |
|
2.618 |
1,752.2 |
|
1.618 |
1,735.8 |
|
1.000 |
1,725.7 |
|
0.618 |
1,719.4 |
|
HIGH |
1,709.3 |
|
0.618 |
1,703.0 |
|
0.500 |
1,701.1 |
|
0.382 |
1,699.2 |
|
LOW |
1,692.9 |
|
0.618 |
1,682.8 |
|
1.000 |
1,676.5 |
|
1.618 |
1,666.4 |
|
2.618 |
1,650.0 |
|
4.250 |
1,623.2 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,703.1 |
1,700.3 |
| PP |
1,702.1 |
1,696.6 |
| S1 |
1,701.1 |
1,692.8 |
|