| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1,692.9 |
1,711.3 |
18.4 |
1.1% |
1,718.3 |
| High |
1,709.3 |
1,721.7 |
12.4 |
0.7% |
1,721.7 |
| Low |
1,692.9 |
1,683.9 |
-9.0 |
-0.5% |
1,670.6 |
| Close |
1,704.1 |
1,716.9 |
12.8 |
0.8% |
1,716.9 |
| Range |
16.4 |
37.8 |
21.4 |
130.5% |
51.1 |
| ATR |
25.6 |
26.4 |
0.9 |
3.4% |
0.0 |
| Volume |
3,441 |
6,446 |
3,005 |
87.3% |
20,241 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,820.9 |
1,806.7 |
1,737.7 |
|
| R3 |
1,783.1 |
1,768.9 |
1,727.3 |
|
| R2 |
1,745.3 |
1,745.3 |
1,723.8 |
|
| R1 |
1,731.1 |
1,731.1 |
1,720.4 |
1,738.2 |
| PP |
1,707.5 |
1,707.5 |
1,707.5 |
1,711.1 |
| S1 |
1,693.3 |
1,693.3 |
1,713.4 |
1,700.4 |
| S2 |
1,669.7 |
1,669.7 |
1,710.0 |
|
| S3 |
1,631.9 |
1,655.5 |
1,706.5 |
|
| S4 |
1,594.1 |
1,617.7 |
1,696.1 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,856.4 |
1,837.7 |
1,745.0 |
|
| R3 |
1,805.3 |
1,786.6 |
1,731.0 |
|
| R2 |
1,754.2 |
1,754.2 |
1,726.3 |
|
| R1 |
1,735.5 |
1,735.5 |
1,721.6 |
1,719.3 |
| PP |
1,703.1 |
1,703.1 |
1,703.1 |
1,695.0 |
| S1 |
1,684.4 |
1,684.4 |
1,712.2 |
1,668.2 |
| S2 |
1,652.0 |
1,652.0 |
1,707.5 |
|
| S3 |
1,600.9 |
1,633.3 |
1,702.8 |
|
| S4 |
1,549.8 |
1,582.2 |
1,688.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,721.7 |
1,670.6 |
51.1 |
3.0% |
26.2 |
1.5% |
91% |
True |
False |
4,048 |
| 10 |
1,797.7 |
1,670.6 |
127.1 |
7.4% |
30.4 |
1.8% |
36% |
False |
False |
3,450 |
| 20 |
1,797.7 |
1,670.6 |
127.1 |
7.4% |
23.9 |
1.4% |
36% |
False |
False |
2,814 |
| 40 |
1,797.7 |
1,637.3 |
160.4 |
9.3% |
22.6 |
1.3% |
50% |
False |
False |
2,144 |
| 60 |
1,797.7 |
1,537.0 |
260.7 |
15.2% |
22.1 |
1.3% |
69% |
False |
False |
1,638 |
| 80 |
1,804.0 |
1,537.0 |
267.0 |
15.6% |
22.1 |
1.3% |
67% |
False |
False |
1,395 |
| 100 |
1,807.2 |
1,537.0 |
270.2 |
15.7% |
20.7 |
1.2% |
67% |
False |
False |
1,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,882.4 |
|
2.618 |
1,820.7 |
|
1.618 |
1,782.9 |
|
1.000 |
1,759.5 |
|
0.618 |
1,745.1 |
|
HIGH |
1,721.7 |
|
0.618 |
1,707.3 |
|
0.500 |
1,702.8 |
|
0.382 |
1,698.3 |
|
LOW |
1,683.9 |
|
0.618 |
1,660.5 |
|
1.000 |
1,646.1 |
|
1.618 |
1,622.7 |
|
2.618 |
1,584.9 |
|
4.250 |
1,523.3 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,712.2 |
1,711.4 |
| PP |
1,707.5 |
1,705.9 |
| S1 |
1,702.8 |
1,700.4 |
|