| 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 |
2,538.0 |
2,528.0 |
-10.0 |
-0.4% |
2,509.0 |
| High |
2,541.0 |
2,528.0 |
-13.0 |
-0.5% |
2,561.0 |
| Low |
2,512.0 |
2,427.0 |
-85.0 |
-3.4% |
2,484.0 |
| Close |
2,539.0 |
2,452.0 |
-87.0 |
-3.4% |
2,546.0 |
| Range |
29.0 |
101.0 |
72.0 |
248.3% |
77.0 |
| ATR |
40.9 |
46.0 |
5.1 |
12.4% |
0.0 |
| Volume |
835,730 |
1,786,585 |
950,855 |
113.8% |
5,674,535 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,772.0 |
2,713.0 |
2,507.6 |
|
| R3 |
2,671.0 |
2,612.0 |
2,479.8 |
|
| R2 |
2,570.0 |
2,570.0 |
2,470.5 |
|
| R1 |
2,511.0 |
2,511.0 |
2,461.3 |
2,490.0 |
| PP |
2,469.0 |
2,469.0 |
2,469.0 |
2,458.5 |
| S1 |
2,410.0 |
2,410.0 |
2,442.7 |
2,389.0 |
| S2 |
2,368.0 |
2,368.0 |
2,433.5 |
|
| S3 |
2,267.0 |
2,309.0 |
2,424.2 |
|
| S4 |
2,166.0 |
2,208.0 |
2,396.5 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,761.3 |
2,730.7 |
2,588.4 |
|
| R3 |
2,684.3 |
2,653.7 |
2,567.2 |
|
| R2 |
2,607.3 |
2,607.3 |
2,560.1 |
|
| R1 |
2,576.7 |
2,576.7 |
2,553.1 |
2,592.0 |
| PP |
2,530.3 |
2,530.3 |
2,530.3 |
2,538.0 |
| S1 |
2,499.7 |
2,499.7 |
2,538.9 |
2,515.0 |
| S2 |
2,453.3 |
2,453.3 |
2,531.9 |
|
| S3 |
2,376.3 |
2,422.7 |
2,524.8 |
|
| S4 |
2,299.3 |
2,345.7 |
2,503.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,561.0 |
2,427.0 |
134.0 |
5.5% |
51.8 |
2.1% |
19% |
False |
True |
1,248,140 |
| 10 |
2,561.0 |
2,427.0 |
134.0 |
5.5% |
43.5 |
1.8% |
19% |
False |
True |
1,100,466 |
| 20 |
2,561.0 |
2,427.0 |
134.0 |
5.5% |
41.3 |
1.7% |
19% |
False |
True |
1,062,840 |
| 40 |
2,561.0 |
2,272.0 |
289.0 |
11.8% |
41.5 |
1.7% |
62% |
False |
False |
1,049,156 |
| 60 |
2,561.0 |
2,162.0 |
399.0 |
16.3% |
46.7 |
1.9% |
73% |
False |
False |
945,092 |
| 80 |
2,561.0 |
2,059.0 |
502.0 |
20.5% |
51.1 |
2.1% |
78% |
False |
False |
719,684 |
| 100 |
2,561.0 |
2,059.0 |
502.0 |
20.5% |
56.2 |
2.3% |
78% |
False |
False |
577,814 |
| 120 |
2,561.0 |
1,927.0 |
634.0 |
25.9% |
58.5 |
2.4% |
83% |
False |
False |
482,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,957.3 |
|
2.618 |
2,792.4 |
|
1.618 |
2,691.4 |
|
1.000 |
2,629.0 |
|
0.618 |
2,590.4 |
|
HIGH |
2,528.0 |
|
0.618 |
2,489.4 |
|
0.500 |
2,477.5 |
|
0.382 |
2,465.6 |
|
LOW |
2,427.0 |
|
0.618 |
2,364.6 |
|
1.000 |
2,326.0 |
|
1.618 |
2,263.6 |
|
2.618 |
2,162.6 |
|
4.250 |
1,997.8 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,477.5 |
2,493.5 |
| PP |
2,469.0 |
2,479.7 |
| S1 |
2,460.5 |
2,465.8 |
|