| 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 |
2,528.0 |
2,434.0 |
-94.0 |
-3.7% |
2,509.0 |
| High |
2,528.0 |
2,466.0 |
-62.0 |
-2.5% |
2,561.0 |
| Low |
2,427.0 |
2,434.0 |
7.0 |
0.3% |
2,484.0 |
| Close |
2,452.0 |
2,466.0 |
14.0 |
0.6% |
2,546.0 |
| Range |
101.0 |
32.0 |
-69.0 |
-68.3% |
77.0 |
| ATR |
46.0 |
45.0 |
-1.0 |
-2.2% |
0.0 |
| Volume |
1,786,585 |
1,197,288 |
-589,297 |
-33.0% |
5,674,535 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,551.3 |
2,540.7 |
2,483.6 |
|
| R3 |
2,519.3 |
2,508.7 |
2,474.8 |
|
| R2 |
2,487.3 |
2,487.3 |
2,471.9 |
|
| R1 |
2,476.7 |
2,476.7 |
2,468.9 |
2,482.0 |
| PP |
2,455.3 |
2,455.3 |
2,455.3 |
2,458.0 |
| S1 |
2,444.7 |
2,444.7 |
2,463.1 |
2,450.0 |
| S2 |
2,423.3 |
2,423.3 |
2,460.1 |
|
| S3 |
2,391.3 |
2,412.7 |
2,457.2 |
|
| S4 |
2,359.3 |
2,380.7 |
2,448.4 |
|
|
| 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 |
5.4% |
49.6 |
2.0% |
29% |
False |
False |
1,190,329 |
| 10 |
2,561.0 |
2,427.0 |
134.0 |
5.4% |
43.2 |
1.8% |
29% |
False |
False |
1,128,475 |
| 20 |
2,561.0 |
2,427.0 |
134.0 |
5.4% |
41.1 |
1.7% |
29% |
False |
False |
1,076,288 |
| 40 |
2,561.0 |
2,298.0 |
263.0 |
10.7% |
41.4 |
1.7% |
64% |
False |
False |
1,058,791 |
| 60 |
2,561.0 |
2,162.0 |
399.0 |
16.2% |
45.6 |
1.8% |
76% |
False |
False |
961,393 |
| 80 |
2,561.0 |
2,059.0 |
502.0 |
20.4% |
50.6 |
2.1% |
81% |
False |
False |
734,644 |
| 100 |
2,561.0 |
2,059.0 |
502.0 |
20.4% |
56.0 |
2.3% |
81% |
False |
False |
589,780 |
| 120 |
2,561.0 |
1,927.0 |
634.0 |
25.7% |
58.3 |
2.4% |
85% |
False |
False |
492,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,602.0 |
|
2.618 |
2,549.8 |
|
1.618 |
2,517.8 |
|
1.000 |
2,498.0 |
|
0.618 |
2,485.8 |
|
HIGH |
2,466.0 |
|
0.618 |
2,453.8 |
|
0.500 |
2,450.0 |
|
0.382 |
2,446.2 |
|
LOW |
2,434.0 |
|
0.618 |
2,414.2 |
|
1.000 |
2,402.0 |
|
1.618 |
2,382.2 |
|
2.618 |
2,350.2 |
|
4.250 |
2,298.0 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,460.7 |
2,484.0 |
| PP |
2,455.3 |
2,478.0 |
| S1 |
2,450.0 |
2,472.0 |
|