| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1,362.25 |
1,374.50 |
12.25 |
0.9% |
1,363.25 |
| High |
1,375.25 |
1,377.00 |
1.75 |
0.1% |
1,377.25 |
| Low |
1,358.75 |
1,365.00 |
6.25 |
0.5% |
1,353.00 |
| Close |
1,374.50 |
1,368.75 |
-5.75 |
-0.4% |
1,368.75 |
| Range |
16.50 |
12.00 |
-4.50 |
-27.3% |
24.25 |
| ATR |
14.96 |
14.75 |
-0.21 |
-1.4% |
0.00 |
| Volume |
1,966,089 |
1,458,860 |
-507,229 |
-25.8% |
8,908,763 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,406.25 |
1,399.50 |
1,375.25 |
|
| R3 |
1,394.25 |
1,387.50 |
1,372.00 |
|
| R2 |
1,382.25 |
1,382.25 |
1,371.00 |
|
| R1 |
1,375.50 |
1,375.50 |
1,369.75 |
1,373.00 |
| PP |
1,370.25 |
1,370.25 |
1,370.25 |
1,369.00 |
| S1 |
1,363.50 |
1,363.50 |
1,367.75 |
1,361.00 |
| S2 |
1,358.25 |
1,358.25 |
1,366.50 |
|
| S3 |
1,346.25 |
1,351.50 |
1,365.50 |
|
| S4 |
1,334.25 |
1,339.50 |
1,362.25 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,439.00 |
1,428.25 |
1,382.00 |
|
| R3 |
1,414.75 |
1,404.00 |
1,375.50 |
|
| R2 |
1,390.50 |
1,390.50 |
1,373.25 |
|
| R1 |
1,379.75 |
1,379.75 |
1,371.00 |
1,385.00 |
| PP |
1,366.25 |
1,366.25 |
1,366.25 |
1,369.00 |
| S1 |
1,355.50 |
1,355.50 |
1,366.50 |
1,361.00 |
| S2 |
1,342.00 |
1,342.00 |
1,364.25 |
|
| S3 |
1,317.75 |
1,331.25 |
1,362.00 |
|
| S4 |
1,293.50 |
1,307.00 |
1,355.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,377.25 |
1,353.00 |
24.25 |
1.8% |
15.25 |
1.1% |
65% |
False |
False |
1,781,752 |
| 10 |
1,377.25 |
1,350.25 |
27.00 |
2.0% |
13.00 |
0.9% |
69% |
False |
False |
1,593,690 |
| 20 |
1,377.25 |
1,320.00 |
57.25 |
4.2% |
14.00 |
1.0% |
85% |
False |
False |
1,627,079 |
| 40 |
1,377.25 |
1,259.75 |
117.50 |
8.6% |
14.75 |
1.1% |
93% |
False |
False |
1,616,119 |
| 60 |
1,377.25 |
1,195.50 |
181.75 |
13.3% |
17.25 |
1.3% |
95% |
False |
False |
1,544,313 |
| 80 |
1,377.25 |
1,141.75 |
235.50 |
17.2% |
20.00 |
1.5% |
96% |
False |
False |
1,161,060 |
| 100 |
1,377.25 |
1,141.75 |
235.50 |
17.2% |
21.75 |
1.6% |
96% |
False |
False |
929,302 |
| 120 |
1,377.25 |
1,062.00 |
315.25 |
23.0% |
24.25 |
1.8% |
97% |
False |
False |
774,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,428.00 |
|
2.618 |
1,408.50 |
|
1.618 |
1,396.50 |
|
1.000 |
1,389.00 |
|
0.618 |
1,384.50 |
|
HIGH |
1,377.00 |
|
0.618 |
1,372.50 |
|
0.500 |
1,371.00 |
|
0.382 |
1,369.50 |
|
LOW |
1,365.00 |
|
0.618 |
1,357.50 |
|
1.000 |
1,353.00 |
|
1.618 |
1,345.50 |
|
2.618 |
1,333.50 |
|
4.250 |
1,314.00 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,371.00 |
1,368.25 |
| PP |
1,370.25 |
1,367.50 |
| S1 |
1,369.50 |
1,367.00 |
|