| 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 |
1,364.00 |
1,341.50 |
-22.50 |
-1.6% |
1,363.25 |
| High |
1,365.75 |
1,354.25 |
-11.50 |
-0.8% |
1,377.25 |
| Low |
1,338.50 |
1,341.25 |
2.75 |
0.2% |
1,353.00 |
| Close |
1,342.00 |
1,352.75 |
10.75 |
0.8% |
1,368.75 |
| Range |
27.25 |
13.00 |
-14.25 |
-52.3% |
24.25 |
| ATR |
15.43 |
15.26 |
-0.17 |
-1.1% |
0.00 |
| Volume |
2,446,910 |
1,888,277 |
-558,633 |
-22.8% |
8,908,763 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,388.50 |
1,383.50 |
1,360.00 |
|
| R3 |
1,375.50 |
1,370.50 |
1,356.25 |
|
| R2 |
1,362.50 |
1,362.50 |
1,355.25 |
|
| R1 |
1,357.50 |
1,357.50 |
1,354.00 |
1,360.00 |
| PP |
1,349.50 |
1,349.50 |
1,349.50 |
1,350.50 |
| S1 |
1,344.50 |
1,344.50 |
1,351.50 |
1,347.00 |
| S2 |
1,336.50 |
1,336.50 |
1,350.25 |
|
| S3 |
1,323.50 |
1,331.50 |
1,349.25 |
|
| S4 |
1,310.50 |
1,318.50 |
1,345.50 |
|
|
| 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 |
1,377.00 |
1,338.50 |
38.50 |
2.8% |
16.00 |
1.2% |
37% |
False |
False |
1,857,754 |
| 10 |
1,377.25 |
1,338.50 |
38.75 |
2.9% |
14.75 |
1.1% |
37% |
False |
False |
1,753,173 |
| 20 |
1,377.25 |
1,333.75 |
43.50 |
3.2% |
14.25 |
1.0% |
44% |
False |
False |
1,700,542 |
| 40 |
1,377.25 |
1,272.75 |
104.50 |
7.7% |
15.00 |
1.1% |
77% |
False |
False |
1,657,686 |
| 60 |
1,377.25 |
1,195.50 |
181.75 |
13.4% |
16.75 |
1.2% |
87% |
False |
False |
1,614,878 |
| 80 |
1,377.25 |
1,141.75 |
235.50 |
17.4% |
19.25 |
1.4% |
90% |
False |
False |
1,234,248 |
| 100 |
1,377.25 |
1,141.75 |
235.50 |
17.4% |
21.50 |
1.6% |
90% |
False |
False |
987,899 |
| 120 |
1,377.25 |
1,062.00 |
315.25 |
23.3% |
23.75 |
1.8% |
92% |
False |
False |
823,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,409.50 |
|
2.618 |
1,388.25 |
|
1.618 |
1,375.25 |
|
1.000 |
1,367.25 |
|
0.618 |
1,362.25 |
|
HIGH |
1,354.25 |
|
0.618 |
1,349.25 |
|
0.500 |
1,347.75 |
|
0.382 |
1,346.25 |
|
LOW |
1,341.25 |
|
0.618 |
1,333.25 |
|
1.000 |
1,328.25 |
|
1.618 |
1,320.25 |
|
2.618 |
1,307.25 |
|
4.250 |
1,286.00 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,351.00 |
1,354.00 |
| PP |
1,349.50 |
1,353.50 |
| S1 |
1,347.75 |
1,353.25 |
|