| Trading Metrics calculated at close of trading on 05-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
12,974 |
12,960 |
-14 |
-0.1% |
12,959 |
| High |
12,994 |
12,975 |
-19 |
-0.1% |
13,042 |
| Low |
12,912 |
12,867 |
-45 |
-0.3% |
12,861 |
| Close |
12,968 |
12,961 |
-7 |
-0.1% |
12,968 |
| Range |
82 |
108 |
26 |
31.7% |
181 |
| ATR |
126 |
124 |
-1 |
-1.0% |
0 |
| Volume |
88,584 |
108,909 |
20,325 |
22.9% |
594,718 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,258 |
13,218 |
13,021 |
|
| R3 |
13,150 |
13,110 |
12,991 |
|
| R2 |
13,042 |
13,042 |
12,981 |
|
| R1 |
13,002 |
13,002 |
12,971 |
13,022 |
| PP |
12,934 |
12,934 |
12,934 |
12,945 |
| S1 |
12,894 |
12,894 |
12,951 |
12,914 |
| S2 |
12,826 |
12,826 |
12,941 |
|
| S3 |
12,718 |
12,786 |
12,931 |
|
| S4 |
12,610 |
12,678 |
12,902 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,500 |
13,415 |
13,068 |
|
| R3 |
13,319 |
13,234 |
13,018 |
|
| R2 |
13,138 |
13,138 |
13,001 |
|
| R1 |
13,053 |
13,053 |
12,985 |
13,096 |
| PP |
12,957 |
12,957 |
12,957 |
12,978 |
| S1 |
12,872 |
12,872 |
12,952 |
12,915 |
| S2 |
12,776 |
12,776 |
12,935 |
|
| S3 |
12,595 |
12,691 |
12,918 |
|
| S4 |
12,414 |
12,510 |
12,869 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,042 |
12,867 |
175 |
1.4% |
109 |
0.8% |
54% |
False |
True |
114,880 |
| 10 |
13,042 |
12,859 |
183 |
1.4% |
111 |
0.9% |
56% |
False |
False |
112,565 |
| 20 |
13,042 |
12,700 |
342 |
2.6% |
116 |
0.9% |
76% |
False |
False |
105,633 |
| 40 |
13,042 |
12,248 |
794 |
6.1% |
127 |
1.0% |
90% |
False |
False |
96,581 |
| 60 |
13,042 |
11,661 |
1,381 |
10.7% |
148 |
1.1% |
94% |
False |
False |
91,460 |
| 80 |
13,042 |
11,077 |
1,965 |
15.2% |
166 |
1.3% |
96% |
False |
False |
68,659 |
| 100 |
13,042 |
11,077 |
1,965 |
15.2% |
171 |
1.3% |
96% |
False |
False |
54,932 |
| 120 |
13,042 |
10,288 |
2,754 |
21.2% |
189 |
1.5% |
97% |
False |
False |
45,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,434 |
|
2.618 |
13,258 |
|
1.618 |
13,150 |
|
1.000 |
13,083 |
|
0.618 |
13,042 |
|
HIGH |
12,975 |
|
0.618 |
12,934 |
|
0.500 |
12,921 |
|
0.382 |
12,908 |
|
LOW |
12,867 |
|
0.618 |
12,800 |
|
1.000 |
12,759 |
|
1.618 |
12,692 |
|
2.618 |
12,584 |
|
4.250 |
12,408 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,948 |
12,956 |
| PP |
12,934 |
12,950 |
| S1 |
12,921 |
12,945 |
|