| 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 |
12,957 |
12,741 |
-216 |
-1.7% |
12,959 |
| High |
12,973 |
12,849 |
-124 |
-1.0% |
13,042 |
| Low |
12,721 |
12,741 |
20 |
0.2% |
12,861 |
| Close |
12,744 |
12,841 |
97 |
0.8% |
12,968 |
| Range |
252 |
108 |
-144 |
-57.1% |
181 |
| ATR |
134 |
132 |
-2 |
-1.4% |
0 |
| Volume |
158,473 |
119,848 |
-38,625 |
-24.4% |
594,718 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,134 |
13,096 |
12,901 |
|
| R3 |
13,026 |
12,988 |
12,871 |
|
| R2 |
12,918 |
12,918 |
12,861 |
|
| R1 |
12,880 |
12,880 |
12,851 |
12,899 |
| PP |
12,810 |
12,810 |
12,810 |
12,820 |
| S1 |
12,772 |
12,772 |
12,831 |
12,791 |
| S2 |
12,702 |
12,702 |
12,821 |
|
| S3 |
12,594 |
12,664 |
12,811 |
|
| S4 |
12,486 |
12,556 |
12,782 |
|
|
| 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 |
13,023 |
12,721 |
302 |
2.4% |
137 |
1.1% |
40% |
False |
False |
120,639 |
| 10 |
13,042 |
12,721 |
321 |
2.5% |
126 |
1.0% |
37% |
False |
False |
119,322 |
| 20 |
13,042 |
12,700 |
342 |
2.7% |
124 |
1.0% |
41% |
False |
False |
111,859 |
| 40 |
13,042 |
12,248 |
794 |
6.2% |
131 |
1.0% |
75% |
False |
False |
99,483 |
| 60 |
13,042 |
11,661 |
1,381 |
10.8% |
146 |
1.1% |
85% |
False |
False |
95,084 |
| 80 |
13,042 |
11,077 |
1,965 |
15.3% |
164 |
1.3% |
90% |
False |
False |
72,138 |
| 100 |
13,042 |
11,077 |
1,965 |
15.3% |
171 |
1.3% |
90% |
False |
False |
57,714 |
| 120 |
13,042 |
10,288 |
2,754 |
21.4% |
187 |
1.5% |
93% |
False |
False |
48,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,308 |
|
2.618 |
13,132 |
|
1.618 |
13,024 |
|
1.000 |
12,957 |
|
0.618 |
12,916 |
|
HIGH |
12,849 |
|
0.618 |
12,808 |
|
0.500 |
12,795 |
|
0.382 |
12,782 |
|
LOW |
12,741 |
|
0.618 |
12,674 |
|
1.000 |
12,633 |
|
1.618 |
12,566 |
|
2.618 |
12,458 |
|
4.250 |
12,282 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,826 |
12,848 |
| PP |
12,810 |
12,846 |
| S1 |
12,795 |
12,843 |
|