| 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 |
2,623.75 |
2,644.50 |
20.75 |
0.8% |
2,602.50 |
| High |
2,646.25 |
2,650.00 |
3.75 |
0.1% |
2,650.00 |
| Low |
2,616.50 |
2,632.75 |
16.25 |
0.6% |
2,578.75 |
| Close |
2,643.25 |
2,643.50 |
0.25 |
0.0% |
2,643.50 |
| Range |
29.75 |
17.25 |
-12.50 |
-42.0% |
71.25 |
| ATR |
30.16 |
29.24 |
-0.92 |
-3.1% |
0.00 |
| Volume |
257,365 |
179,764 |
-77,601 |
-30.2% |
1,104,563 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,693.75 |
2,686.00 |
2,653.00 |
|
| R3 |
2,676.50 |
2,668.75 |
2,648.25 |
|
| R2 |
2,659.25 |
2,659.25 |
2,646.75 |
|
| R1 |
2,651.50 |
2,651.50 |
2,645.00 |
2,646.75 |
| PP |
2,642.00 |
2,642.00 |
2,642.00 |
2,639.75 |
| S1 |
2,634.25 |
2,634.25 |
2,642.00 |
2,629.50 |
| S2 |
2,624.75 |
2,624.75 |
2,640.25 |
|
| S3 |
2,607.50 |
2,617.00 |
2,638.75 |
|
| S4 |
2,590.25 |
2,599.75 |
2,634.00 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,837.75 |
2,812.00 |
2,682.75 |
|
| R3 |
2,766.50 |
2,740.75 |
2,663.00 |
|
| R2 |
2,695.25 |
2,695.25 |
2,656.50 |
|
| R1 |
2,669.50 |
2,669.50 |
2,650.00 |
2,682.50 |
| PP |
2,624.00 |
2,624.00 |
2,624.00 |
2,630.50 |
| S1 |
2,598.25 |
2,598.25 |
2,637.00 |
2,611.00 |
| S2 |
2,552.75 |
2,552.75 |
2,630.50 |
|
| S3 |
2,481.50 |
2,527.00 |
2,624.00 |
|
| S4 |
2,410.25 |
2,455.75 |
2,604.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,650.00 |
2,578.75 |
71.25 |
2.7% |
28.75 |
1.1% |
91% |
True |
False |
220,912 |
| 10 |
2,650.00 |
2,569.25 |
80.75 |
3.1% |
26.50 |
1.0% |
92% |
True |
False |
205,439 |
| 20 |
2,650.00 |
2,489.75 |
160.25 |
6.1% |
28.50 |
1.1% |
96% |
True |
False |
213,174 |
| 40 |
2,650.00 |
2,309.25 |
340.75 |
12.9% |
29.00 |
1.1% |
98% |
True |
False |
191,854 |
| 60 |
2,650.00 |
2,204.25 |
445.75 |
16.9% |
33.25 |
1.3% |
99% |
True |
False |
179,103 |
| 80 |
2,650.00 |
2,135.00 |
515.00 |
19.5% |
37.75 |
1.4% |
99% |
True |
False |
134,396 |
| 100 |
2,650.00 |
2,135.00 |
515.00 |
19.5% |
40.25 |
1.5% |
99% |
True |
False |
107,528 |
| 120 |
2,650.00 |
2,034.50 |
615.50 |
23.3% |
43.75 |
1.7% |
99% |
True |
False |
89,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,723.25 |
|
2.618 |
2,695.25 |
|
1.618 |
2,678.00 |
|
1.000 |
2,667.25 |
|
0.618 |
2,660.75 |
|
HIGH |
2,650.00 |
|
0.618 |
2,643.50 |
|
0.500 |
2,641.50 |
|
0.382 |
2,639.25 |
|
LOW |
2,632.75 |
|
0.618 |
2,622.00 |
|
1.000 |
2,615.50 |
|
1.618 |
2,604.75 |
|
2.618 |
2,587.50 |
|
4.250 |
2,559.50 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,642.75 |
2,639.75 |
| PP |
2,642.00 |
2,636.00 |
| S1 |
2,641.50 |
2,632.00 |
|