| 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 |
2,644.50 |
2,639.75 |
-4.75 |
-0.2% |
2,602.50 |
| High |
2,650.00 |
2,645.00 |
-5.00 |
-0.2% |
2,650.00 |
| Low |
2,632.75 |
2,605.50 |
-27.25 |
-1.0% |
2,578.75 |
| Close |
2,643.50 |
2,616.00 |
-27.50 |
-1.0% |
2,643.50 |
| Range |
17.25 |
39.50 |
22.25 |
129.0% |
71.25 |
| ATR |
29.24 |
29.97 |
0.73 |
2.5% |
0.00 |
| Volume |
179,764 |
223,081 |
43,317 |
24.1% |
1,104,563 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,740.75 |
2,717.75 |
2,637.75 |
|
| R3 |
2,701.25 |
2,678.25 |
2,626.75 |
|
| R2 |
2,661.75 |
2,661.75 |
2,623.25 |
|
| R1 |
2,638.75 |
2,638.75 |
2,619.50 |
2,630.50 |
| PP |
2,622.25 |
2,622.25 |
2,622.25 |
2,618.00 |
| S1 |
2,599.25 |
2,599.25 |
2,612.50 |
2,591.00 |
| S2 |
2,582.75 |
2,582.75 |
2,608.75 |
|
| S3 |
2,543.25 |
2,559.75 |
2,605.25 |
|
| S4 |
2,503.75 |
2,520.25 |
2,594.25 |
|
|
| 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 |
2,605.50 |
44.50 |
1.7% |
29.00 |
1.1% |
24% |
False |
True |
223,688 |
| 10 |
2,650.00 |
2,569.25 |
80.75 |
3.1% |
28.00 |
1.1% |
58% |
False |
False |
207,876 |
| 20 |
2,650.00 |
2,510.50 |
139.50 |
5.3% |
28.50 |
1.1% |
76% |
False |
False |
215,907 |
| 40 |
2,650.00 |
2,332.50 |
317.50 |
12.1% |
29.00 |
1.1% |
89% |
False |
False |
193,553 |
| 60 |
2,650.00 |
2,204.25 |
445.75 |
17.0% |
33.50 |
1.3% |
92% |
False |
False |
182,744 |
| 80 |
2,650.00 |
2,135.00 |
515.00 |
19.7% |
37.75 |
1.4% |
93% |
False |
False |
137,184 |
| 100 |
2,650.00 |
2,135.00 |
515.00 |
19.7% |
40.00 |
1.5% |
93% |
False |
False |
109,759 |
| 120 |
2,650.00 |
2,034.50 |
615.50 |
23.5% |
43.75 |
1.7% |
94% |
False |
False |
91,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,813.00 |
|
2.618 |
2,748.50 |
|
1.618 |
2,709.00 |
|
1.000 |
2,684.50 |
|
0.618 |
2,669.50 |
|
HIGH |
2,645.00 |
|
0.618 |
2,630.00 |
|
0.500 |
2,625.25 |
|
0.382 |
2,620.50 |
|
LOW |
2,605.50 |
|
0.618 |
2,581.00 |
|
1.000 |
2,566.00 |
|
1.618 |
2,541.50 |
|
2.618 |
2,502.00 |
|
4.250 |
2,437.50 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,625.25 |
2,627.75 |
| PP |
2,622.25 |
2,623.75 |
| S1 |
2,619.00 |
2,620.00 |
|