| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
6,700.0 |
6,853.0 |
153.0 |
2.3% |
6,884.5 |
| High |
6,875.0 |
6,915.0 |
40.0 |
0.6% |
6,915.0 |
| Low |
6,699.0 |
6,831.5 |
132.5 |
2.0% |
6,602.0 |
| Close |
6,853.0 |
6,889.5 |
36.5 |
0.5% |
6,889.5 |
| Range |
176.0 |
83.5 |
-92.5 |
-52.6% |
313.0 |
| ATR |
128.1 |
124.9 |
-3.2 |
-2.5% |
0.0 |
| Volume |
172,964 |
132,674 |
-40,290 |
-23.3% |
794,407 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,129.2 |
7,092.8 |
6,935.4 |
|
| R3 |
7,045.7 |
7,009.3 |
6,912.5 |
|
| R2 |
6,962.2 |
6,962.2 |
6,904.8 |
|
| R1 |
6,925.8 |
6,925.8 |
6,897.2 |
6,944.0 |
| PP |
6,878.7 |
6,878.7 |
6,878.7 |
6,887.8 |
| S1 |
6,842.3 |
6,842.3 |
6,881.8 |
6,860.5 |
| S2 |
6,795.2 |
6,795.2 |
6,874.2 |
|
| S3 |
6,711.7 |
6,758.8 |
6,866.5 |
|
| S4 |
6,628.2 |
6,675.3 |
6,843.6 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,741.2 |
7,628.3 |
7,061.7 |
|
| R3 |
7,428.2 |
7,315.3 |
6,975.6 |
|
| R2 |
7,115.2 |
7,115.2 |
6,946.9 |
|
| R1 |
7,002.3 |
7,002.3 |
6,918.2 |
7,058.8 |
| PP |
6,802.2 |
6,802.2 |
6,802.2 |
6,830.4 |
| S1 |
6,689.3 |
6,689.3 |
6,860.8 |
6,745.8 |
| S2 |
6,489.2 |
6,489.2 |
6,832.1 |
|
| S3 |
6,176.2 |
6,376.3 |
6,803.4 |
|
| S4 |
5,863.2 |
6,063.3 |
6,717.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,915.0 |
6,602.0 |
313.0 |
4.5% |
137.7 |
2.0% |
92% |
True |
False |
158,881 |
| 10 |
6,970.0 |
6,602.0 |
368.0 |
5.3% |
125.0 |
1.8% |
78% |
False |
False |
151,171 |
| 20 |
6,975.5 |
6,602.0 |
373.5 |
5.4% |
119.1 |
1.7% |
77% |
False |
False |
145,833 |
| 40 |
6,975.5 |
6,067.0 |
908.5 |
13.2% |
113.2 |
1.6% |
91% |
False |
False |
145,168 |
| 60 |
6,975.5 |
5,614.5 |
1,361.0 |
19.8% |
116.8 |
1.7% |
94% |
False |
False |
132,087 |
| 80 |
6,975.5 |
5,382.0 |
1,593.5 |
23.1% |
131.4 |
1.9% |
95% |
False |
False |
101,060 |
| 100 |
6,975.5 |
5,382.0 |
1,593.5 |
23.1% |
146.4 |
2.1% |
95% |
False |
False |
80,959 |
| 120 |
6,975.5 |
5,001.0 |
1,974.5 |
28.7% |
155.2 |
2.3% |
96% |
False |
False |
67,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,269.9 |
|
2.618 |
7,133.6 |
|
1.618 |
7,050.1 |
|
1.000 |
6,998.5 |
|
0.618 |
6,966.6 |
|
HIGH |
6,915.0 |
|
0.618 |
6,883.1 |
|
0.500 |
6,873.3 |
|
0.382 |
6,863.4 |
|
LOW |
6,831.5 |
|
0.618 |
6,779.9 |
|
1.000 |
6,748.0 |
|
1.618 |
6,696.4 |
|
2.618 |
6,612.9 |
|
4.250 |
6,476.6 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,884.1 |
6,847.3 |
| PP |
6,878.7 |
6,805.2 |
| S1 |
6,873.3 |
6,763.0 |
|