| Trading Metrics calculated at close of trading on 01-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
9,795 |
9,730 |
-65 |
-0.7% |
9,500 |
| High |
9,870 |
9,865 |
-5 |
-0.1% |
9,750 |
| Low |
9,715 |
9,640 |
-75 |
-0.8% |
9,435 |
| Close |
9,765 |
9,790 |
25 |
0.3% |
9,710 |
| Range |
155 |
225 |
70 |
45.2% |
315 |
| ATR |
144 |
150 |
6 |
4.0% |
0 |
| Volume |
6,830 |
11,824 |
4,994 |
73.1% |
25,386 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,440 |
10,340 |
9,914 |
|
| R3 |
10,215 |
10,115 |
9,852 |
|
| R2 |
9,990 |
9,990 |
9,831 |
|
| R1 |
9,890 |
9,890 |
9,811 |
9,940 |
| PP |
9,765 |
9,765 |
9,765 |
9,790 |
| S1 |
9,665 |
9,665 |
9,770 |
9,715 |
| S2 |
9,540 |
9,540 |
9,749 |
|
| S3 |
9,315 |
9,440 |
9,728 |
|
| S4 |
9,090 |
9,215 |
9,666 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,577 |
10,458 |
9,883 |
|
| R3 |
10,262 |
10,143 |
9,797 |
|
| R2 |
9,947 |
9,947 |
9,768 |
|
| R1 |
9,828 |
9,828 |
9,739 |
9,888 |
| PP |
9,632 |
9,632 |
9,632 |
9,661 |
| S1 |
9,513 |
9,513 |
9,681 |
9,573 |
| S2 |
9,317 |
9,317 |
9,652 |
|
| S3 |
9,002 |
9,198 |
9,624 |
|
| S4 |
8,687 |
8,883 |
9,537 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,870 |
9,480 |
390 |
4.0% |
224 |
2.3% |
79% |
False |
False |
9,116 |
| 10 |
9,870 |
9,215 |
655 |
6.7% |
183 |
1.9% |
88% |
False |
False |
8,133 |
| 20 |
9,870 |
8,830 |
1,040 |
10.6% |
143 |
1.5% |
92% |
False |
False |
6,839 |
| 40 |
9,870 |
8,300 |
1,570 |
16.0% |
122 |
1.2% |
95% |
False |
False |
5,731 |
| 60 |
9,870 |
8,275 |
1,595 |
16.3% |
120 |
1.2% |
95% |
False |
False |
5,137 |
| 80 |
9,870 |
8,110 |
1,760 |
18.0% |
104 |
1.1% |
95% |
False |
False |
3,880 |
| 100 |
9,870 |
8,110 |
1,760 |
18.0% |
87 |
0.9% |
95% |
False |
False |
3,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,821 |
|
2.618 |
10,454 |
|
1.618 |
10,229 |
|
1.000 |
10,090 |
|
0.618 |
10,004 |
|
HIGH |
9,865 |
|
0.618 |
9,779 |
|
0.500 |
9,753 |
|
0.382 |
9,726 |
|
LOW |
9,640 |
|
0.618 |
9,501 |
|
1.000 |
9,415 |
|
1.618 |
9,276 |
|
2.618 |
9,051 |
|
4.250 |
8,684 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
9,778 |
9,761 |
| PP |
9,765 |
9,732 |
| S1 |
9,753 |
9,703 |
|