| Trading Metrics calculated at close of trading on 08-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
5,737.0 |
5,784.0 |
47.0 |
0.8% |
5,900.0 |
| High |
5,796.5 |
5,870.0 |
73.5 |
1.3% |
5,931.0 |
| Low |
5,725.5 |
5,781.5 |
56.0 |
1.0% |
5,837.0 |
| Close |
5,786.5 |
5,854.0 |
67.5 |
1.2% |
5,892.5 |
| Range |
71.0 |
88.5 |
17.5 |
24.6% |
94.0 |
| ATR |
69.7 |
71.0 |
1.3 |
1.9% |
0.0 |
| Volume |
110,488 |
116,830 |
6,342 |
5.7% |
552,132 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,100.5 |
6,066.0 |
5,902.5 |
|
| R3 |
6,012.0 |
5,977.5 |
5,878.5 |
|
| R2 |
5,923.5 |
5,923.5 |
5,870.0 |
|
| R1 |
5,889.0 |
5,889.0 |
5,862.0 |
5,906.0 |
| PP |
5,835.0 |
5,835.0 |
5,835.0 |
5,844.0 |
| S1 |
5,800.5 |
5,800.5 |
5,846.0 |
5,818.0 |
| S2 |
5,746.5 |
5,746.5 |
5,838.0 |
|
| S3 |
5,658.0 |
5,712.0 |
5,829.5 |
|
| S4 |
5,569.5 |
5,623.5 |
5,805.5 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,169.0 |
6,124.5 |
5,944.0 |
|
| R3 |
6,075.0 |
6,030.5 |
5,918.5 |
|
| R2 |
5,981.0 |
5,981.0 |
5,909.5 |
|
| R1 |
5,936.5 |
5,936.5 |
5,901.0 |
5,912.0 |
| PP |
5,887.0 |
5,887.0 |
5,887.0 |
5,874.5 |
| S1 |
5,842.5 |
5,842.5 |
5,884.0 |
5,818.0 |
| S2 |
5,793.0 |
5,793.0 |
5,875.5 |
|
| S3 |
5,699.0 |
5,748.5 |
5,866.5 |
|
| S4 |
5,605.0 |
5,654.5 |
5,841.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,930.0 |
5,721.5 |
208.5 |
3.6% |
83.5 |
1.4% |
64% |
False |
False |
110,160 |
| 10 |
5,944.0 |
5,721.5 |
222.5 |
3.8% |
74.0 |
1.3% |
60% |
False |
False |
109,234 |
| 20 |
5,944.0 |
5,721.5 |
222.5 |
3.8% |
64.5 |
1.1% |
60% |
False |
False |
96,697 |
| 40 |
5,944.0 |
5,539.0 |
405.0 |
6.9% |
67.5 |
1.2% |
78% |
False |
False |
93,147 |
| 60 |
5,944.0 |
5,281.5 |
662.5 |
11.3% |
73.5 |
1.3% |
86% |
False |
False |
92,583 |
| 80 |
5,944.0 |
5,040.0 |
904.0 |
15.4% |
81.0 |
1.4% |
90% |
False |
False |
72,680 |
| 100 |
5,944.0 |
5,040.0 |
904.0 |
15.4% |
80.0 |
1.4% |
90% |
False |
False |
58,159 |
| 120 |
5,944.0 |
4,887.5 |
1,056.5 |
18.0% |
76.0 |
1.3% |
91% |
False |
False |
48,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,246.0 |
|
2.618 |
6,101.5 |
|
1.618 |
6,013.0 |
|
1.000 |
5,958.5 |
|
0.618 |
5,924.5 |
|
HIGH |
5,870.0 |
|
0.618 |
5,836.0 |
|
0.500 |
5,826.0 |
|
0.382 |
5,815.5 |
|
LOW |
5,781.5 |
|
0.618 |
5,727.0 |
|
1.000 |
5,693.0 |
|
1.618 |
5,638.5 |
|
2.618 |
5,550.0 |
|
4.250 |
5,405.5 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
5,844.5 |
5,835.0 |
| PP |
5,835.0 |
5,815.5 |
| S1 |
5,826.0 |
5,796.5 |
|