| 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 |
2,362.0 |
2,400.0 |
38.0 |
1.6% |
2,439.0 |
| High |
2,394.0 |
2,455.0 |
61.0 |
2.5% |
2,489.0 |
| Low |
2,362.0 |
2,394.0 |
32.0 |
1.4% |
2,412.0 |
| Close |
2,394.0 |
2,450.0 |
56.0 |
2.3% |
2,474.0 |
| Range |
32.0 |
61.0 |
29.0 |
90.6% |
77.0 |
| ATR |
42.6 |
44.0 |
1.3 |
3.1% |
0.0 |
| Volume |
44,942 |
197,957 |
153,015 |
340.5% |
261,963 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,616.0 |
2,594.0 |
2,483.6 |
|
| R3 |
2,555.0 |
2,533.0 |
2,466.8 |
|
| R2 |
2,494.0 |
2,494.0 |
2,461.2 |
|
| R1 |
2,472.0 |
2,472.0 |
2,455.6 |
2,483.0 |
| PP |
2,433.0 |
2,433.0 |
2,433.0 |
2,438.5 |
| S1 |
2,411.0 |
2,411.0 |
2,444.4 |
2,422.0 |
| S2 |
2,372.0 |
2,372.0 |
2,438.8 |
|
| S3 |
2,311.0 |
2,350.0 |
2,433.2 |
|
| S4 |
2,250.0 |
2,289.0 |
2,416.5 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,689.3 |
2,658.7 |
2,516.4 |
|
| R3 |
2,612.3 |
2,581.7 |
2,495.2 |
|
| R2 |
2,535.3 |
2,535.3 |
2,488.1 |
|
| R1 |
2,504.7 |
2,504.7 |
2,481.1 |
2,520.0 |
| PP |
2,458.3 |
2,458.3 |
2,458.3 |
2,466.0 |
| S1 |
2,427.7 |
2,427.7 |
2,466.9 |
2,443.0 |
| S2 |
2,381.3 |
2,381.3 |
2,459.9 |
|
| S3 |
2,304.3 |
2,350.7 |
2,452.8 |
|
| S4 |
2,227.3 |
2,273.7 |
2,431.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,489.0 |
2,356.0 |
133.0 |
5.4% |
48.6 |
2.0% |
71% |
False |
False |
71,895 |
| 10 |
2,489.0 |
2,356.0 |
133.0 |
5.4% |
43.7 |
1.8% |
71% |
False |
False |
68,058 |
| 20 |
2,489.0 |
2,356.0 |
133.0 |
5.4% |
38.9 |
1.6% |
71% |
False |
False |
35,740 |
| 40 |
2,489.0 |
2,235.0 |
254.0 |
10.4% |
37.2 |
1.5% |
85% |
False |
False |
18,279 |
| 60 |
2,489.0 |
2,109.0 |
380.0 |
15.5% |
39.8 |
1.6% |
90% |
False |
False |
13,628 |
| 80 |
2,489.0 |
1,999.0 |
490.0 |
20.0% |
44.8 |
1.8% |
92% |
False |
False |
11,942 |
| 100 |
2,489.0 |
1,999.0 |
490.0 |
20.0% |
47.0 |
1.9% |
92% |
False |
False |
9,618 |
| 120 |
2,489.0 |
1,903.0 |
586.0 |
23.9% |
46.4 |
1.9% |
93% |
False |
False |
8,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,714.3 |
|
2.618 |
2,614.7 |
|
1.618 |
2,553.7 |
|
1.000 |
2,516.0 |
|
0.618 |
2,492.7 |
|
HIGH |
2,455.0 |
|
0.618 |
2,431.7 |
|
0.500 |
2,424.5 |
|
0.382 |
2,417.3 |
|
LOW |
2,394.0 |
|
0.618 |
2,356.3 |
|
1.000 |
2,333.0 |
|
1.618 |
2,295.3 |
|
2.618 |
2,234.3 |
|
4.250 |
2,134.8 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,441.5 |
2,435.7 |
| PP |
2,433.0 |
2,421.3 |
| S1 |
2,424.5 |
2,407.0 |
|