| 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 |
2,400.0 |
2,450.0 |
50.0 |
2.1% |
2,469.0 |
| High |
2,455.0 |
2,460.0 |
5.0 |
0.2% |
2,469.0 |
| Low |
2,394.0 |
2,432.0 |
38.0 |
1.6% |
2,356.0 |
| Close |
2,450.0 |
2,447.0 |
-3.0 |
-0.1% |
2,447.0 |
| Range |
61.0 |
28.0 |
-33.0 |
-54.1% |
113.0 |
| ATR |
44.0 |
42.8 |
-1.1 |
-2.6% |
0.0 |
| Volume |
197,957 |
279,253 |
81,296 |
41.1% |
621,889 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,530.3 |
2,516.7 |
2,462.4 |
|
| R3 |
2,502.3 |
2,488.7 |
2,454.7 |
|
| R2 |
2,474.3 |
2,474.3 |
2,452.1 |
|
| R1 |
2,460.7 |
2,460.7 |
2,449.6 |
2,453.5 |
| PP |
2,446.3 |
2,446.3 |
2,446.3 |
2,442.8 |
| S1 |
2,432.7 |
2,432.7 |
2,444.4 |
2,425.5 |
| S2 |
2,418.3 |
2,418.3 |
2,441.9 |
|
| S3 |
2,390.3 |
2,404.7 |
2,439.3 |
|
| S4 |
2,362.3 |
2,376.7 |
2,431.6 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,763.0 |
2,718.0 |
2,509.2 |
|
| R3 |
2,650.0 |
2,605.0 |
2,478.1 |
|
| R2 |
2,537.0 |
2,537.0 |
2,467.7 |
|
| R1 |
2,492.0 |
2,492.0 |
2,457.4 |
2,458.0 |
| PP |
2,424.0 |
2,424.0 |
2,424.0 |
2,407.0 |
| S1 |
2,379.0 |
2,379.0 |
2,436.6 |
2,345.0 |
| S2 |
2,311.0 |
2,311.0 |
2,426.3 |
|
| S3 |
2,198.0 |
2,266.0 |
2,415.9 |
|
| S4 |
2,085.0 |
2,153.0 |
2,384.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,469.0 |
2,356.0 |
113.0 |
4.6% |
50.0 |
2.0% |
81% |
False |
False |
124,377 |
| 10 |
2,489.0 |
2,356.0 |
133.0 |
5.4% |
44.7 |
1.8% |
68% |
False |
False |
88,385 |
| 20 |
2,489.0 |
2,356.0 |
133.0 |
5.4% |
38.3 |
1.6% |
68% |
False |
False |
49,664 |
| 40 |
2,489.0 |
2,243.0 |
246.0 |
10.1% |
36.3 |
1.5% |
83% |
False |
False |
25,256 |
| 60 |
2,489.0 |
2,109.0 |
380.0 |
15.5% |
39.6 |
1.6% |
89% |
False |
False |
17,404 |
| 80 |
2,489.0 |
1,999.0 |
490.0 |
20.0% |
44.5 |
1.8% |
91% |
False |
False |
15,433 |
| 100 |
2,489.0 |
1,999.0 |
490.0 |
20.0% |
46.9 |
1.9% |
91% |
False |
False |
12,408 |
| 120 |
2,489.0 |
1,903.0 |
586.0 |
23.9% |
46.6 |
1.9% |
93% |
False |
False |
10,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,579.0 |
|
2.618 |
2,533.3 |
|
1.618 |
2,505.3 |
|
1.000 |
2,488.0 |
|
0.618 |
2,477.3 |
|
HIGH |
2,460.0 |
|
0.618 |
2,449.3 |
|
0.500 |
2,446.0 |
|
0.382 |
2,442.7 |
|
LOW |
2,432.0 |
|
0.618 |
2,414.7 |
|
1.000 |
2,404.0 |
|
1.618 |
2,386.7 |
|
2.618 |
2,358.7 |
|
4.250 |
2,313.0 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,446.7 |
2,435.0 |
| PP |
2,446.3 |
2,423.0 |
| S1 |
2,446.0 |
2,411.0 |
|