| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
6,850.0 |
6,973.0 |
123.0 |
1.8% |
6,844.0 |
| High |
6,972.5 |
6,975.5 |
3.0 |
0.0% |
6,981.5 |
| Low |
6,835.0 |
6,914.5 |
79.5 |
1.2% |
6,762.5 |
| Close |
6,947.0 |
6,938.0 |
-9.0 |
-0.1% |
6,938.0 |
| Range |
137.5 |
61.0 |
-76.5 |
-55.6% |
219.0 |
| ATR |
111.3 |
107.7 |
-3.6 |
-3.2% |
0.0 |
| Volume |
1,275 |
3,041 |
1,766 |
138.5% |
6,893 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,125.7 |
7,092.8 |
6,971.6 |
|
| R3 |
7,064.7 |
7,031.8 |
6,954.8 |
|
| R2 |
7,003.7 |
7,003.7 |
6,949.2 |
|
| R1 |
6,970.8 |
6,970.8 |
6,943.6 |
6,956.8 |
| PP |
6,942.7 |
6,942.7 |
6,942.7 |
6,935.6 |
| S1 |
6,909.8 |
6,909.8 |
6,932.4 |
6,895.8 |
| S2 |
6,881.7 |
6,881.7 |
6,926.8 |
|
| S3 |
6,820.7 |
6,848.8 |
6,921.2 |
|
| S4 |
6,759.7 |
6,787.8 |
6,904.5 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,551.0 |
7,463.5 |
7,058.5 |
|
| R3 |
7,332.0 |
7,244.5 |
6,998.2 |
|
| R2 |
7,113.0 |
7,113.0 |
6,978.2 |
|
| R1 |
7,025.5 |
7,025.5 |
6,958.1 |
7,069.3 |
| PP |
6,894.0 |
6,894.0 |
6,894.0 |
6,915.9 |
| S1 |
6,806.5 |
6,806.5 |
6,917.9 |
6,850.3 |
| S2 |
6,675.0 |
6,675.0 |
6,897.9 |
|
| S3 |
6,456.0 |
6,587.5 |
6,877.8 |
|
| S4 |
6,237.0 |
6,368.5 |
6,817.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,981.5 |
6,762.5 |
219.0 |
3.2% |
105.8 |
1.5% |
80% |
False |
False |
1,378 |
| 10 |
6,985.5 |
6,750.0 |
235.5 |
3.4% |
101.5 |
1.5% |
80% |
False |
False |
1,131 |
| 20 |
6,985.5 |
6,669.5 |
316.0 |
4.6% |
96.8 |
1.4% |
85% |
False |
False |
808 |
| 40 |
6,985.5 |
6,014.0 |
971.5 |
14.0% |
97.0 |
1.4% |
95% |
False |
False |
599 |
| 60 |
6,985.5 |
5,641.5 |
1,344.0 |
19.4% |
108.3 |
1.6% |
96% |
False |
False |
1,198 |
| 80 |
6,985.5 |
5,409.0 |
1,576.5 |
22.7% |
117.6 |
1.7% |
97% |
False |
False |
944 |
| 100 |
6,985.5 |
5,409.0 |
1,576.5 |
22.7% |
129.8 |
1.9% |
97% |
False |
False |
786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,234.8 |
|
2.618 |
7,135.2 |
|
1.618 |
7,074.2 |
|
1.000 |
7,036.5 |
|
0.618 |
7,013.2 |
|
HIGH |
6,975.5 |
|
0.618 |
6,952.2 |
|
0.500 |
6,945.0 |
|
0.382 |
6,937.8 |
|
LOW |
6,914.5 |
|
0.618 |
6,876.8 |
|
1.000 |
6,853.5 |
|
1.618 |
6,815.8 |
|
2.618 |
6,754.8 |
|
4.250 |
6,655.3 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,945.0 |
6,928.1 |
| PP |
6,942.7 |
6,918.2 |
| S1 |
6,940.3 |
6,908.3 |
|