| 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 |
1,365.00 |
1,355.75 |
-9.25 |
-0.7% |
1,360.25 |
| High |
1,371.25 |
1,369.25 |
-2.00 |
-0.1% |
1,364.00 |
| Low |
1,350.75 |
1,352.75 |
2.00 |
0.1% |
1,345.00 |
| Close |
1,358.50 |
1,368.50 |
10.00 |
0.7% |
1,357.50 |
| Range |
20.50 |
16.50 |
-4.00 |
-19.5% |
19.00 |
| ATR |
14.21 |
14.38 |
0.16 |
1.1% |
0.00 |
| Volume |
8,198 |
16,631 |
8,433 |
102.9% |
17,908 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,413.00 |
1,407.25 |
1,377.50 |
|
| R3 |
1,396.50 |
1,390.75 |
1,373.00 |
|
| R2 |
1,380.00 |
1,380.00 |
1,371.50 |
|
| R1 |
1,374.25 |
1,374.25 |
1,370.00 |
1,377.00 |
| PP |
1,363.50 |
1,363.50 |
1,363.50 |
1,365.00 |
| S1 |
1,357.75 |
1,357.75 |
1,367.00 |
1,360.50 |
| S2 |
1,347.00 |
1,347.00 |
1,365.50 |
|
| S3 |
1,330.50 |
1,341.25 |
1,364.00 |
|
| S4 |
1,314.00 |
1,324.75 |
1,359.50 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,412.50 |
1,404.00 |
1,368.00 |
|
| R3 |
1,393.50 |
1,385.00 |
1,362.75 |
|
| R2 |
1,374.50 |
1,374.50 |
1,361.00 |
|
| R1 |
1,366.00 |
1,366.00 |
1,359.25 |
1,360.75 |
| PP |
1,355.50 |
1,355.50 |
1,355.50 |
1,353.00 |
| S1 |
1,347.00 |
1,347.00 |
1,355.75 |
1,341.75 |
| S2 |
1,336.50 |
1,336.50 |
1,354.00 |
|
| S3 |
1,317.50 |
1,328.00 |
1,352.25 |
|
| S4 |
1,298.50 |
1,309.00 |
1,347.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,371.25 |
1,347.25 |
24.00 |
1.8% |
14.00 |
1.0% |
89% |
False |
False |
7,863 |
| 10 |
1,371.25 |
1,327.75 |
43.50 |
3.2% |
13.75 |
1.0% |
94% |
False |
False |
5,760 |
| 20 |
1,371.25 |
1,312.00 |
59.25 |
4.3% |
13.25 |
1.0% |
95% |
False |
False |
3,988 |
| 40 |
1,371.25 |
1,255.25 |
116.00 |
8.5% |
14.00 |
1.0% |
98% |
False |
False |
3,703 |
| 60 |
1,371.25 |
1,190.00 |
181.25 |
13.2% |
15.75 |
1.2% |
98% |
False |
False |
2,733 |
| 80 |
1,371.25 |
1,140.25 |
231.00 |
16.9% |
16.00 |
1.2% |
99% |
False |
False |
2,087 |
| 100 |
1,371.25 |
1,134.25 |
237.00 |
17.3% |
17.75 |
1.3% |
99% |
False |
False |
1,673 |
| 120 |
1,371.25 |
1,057.50 |
313.75 |
22.9% |
20.25 |
1.5% |
99% |
False |
False |
1,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,439.50 |
|
2.618 |
1,412.50 |
|
1.618 |
1,396.00 |
|
1.000 |
1,385.75 |
|
0.618 |
1,379.50 |
|
HIGH |
1,369.25 |
|
0.618 |
1,363.00 |
|
0.500 |
1,361.00 |
|
0.382 |
1,359.00 |
|
LOW |
1,352.75 |
|
0.618 |
1,342.50 |
|
1.000 |
1,336.25 |
|
1.618 |
1,326.00 |
|
2.618 |
1,309.50 |
|
4.250 |
1,282.50 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,366.00 |
1,366.00 |
| PP |
1,363.50 |
1,363.50 |
| S1 |
1,361.00 |
1,361.00 |
|