| Trading Metrics calculated at close of trading on 07-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1,357.75 |
1,336.75 |
-21.00 |
-1.5% |
1,357.75 |
| High |
1,359.50 |
1,348.25 |
-11.25 |
-0.8% |
1,371.25 |
| Low |
1,332.75 |
1,335.75 |
3.00 |
0.2% |
1,347.25 |
| Close |
1,336.00 |
1,347.00 |
11.00 |
0.8% |
1,363.00 |
| Range |
26.75 |
12.50 |
-14.25 |
-53.3% |
24.00 |
| ATR |
14.86 |
14.69 |
-0.17 |
-1.1% |
0.00 |
| Volume |
117,977 |
209,354 |
91,377 |
77.5% |
54,330 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,381.25 |
1,376.50 |
1,354.00 |
|
| R3 |
1,368.75 |
1,364.00 |
1,350.50 |
|
| R2 |
1,356.25 |
1,356.25 |
1,349.25 |
|
| R1 |
1,351.50 |
1,351.50 |
1,348.25 |
1,354.00 |
| PP |
1,343.75 |
1,343.75 |
1,343.75 |
1,344.75 |
| S1 |
1,339.00 |
1,339.00 |
1,345.75 |
1,341.50 |
| S2 |
1,331.25 |
1,331.25 |
1,344.75 |
|
| S3 |
1,318.75 |
1,326.50 |
1,343.50 |
|
| S4 |
1,306.25 |
1,314.00 |
1,340.00 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,432.50 |
1,421.75 |
1,376.25 |
|
| R3 |
1,408.50 |
1,397.75 |
1,369.50 |
|
| R2 |
1,384.50 |
1,384.50 |
1,367.50 |
|
| R1 |
1,373.75 |
1,373.75 |
1,365.25 |
1,379.00 |
| PP |
1,360.50 |
1,360.50 |
1,360.50 |
1,363.25 |
| S1 |
1,349.75 |
1,349.75 |
1,360.75 |
1,355.00 |
| S2 |
1,336.50 |
1,336.50 |
1,358.50 |
|
| S3 |
1,312.50 |
1,325.75 |
1,356.50 |
|
| S4 |
1,288.50 |
1,301.75 |
1,349.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,371.00 |
1,332.75 |
38.25 |
2.8% |
15.75 |
1.2% |
37% |
False |
False |
81,963 |
| 10 |
1,371.25 |
1,332.75 |
38.50 |
2.9% |
14.50 |
1.1% |
37% |
False |
False |
43,568 |
| 20 |
1,371.25 |
1,327.75 |
43.50 |
3.2% |
13.75 |
1.0% |
44% |
False |
False |
23,329 |
| 40 |
1,371.25 |
1,267.50 |
103.75 |
7.7% |
14.25 |
1.1% |
77% |
False |
False |
13,422 |
| 60 |
1,371.25 |
1,190.00 |
181.25 |
13.5% |
15.75 |
1.2% |
87% |
False |
False |
9,263 |
| 80 |
1,371.25 |
1,140.25 |
231.00 |
17.1% |
16.25 |
1.2% |
90% |
False |
False |
6,987 |
| 100 |
1,371.25 |
1,140.25 |
231.00 |
17.1% |
17.50 |
1.3% |
90% |
False |
False |
5,604 |
| 120 |
1,371.25 |
1,057.50 |
313.75 |
23.3% |
19.50 |
1.5% |
92% |
False |
False |
4,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,401.50 |
|
2.618 |
1,381.00 |
|
1.618 |
1,368.50 |
|
1.000 |
1,360.75 |
|
0.618 |
1,356.00 |
|
HIGH |
1,348.25 |
|
0.618 |
1,343.50 |
|
0.500 |
1,342.00 |
|
0.382 |
1,340.50 |
|
LOW |
1,335.75 |
|
0.618 |
1,328.00 |
|
1.000 |
1,323.25 |
|
1.618 |
1,315.50 |
|
2.618 |
1,303.00 |
|
4.250 |
1,282.50 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,345.25 |
1,348.00 |
| PP |
1,343.75 |
1,347.75 |
| S1 |
1,342.00 |
1,347.25 |
|