| 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 |
1,699.0 |
1,721.8 |
22.8 |
1.3% |
1,777.8 |
| High |
1,729.6 |
1,727.6 |
-2.0 |
-0.1% |
1,795.1 |
| Low |
1,698.3 |
1,708.1 |
9.8 |
0.6% |
1,680.0 |
| Close |
1,725.0 |
1,712.6 |
-12.4 |
-0.7% |
1,712.6 |
| Range |
31.3 |
19.5 |
-11.8 |
-37.7% |
115.1 |
| ATR |
31.0 |
30.2 |
-0.8 |
-2.7% |
0.0 |
| Volume |
13,521 |
12,514 |
-1,007 |
-7.4% |
57,655 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,774.6 |
1,763.1 |
1,723.3 |
|
| R3 |
1,755.1 |
1,743.6 |
1,718.0 |
|
| R2 |
1,735.6 |
1,735.6 |
1,716.2 |
|
| R1 |
1,724.1 |
1,724.1 |
1,714.4 |
1,720.1 |
| PP |
1,716.1 |
1,716.1 |
1,716.1 |
1,714.1 |
| S1 |
1,704.6 |
1,704.6 |
1,710.8 |
1,700.6 |
| S2 |
1,696.6 |
1,696.6 |
1,709.0 |
|
| S3 |
1,677.1 |
1,685.1 |
1,707.2 |
|
| S4 |
1,657.6 |
1,665.6 |
1,701.9 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,074.5 |
2,008.7 |
1,775.9 |
|
| R3 |
1,959.4 |
1,893.6 |
1,744.3 |
|
| R2 |
1,844.3 |
1,844.3 |
1,733.7 |
|
| R1 |
1,778.5 |
1,778.5 |
1,723.2 |
1,753.9 |
| PP |
1,729.2 |
1,729.2 |
1,729.2 |
1,716.9 |
| S1 |
1,663.4 |
1,663.4 |
1,702.0 |
1,638.8 |
| S2 |
1,614.1 |
1,614.1 |
1,691.5 |
|
| S3 |
1,499.0 |
1,548.3 |
1,680.9 |
|
| S4 |
1,383.9 |
1,433.2 |
1,649.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,795.1 |
1,680.0 |
115.1 |
6.7% |
41.6 |
2.4% |
28% |
False |
False |
11,531 |
| 10 |
1,795.1 |
1,680.0 |
115.1 |
6.7% |
31.8 |
1.9% |
28% |
False |
False |
8,827 |
| 20 |
1,795.1 |
1,680.0 |
115.1 |
6.7% |
28.8 |
1.7% |
28% |
False |
False |
6,679 |
| 40 |
1,795.1 |
1,604.3 |
190.8 |
11.1% |
26.1 |
1.5% |
57% |
False |
False |
6,445 |
| 60 |
1,795.1 |
1,528.6 |
266.5 |
15.6% |
28.0 |
1.6% |
69% |
False |
False |
5,037 |
| 80 |
1,808.5 |
1,528.6 |
279.9 |
16.3% |
28.8 |
1.7% |
66% |
False |
False |
4,186 |
| 100 |
1,808.5 |
1,528.6 |
279.9 |
16.3% |
28.8 |
1.7% |
66% |
False |
False |
3,474 |
| 120 |
1,859.3 |
1,528.6 |
330.7 |
19.3% |
32.1 |
1.9% |
56% |
False |
False |
2,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,810.5 |
|
2.618 |
1,778.7 |
|
1.618 |
1,759.2 |
|
1.000 |
1,747.1 |
|
0.618 |
1,739.7 |
|
HIGH |
1,727.6 |
|
0.618 |
1,720.2 |
|
0.500 |
1,717.9 |
|
0.382 |
1,715.5 |
|
LOW |
1,708.1 |
|
0.618 |
1,696.0 |
|
1.000 |
1,688.6 |
|
1.618 |
1,676.5 |
|
2.618 |
1,657.0 |
|
4.250 |
1,625.2 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,717.9 |
1,737.2 |
| PP |
1,716.1 |
1,729.0 |
| S1 |
1,714.4 |
1,720.8 |
|