| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,517.0 |
2,512.0 |
-5.0 |
-0.2% |
2,538.0 |
| High |
2,532.0 |
2,526.0 |
-6.0 |
-0.2% |
2,541.0 |
| Low |
2,503.0 |
2,502.0 |
-1.0 |
0.0% |
2,427.0 |
| Close |
2,519.0 |
2,514.0 |
-5.0 |
-0.2% |
2,519.0 |
| Range |
29.0 |
24.0 |
-5.0 |
-17.2% |
114.0 |
| ATR |
44.9 |
43.4 |
-1.5 |
-3.3% |
0.0 |
| Volume |
1,254,786 |
1,464,976 |
210,190 |
16.8% |
6,509,047 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,586.0 |
2,574.0 |
2,527.2 |
|
| R3 |
2,562.0 |
2,550.0 |
2,520.6 |
|
| R2 |
2,538.0 |
2,538.0 |
2,518.4 |
|
| R1 |
2,526.0 |
2,526.0 |
2,516.2 |
2,532.0 |
| PP |
2,514.0 |
2,514.0 |
2,514.0 |
2,517.0 |
| S1 |
2,502.0 |
2,502.0 |
2,511.8 |
2,508.0 |
| S2 |
2,490.0 |
2,490.0 |
2,509.6 |
|
| S3 |
2,466.0 |
2,478.0 |
2,507.4 |
|
| S4 |
2,442.0 |
2,454.0 |
2,500.8 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,837.7 |
2,792.3 |
2,581.7 |
|
| R3 |
2,723.7 |
2,678.3 |
2,550.4 |
|
| R2 |
2,609.7 |
2,609.7 |
2,539.9 |
|
| R1 |
2,564.3 |
2,564.3 |
2,529.5 |
2,530.0 |
| PP |
2,495.7 |
2,495.7 |
2,495.7 |
2,478.5 |
| S1 |
2,450.3 |
2,450.3 |
2,508.6 |
2,416.0 |
| S2 |
2,381.7 |
2,381.7 |
2,498.1 |
|
| S3 |
2,267.7 |
2,336.3 |
2,487.7 |
|
| S4 |
2,153.7 |
2,222.3 |
2,456.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,532.0 |
2,427.0 |
105.0 |
4.2% |
49.4 |
2.0% |
83% |
False |
False |
1,427,658 |
| 10 |
2,561.0 |
2,427.0 |
134.0 |
5.3% |
44.1 |
1.8% |
65% |
False |
False |
1,268,291 |
| 20 |
2,561.0 |
2,427.0 |
134.0 |
5.3% |
40.5 |
1.6% |
65% |
False |
False |
1,125,472 |
| 40 |
2,561.0 |
2,300.0 |
261.0 |
10.4% |
40.8 |
1.6% |
82% |
False |
False |
1,076,051 |
| 60 |
2,561.0 |
2,162.0 |
399.0 |
15.9% |
44.2 |
1.8% |
88% |
False |
False |
968,318 |
| 80 |
2,561.0 |
2,059.0 |
502.0 |
20.0% |
49.6 |
2.0% |
91% |
False |
False |
785,923 |
| 100 |
2,561.0 |
2,059.0 |
502.0 |
20.0% |
54.9 |
2.2% |
91% |
False |
False |
630,914 |
| 120 |
2,561.0 |
1,927.0 |
634.0 |
25.2% |
57.8 |
2.3% |
93% |
False |
False |
526,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,628.0 |
|
2.618 |
2,588.8 |
|
1.618 |
2,564.8 |
|
1.000 |
2,550.0 |
|
0.618 |
2,540.8 |
|
HIGH |
2,526.0 |
|
0.618 |
2,516.8 |
|
0.500 |
2,514.0 |
|
0.382 |
2,511.2 |
|
LOW |
2,502.0 |
|
0.618 |
2,487.2 |
|
1.000 |
2,478.0 |
|
1.618 |
2,463.2 |
|
2.618 |
2,439.2 |
|
4.250 |
2,400.0 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,514.0 |
2,509.0 |
| PP |
2,514.0 |
2,504.0 |
| S1 |
2,514.0 |
2,499.0 |
|