| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,512.0 |
2,535.0 |
23.0 |
0.9% |
2,538.0 |
| High |
2,526.0 |
2,579.0 |
53.0 |
2.1% |
2,541.0 |
| Low |
2,502.0 |
2,529.0 |
27.0 |
1.1% |
2,427.0 |
| Close |
2,514.0 |
2,576.0 |
62.0 |
2.5% |
2,519.0 |
| Range |
24.0 |
50.0 |
26.0 |
108.3% |
114.0 |
| ATR |
43.4 |
45.0 |
1.5 |
3.5% |
0.0 |
| Volume |
1,464,976 |
2,428,447 |
963,471 |
65.8% |
6,509,047 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,711.3 |
2,693.7 |
2,603.5 |
|
| R3 |
2,661.3 |
2,643.7 |
2,589.8 |
|
| R2 |
2,611.3 |
2,611.3 |
2,585.2 |
|
| R1 |
2,593.7 |
2,593.7 |
2,580.6 |
2,602.5 |
| PP |
2,561.3 |
2,561.3 |
2,561.3 |
2,565.8 |
| S1 |
2,543.7 |
2,543.7 |
2,571.4 |
2,552.5 |
| S2 |
2,511.3 |
2,511.3 |
2,566.8 |
|
| S3 |
2,461.3 |
2,493.7 |
2,562.3 |
|
| S4 |
2,411.3 |
2,443.7 |
2,548.5 |
|
|
| 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 |
2,579.0 |
2,434.0 |
145.0 |
5.6% |
39.2 |
1.5% |
98% |
True |
False |
1,556,031 |
| 10 |
2,579.0 |
2,427.0 |
152.0 |
5.9% |
45.5 |
1.8% |
98% |
True |
False |
1,402,085 |
| 20 |
2,579.0 |
2,427.0 |
152.0 |
5.9% |
41.6 |
1.6% |
98% |
True |
False |
1,207,386 |
| 40 |
2,579.0 |
2,369.0 |
210.0 |
8.2% |
40.3 |
1.6% |
99% |
True |
False |
1,105,008 |
| 60 |
2,579.0 |
2,162.0 |
417.0 |
16.2% |
44.2 |
1.7% |
99% |
True |
False |
986,710 |
| 80 |
2,579.0 |
2,059.0 |
520.0 |
20.2% |
49.5 |
1.9% |
99% |
True |
False |
816,217 |
| 100 |
2,579.0 |
2,059.0 |
520.0 |
20.2% |
54.9 |
2.1% |
99% |
True |
False |
655,191 |
| 120 |
2,579.0 |
1,927.0 |
652.0 |
25.3% |
57.5 |
2.2% |
100% |
True |
False |
547,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,791.5 |
|
2.618 |
2,709.9 |
|
1.618 |
2,659.9 |
|
1.000 |
2,629.0 |
|
0.618 |
2,609.9 |
|
HIGH |
2,579.0 |
|
0.618 |
2,559.9 |
|
0.500 |
2,554.0 |
|
0.382 |
2,548.1 |
|
LOW |
2,529.0 |
|
0.618 |
2,498.1 |
|
1.000 |
2,479.0 |
|
1.618 |
2,448.1 |
|
2.618 |
2,398.1 |
|
4.250 |
2,316.5 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,568.7 |
2,564.2 |
| PP |
2,561.3 |
2,552.3 |
| S1 |
2,554.0 |
2,540.5 |
|