| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,535.0 |
2,576.0 |
41.0 |
1.6% |
2,538.0 |
| High |
2,579.0 |
2,595.0 |
16.0 |
0.6% |
2,541.0 |
| Low |
2,529.0 |
2,564.0 |
35.0 |
1.4% |
2,427.0 |
| Close |
2,576.0 |
2,572.0 |
-4.0 |
-0.2% |
2,519.0 |
| Range |
50.0 |
31.0 |
-19.0 |
-38.0% |
114.0 |
| ATR |
45.0 |
44.0 |
-1.0 |
-2.2% |
0.0 |
| Volume |
2,428,447 |
2,259,316 |
-169,131 |
-7.0% |
6,509,047 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,670.0 |
2,652.0 |
2,589.1 |
|
| R3 |
2,639.0 |
2,621.0 |
2,580.5 |
|
| R2 |
2,608.0 |
2,608.0 |
2,577.7 |
|
| R1 |
2,590.0 |
2,590.0 |
2,574.8 |
2,583.5 |
| PP |
2,577.0 |
2,577.0 |
2,577.0 |
2,573.8 |
| S1 |
2,559.0 |
2,559.0 |
2,569.2 |
2,552.5 |
| S2 |
2,546.0 |
2,546.0 |
2,566.3 |
|
| S3 |
2,515.0 |
2,528.0 |
2,563.5 |
|
| S4 |
2,484.0 |
2,497.0 |
2,555.0 |
|
|
| 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 |
2,595.0 |
2,466.0 |
129.0 |
5.0% |
39.0 |
1.5% |
82% |
True |
False |
1,768,436 |
| 10 |
2,595.0 |
2,427.0 |
168.0 |
6.5% |
44.3 |
1.7% |
86% |
True |
False |
1,479,383 |
| 20 |
2,595.0 |
2,427.0 |
168.0 |
6.5% |
41.4 |
1.6% |
86% |
True |
False |
1,277,339 |
| 40 |
2,595.0 |
2,369.0 |
226.0 |
8.8% |
40.2 |
1.6% |
90% |
True |
False |
1,133,114 |
| 60 |
2,595.0 |
2,162.0 |
433.0 |
16.8% |
43.7 |
1.7% |
95% |
True |
False |
1,003,059 |
| 80 |
2,595.0 |
2,059.0 |
536.0 |
20.8% |
49.4 |
1.9% |
96% |
True |
False |
844,357 |
| 100 |
2,595.0 |
2,059.0 |
536.0 |
20.8% |
54.6 |
2.1% |
96% |
True |
False |
677,774 |
| 120 |
2,595.0 |
1,965.0 |
630.0 |
24.5% |
57.0 |
2.2% |
96% |
True |
False |
565,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,726.8 |
|
2.618 |
2,676.2 |
|
1.618 |
2,645.2 |
|
1.000 |
2,626.0 |
|
0.618 |
2,614.2 |
|
HIGH |
2,595.0 |
|
0.618 |
2,583.2 |
|
0.500 |
2,579.5 |
|
0.382 |
2,575.8 |
|
LOW |
2,564.0 |
|
0.618 |
2,544.8 |
|
1.000 |
2,533.0 |
|
1.618 |
2,513.8 |
|
2.618 |
2,482.8 |
|
4.250 |
2,432.3 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,579.5 |
2,564.2 |
| PP |
2,577.0 |
2,556.3 |
| S1 |
2,574.5 |
2,548.5 |
|