| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,576.0 |
2,572.0 |
-4.0 |
-0.2% |
2,538.0 |
| High |
2,595.0 |
2,601.0 |
6.0 |
0.2% |
2,541.0 |
| Low |
2,564.0 |
2,569.0 |
5.0 |
0.2% |
2,427.0 |
| Close |
2,572.0 |
2,594.0 |
22.0 |
0.9% |
2,519.0 |
| Range |
31.0 |
32.0 |
1.0 |
3.2% |
114.0 |
| ATR |
44.0 |
43.1 |
-0.9 |
-1.9% |
0.0 |
| Volume |
2,259,316 |
1,952,230 |
-307,086 |
-13.6% |
6,509,047 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,684.0 |
2,671.0 |
2,611.6 |
|
| R3 |
2,652.0 |
2,639.0 |
2,602.8 |
|
| R2 |
2,620.0 |
2,620.0 |
2,599.9 |
|
| R1 |
2,607.0 |
2,607.0 |
2,596.9 |
2,613.5 |
| PP |
2,588.0 |
2,588.0 |
2,588.0 |
2,591.3 |
| S1 |
2,575.0 |
2,575.0 |
2,591.1 |
2,581.5 |
| S2 |
2,556.0 |
2,556.0 |
2,588.1 |
|
| S3 |
2,524.0 |
2,543.0 |
2,585.2 |
|
| S4 |
2,492.0 |
2,511.0 |
2,576.4 |
|
|
| 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 |
2,601.0 |
2,502.0 |
99.0 |
3.8% |
33.2 |
1.3% |
93% |
True |
False |
1,871,951 |
| 10 |
2,601.0 |
2,427.0 |
174.0 |
6.7% |
41.1 |
1.6% |
96% |
True |
False |
1,542,475 |
| 20 |
2,601.0 |
2,427.0 |
174.0 |
6.7% |
40.7 |
1.6% |
96% |
True |
False |
1,317,584 |
| 40 |
2,601.0 |
2,386.0 |
215.0 |
8.3% |
39.7 |
1.5% |
97% |
True |
False |
1,151,134 |
| 60 |
2,601.0 |
2,183.0 |
418.0 |
16.1% |
43.1 |
1.7% |
98% |
True |
False |
1,024,229 |
| 80 |
2,601.0 |
2,059.0 |
542.0 |
20.9% |
48.9 |
1.9% |
99% |
True |
False |
868,748 |
| 100 |
2,601.0 |
2,059.0 |
542.0 |
20.9% |
54.4 |
2.1% |
99% |
True |
False |
697,285 |
| 120 |
2,601.0 |
2,043.0 |
558.0 |
21.5% |
56.1 |
2.2% |
99% |
True |
False |
582,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,737.0 |
|
2.618 |
2,684.8 |
|
1.618 |
2,652.8 |
|
1.000 |
2,633.0 |
|
0.618 |
2,620.8 |
|
HIGH |
2,601.0 |
|
0.618 |
2,588.8 |
|
0.500 |
2,585.0 |
|
0.382 |
2,581.2 |
|
LOW |
2,569.0 |
|
0.618 |
2,549.2 |
|
1.000 |
2,537.0 |
|
1.618 |
2,517.2 |
|
2.618 |
2,485.2 |
|
4.250 |
2,433.0 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,591.0 |
2,584.3 |
| PP |
2,588.0 |
2,574.7 |
| S1 |
2,585.0 |
2,565.0 |
|