| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,572.0 |
2,598.0 |
26.0 |
1.0% |
2,512.0 |
| High |
2,601.0 |
2,607.0 |
6.0 |
0.2% |
2,607.0 |
| Low |
2,569.0 |
2,594.0 |
25.0 |
1.0% |
2,502.0 |
| Close |
2,594.0 |
2,602.0 |
8.0 |
0.3% |
2,602.0 |
| Range |
32.0 |
13.0 |
-19.0 |
-59.4% |
105.0 |
| ATR |
43.1 |
41.0 |
-2.2 |
-5.0% |
0.0 |
| Volume |
1,952,230 |
195,004 |
-1,757,226 |
-90.0% |
8,299,973 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,640.0 |
2,634.0 |
2,609.2 |
|
| R3 |
2,627.0 |
2,621.0 |
2,605.6 |
|
| R2 |
2,614.0 |
2,614.0 |
2,604.4 |
|
| R1 |
2,608.0 |
2,608.0 |
2,603.2 |
2,611.0 |
| PP |
2,601.0 |
2,601.0 |
2,601.0 |
2,602.5 |
| S1 |
2,595.0 |
2,595.0 |
2,600.8 |
2,598.0 |
| S2 |
2,588.0 |
2,588.0 |
2,599.6 |
|
| S3 |
2,575.0 |
2,582.0 |
2,598.4 |
|
| S4 |
2,562.0 |
2,569.0 |
2,594.9 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,885.3 |
2,848.7 |
2,659.8 |
|
| R3 |
2,780.3 |
2,743.7 |
2,630.9 |
|
| R2 |
2,675.3 |
2,675.3 |
2,621.3 |
|
| R1 |
2,638.7 |
2,638.7 |
2,611.6 |
2,657.0 |
| PP |
2,570.3 |
2,570.3 |
2,570.3 |
2,579.5 |
| S1 |
2,533.7 |
2,533.7 |
2,592.4 |
2,552.0 |
| S2 |
2,465.3 |
2,465.3 |
2,582.8 |
|
| S3 |
2,360.3 |
2,428.7 |
2,573.1 |
|
| S4 |
2,255.3 |
2,323.7 |
2,544.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,607.0 |
2,502.0 |
105.0 |
4.0% |
30.0 |
1.2% |
95% |
True |
False |
1,659,994 |
| 10 |
2,607.0 |
2,427.0 |
180.0 |
6.9% |
40.2 |
1.5% |
97% |
True |
False |
1,480,902 |
| 20 |
2,607.0 |
2,427.0 |
180.0 |
6.9% |
38.5 |
1.5% |
97% |
True |
False |
1,266,354 |
| 40 |
2,607.0 |
2,397.0 |
210.0 |
8.1% |
38.8 |
1.5% |
98% |
True |
False |
1,126,556 |
| 60 |
2,607.0 |
2,225.0 |
382.0 |
14.7% |
41.9 |
1.6% |
99% |
True |
False |
1,015,636 |
| 80 |
2,607.0 |
2,059.0 |
548.0 |
21.1% |
48.4 |
1.9% |
99% |
True |
False |
870,522 |
| 100 |
2,607.0 |
2,059.0 |
548.0 |
21.1% |
54.1 |
2.1% |
99% |
True |
False |
699,221 |
| 120 |
2,607.0 |
2,043.0 |
564.0 |
21.7% |
55.6 |
2.1% |
99% |
True |
False |
583,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,662.3 |
|
2.618 |
2,641.0 |
|
1.618 |
2,628.0 |
|
1.000 |
2,620.0 |
|
0.618 |
2,615.0 |
|
HIGH |
2,607.0 |
|
0.618 |
2,602.0 |
|
0.500 |
2,600.5 |
|
0.382 |
2,599.0 |
|
LOW |
2,594.0 |
|
0.618 |
2,586.0 |
|
1.000 |
2,581.0 |
|
1.618 |
2,573.0 |
|
2.618 |
2,560.0 |
|
4.250 |
2,538.8 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,601.5 |
2,596.5 |
| PP |
2,601.0 |
2,591.0 |
| S1 |
2,600.5 |
2,585.5 |
|