| 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 |
2,637.50 |
2,649.25 |
11.75 |
0.4% |
2,639.75 |
| High |
2,652.50 |
2,652.50 |
0.00 |
0.0% |
2,652.50 |
| Low |
2,631.50 |
2,635.25 |
3.75 |
0.1% |
2,575.00 |
| Close |
2,648.50 |
2,651.50 |
3.00 |
0.1% |
2,648.50 |
| Range |
21.00 |
17.25 |
-3.75 |
-17.9% |
77.50 |
| ATR |
30.46 |
29.52 |
-0.94 |
-3.1% |
0.00 |
| Volume |
126,463 |
122,331 |
-4,132 |
-3.3% |
1,182,253 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,698.25 |
2,692.00 |
2,661.00 |
|
| R3 |
2,681.00 |
2,674.75 |
2,656.25 |
|
| R2 |
2,663.75 |
2,663.75 |
2,654.75 |
|
| R1 |
2,657.50 |
2,657.50 |
2,653.00 |
2,660.50 |
| PP |
2,646.50 |
2,646.50 |
2,646.50 |
2,648.00 |
| S1 |
2,640.25 |
2,640.25 |
2,650.00 |
2,643.50 |
| S2 |
2,629.25 |
2,629.25 |
2,648.25 |
|
| S3 |
2,612.00 |
2,623.00 |
2,646.75 |
|
| S4 |
2,594.75 |
2,605.75 |
2,642.00 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,857.75 |
2,830.75 |
2,691.00 |
|
| R3 |
2,780.25 |
2,753.25 |
2,669.75 |
|
| R2 |
2,702.75 |
2,702.75 |
2,662.75 |
|
| R1 |
2,675.75 |
2,675.75 |
2,655.50 |
2,689.25 |
| PP |
2,625.25 |
2,625.25 |
2,625.25 |
2,632.00 |
| S1 |
2,598.25 |
2,598.25 |
2,641.50 |
2,611.75 |
| S2 |
2,547.75 |
2,547.75 |
2,634.25 |
|
| S3 |
2,470.25 |
2,520.75 |
2,627.25 |
|
| S4 |
2,392.75 |
2,443.25 |
2,606.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,652.50 |
2,575.00 |
77.50 |
2.9% |
29.25 |
1.1% |
99% |
True |
False |
216,300 |
| 10 |
2,652.50 |
2,575.00 |
77.50 |
2.9% |
29.25 |
1.1% |
99% |
True |
False |
219,994 |
| 20 |
2,652.50 |
2,542.75 |
109.75 |
4.1% |
29.75 |
1.1% |
99% |
True |
False |
219,728 |
| 40 |
2,652.50 |
2,348.50 |
304.00 |
11.5% |
29.25 |
1.1% |
100% |
True |
False |
203,759 |
| 60 |
2,652.50 |
2,204.25 |
448.25 |
16.9% |
31.25 |
1.2% |
100% |
True |
False |
184,258 |
| 80 |
2,652.50 |
2,135.00 |
517.50 |
19.5% |
36.25 |
1.4% |
100% |
True |
False |
150,698 |
| 100 |
2,652.50 |
2,135.00 |
517.50 |
19.5% |
39.25 |
1.5% |
100% |
True |
False |
120,571 |
| 120 |
2,652.50 |
2,034.50 |
618.00 |
23.3% |
43.25 |
1.6% |
100% |
True |
False |
100,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,725.75 |
|
2.618 |
2,697.75 |
|
1.618 |
2,680.50 |
|
1.000 |
2,669.75 |
|
0.618 |
2,663.25 |
|
HIGH |
2,652.50 |
|
0.618 |
2,646.00 |
|
0.500 |
2,644.00 |
|
0.382 |
2,641.75 |
|
LOW |
2,635.25 |
|
0.618 |
2,624.50 |
|
1.000 |
2,618.00 |
|
1.618 |
2,607.25 |
|
2.618 |
2,590.00 |
|
4.250 |
2,562.00 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,649.00 |
2,643.75 |
| PP |
2,646.50 |
2,636.25 |
| S1 |
2,644.00 |
2,628.50 |
|