| 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 |
2,650.50 |
2,697.50 |
47.00 |
1.8% |
2,639.75 |
| High |
2,700.50 |
2,717.50 |
17.00 |
0.6% |
2,652.50 |
| Low |
2,649.75 |
2,690.25 |
40.50 |
1.5% |
2,575.00 |
| Close |
2,697.75 |
2,706.25 |
8.50 |
0.3% |
2,648.50 |
| Range |
50.75 |
27.25 |
-23.50 |
-46.3% |
77.50 |
| ATR |
31.04 |
30.77 |
-0.27 |
-0.9% |
0.00 |
| Volume |
147,067 |
86,540 |
-60,527 |
-41.2% |
1,182,253 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,786.50 |
2,773.50 |
2,721.25 |
|
| R3 |
2,759.25 |
2,746.25 |
2,713.75 |
|
| R2 |
2,732.00 |
2,732.00 |
2,711.25 |
|
| R1 |
2,719.00 |
2,719.00 |
2,708.75 |
2,725.50 |
| PP |
2,704.75 |
2,704.75 |
2,704.75 |
2,708.00 |
| S1 |
2,691.75 |
2,691.75 |
2,703.75 |
2,698.25 |
| S2 |
2,677.50 |
2,677.50 |
2,701.25 |
|
| S3 |
2,650.25 |
2,664.50 |
2,698.75 |
|
| S4 |
2,623.00 |
2,637.25 |
2,691.25 |
|
|
| 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 |
2,717.50 |
2,604.50 |
113.00 |
4.2% |
31.25 |
1.2% |
90% |
True |
False |
153,805 |
| 10 |
2,717.50 |
2,575.00 |
142.50 |
5.3% |
31.00 |
1.2% |
92% |
True |
False |
197,532 |
| 20 |
2,717.50 |
2,542.75 |
174.75 |
6.5% |
31.50 |
1.2% |
94% |
True |
False |
213,578 |
| 40 |
2,717.50 |
2,387.75 |
329.75 |
12.2% |
29.50 |
1.1% |
97% |
True |
False |
200,595 |
| 60 |
2,717.50 |
2,204.25 |
513.25 |
19.0% |
30.75 |
1.1% |
98% |
True |
False |
179,053 |
| 80 |
2,717.50 |
2,135.00 |
582.50 |
21.5% |
35.75 |
1.3% |
98% |
True |
False |
153,610 |
| 100 |
2,717.50 |
2,135.00 |
582.50 |
21.5% |
39.00 |
1.4% |
98% |
True |
False |
122,906 |
| 120 |
2,717.50 |
2,034.50 |
683.00 |
25.2% |
43.00 |
1.6% |
98% |
True |
False |
102,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,833.25 |
|
2.618 |
2,788.75 |
|
1.618 |
2,761.50 |
|
1.000 |
2,744.75 |
|
0.618 |
2,734.25 |
|
HIGH |
2,717.50 |
|
0.618 |
2,707.00 |
|
0.500 |
2,704.00 |
|
0.382 |
2,700.75 |
|
LOW |
2,690.25 |
|
0.618 |
2,673.50 |
|
1.000 |
2,663.00 |
|
1.618 |
2,646.25 |
|
2.618 |
2,619.00 |
|
4.250 |
2,574.50 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,705.50 |
2,696.25 |
| PP |
2,704.75 |
2,686.25 |
| S1 |
2,704.00 |
2,676.50 |
|