| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
6,864.5 |
6,915.5 |
51.0 |
0.7% |
6,884.5 |
| High |
6,924.0 |
7,048.0 |
124.0 |
1.8% |
6,915.0 |
| Low |
6,848.0 |
6,915.5 |
67.5 |
1.0% |
6,602.0 |
| Close |
6,898.0 |
7,046.5 |
148.5 |
2.2% |
6,889.5 |
| Range |
76.0 |
132.5 |
56.5 |
74.3% |
313.0 |
| ATR |
121.4 |
123.5 |
2.0 |
1.7% |
0.0 |
| Volume |
157,832 |
254,343 |
96,511 |
61.1% |
794,407 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,400.8 |
7,356.2 |
7,119.4 |
|
| R3 |
7,268.3 |
7,223.7 |
7,082.9 |
|
| R2 |
7,135.8 |
7,135.8 |
7,070.8 |
|
| R1 |
7,091.2 |
7,091.2 |
7,058.6 |
7,113.5 |
| PP |
7,003.3 |
7,003.3 |
7,003.3 |
7,014.5 |
| S1 |
6,958.7 |
6,958.7 |
7,034.4 |
6,981.0 |
| S2 |
6,870.8 |
6,870.8 |
7,022.2 |
|
| S3 |
6,738.3 |
6,826.2 |
7,010.1 |
|
| S4 |
6,605.8 |
6,693.7 |
6,973.6 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,741.2 |
7,628.3 |
7,061.7 |
|
| R3 |
7,428.2 |
7,315.3 |
6,975.6 |
|
| R2 |
7,115.2 |
7,115.2 |
6,946.9 |
|
| R1 |
7,002.3 |
7,002.3 |
6,918.2 |
7,058.8 |
| PP |
6,802.2 |
6,802.2 |
6,802.2 |
6,830.4 |
| S1 |
6,689.3 |
6,689.3 |
6,860.8 |
6,745.8 |
| S2 |
6,489.2 |
6,489.2 |
6,832.1 |
|
| S3 |
6,176.2 |
6,376.3 |
6,803.4 |
|
| S4 |
5,863.2 |
6,063.3 |
6,717.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,048.0 |
6,611.0 |
437.0 |
6.2% |
108.0 |
1.5% |
100% |
True |
False |
171,101 |
| 10 |
7,048.0 |
6,602.0 |
446.0 |
6.3% |
123.6 |
1.8% |
100% |
True |
False |
163,718 |
| 20 |
7,048.0 |
6,602.0 |
446.0 |
6.3% |
118.3 |
1.7% |
100% |
True |
False |
153,012 |
| 40 |
7,048.0 |
6,267.5 |
780.5 |
11.1% |
110.7 |
1.6% |
100% |
True |
False |
146,986 |
| 60 |
7,048.0 |
5,614.5 |
1,433.5 |
20.3% |
116.1 |
1.6% |
100% |
True |
False |
135,640 |
| 80 |
7,048.0 |
5,382.0 |
1,666.0 |
23.6% |
129.8 |
1.8% |
100% |
True |
False |
106,201 |
| 100 |
7,048.0 |
5,382.0 |
1,666.0 |
23.6% |
145.6 |
2.1% |
100% |
True |
False |
85,067 |
| 120 |
7,048.0 |
5,001.0 |
2,047.0 |
29.0% |
153.5 |
2.2% |
100% |
True |
False |
70,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,611.1 |
|
2.618 |
7,394.9 |
|
1.618 |
7,262.4 |
|
1.000 |
7,180.5 |
|
0.618 |
7,129.9 |
|
HIGH |
7,048.0 |
|
0.618 |
6,997.4 |
|
0.500 |
6,981.8 |
|
0.382 |
6,966.1 |
|
LOW |
6,915.5 |
|
0.618 |
6,833.6 |
|
1.000 |
6,783.0 |
|
1.618 |
6,701.1 |
|
2.618 |
6,568.6 |
|
4.250 |
6,352.4 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
7,024.9 |
7,010.9 |
| PP |
7,003.3 |
6,975.3 |
| S1 |
6,981.8 |
6,939.8 |
|