| 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 |
2,450.0 |
2,440.0 |
-10.0 |
-0.4% |
2,469.0 |
| High |
2,460.0 |
2,454.0 |
-6.0 |
-0.2% |
2,469.0 |
| Low |
2,432.0 |
2,431.0 |
-1.0 |
0.0% |
2,356.0 |
| Close |
2,447.0 |
2,443.0 |
-4.0 |
-0.2% |
2,447.0 |
| Range |
28.0 |
23.0 |
-5.0 |
-17.9% |
113.0 |
| ATR |
42.8 |
41.4 |
-1.4 |
-3.3% |
0.0 |
| Volume |
279,253 |
687,161 |
407,908 |
146.1% |
621,889 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,511.7 |
2,500.3 |
2,455.7 |
|
| R3 |
2,488.7 |
2,477.3 |
2,449.3 |
|
| R2 |
2,465.7 |
2,465.7 |
2,447.2 |
|
| R1 |
2,454.3 |
2,454.3 |
2,445.1 |
2,460.0 |
| PP |
2,442.7 |
2,442.7 |
2,442.7 |
2,445.5 |
| S1 |
2,431.3 |
2,431.3 |
2,440.9 |
2,437.0 |
| S2 |
2,419.7 |
2,419.7 |
2,438.8 |
|
| S3 |
2,396.7 |
2,408.3 |
2,436.7 |
|
| S4 |
2,373.7 |
2,385.3 |
2,430.4 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,763.0 |
2,718.0 |
2,509.2 |
|
| R3 |
2,650.0 |
2,605.0 |
2,478.1 |
|
| R2 |
2,537.0 |
2,537.0 |
2,467.7 |
|
| R1 |
2,492.0 |
2,492.0 |
2,457.4 |
2,458.0 |
| PP |
2,424.0 |
2,424.0 |
2,424.0 |
2,407.0 |
| S1 |
2,379.0 |
2,379.0 |
2,436.6 |
2,345.0 |
| S2 |
2,311.0 |
2,311.0 |
2,426.3 |
|
| S3 |
2,198.0 |
2,266.0 |
2,415.9 |
|
| S4 |
2,085.0 |
2,153.0 |
2,384.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,460.0 |
2,356.0 |
104.0 |
4.3% |
49.2 |
2.0% |
84% |
False |
False |
258,522 |
| 10 |
2,489.0 |
2,356.0 |
133.0 |
5.4% |
43.4 |
1.8% |
65% |
False |
False |
157,036 |
| 20 |
2,489.0 |
2,356.0 |
133.0 |
5.4% |
38.2 |
1.6% |
65% |
False |
False |
84,008 |
| 40 |
2,489.0 |
2,300.0 |
189.0 |
7.7% |
35.6 |
1.5% |
76% |
False |
False |
42,427 |
| 60 |
2,489.0 |
2,109.0 |
380.0 |
15.6% |
39.0 |
1.6% |
88% |
False |
False |
28,455 |
| 80 |
2,489.0 |
1,999.0 |
490.0 |
20.1% |
44.4 |
1.8% |
91% |
False |
False |
24,022 |
| 100 |
2,489.0 |
1,999.0 |
490.0 |
20.1% |
46.5 |
1.9% |
91% |
False |
False |
19,279 |
| 120 |
2,489.0 |
1,903.0 |
586.0 |
24.0% |
46.7 |
1.9% |
92% |
False |
False |
16,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,551.8 |
|
2.618 |
2,514.2 |
|
1.618 |
2,491.2 |
|
1.000 |
2,477.0 |
|
0.618 |
2,468.2 |
|
HIGH |
2,454.0 |
|
0.618 |
2,445.2 |
|
0.500 |
2,442.5 |
|
0.382 |
2,439.8 |
|
LOW |
2,431.0 |
|
0.618 |
2,416.8 |
|
1.000 |
2,408.0 |
|
1.618 |
2,393.8 |
|
2.618 |
2,370.8 |
|
4.250 |
2,333.3 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,442.8 |
2,437.7 |
| PP |
2,442.7 |
2,432.3 |
| S1 |
2,442.5 |
2,427.0 |
|