| 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 |
2,440.0 |
2,463.0 |
23.0 |
0.9% |
2,469.0 |
| High |
2,454.0 |
2,509.0 |
55.0 |
2.2% |
2,469.0 |
| Low |
2,431.0 |
2,458.0 |
27.0 |
1.1% |
2,356.0 |
| Close |
2,443.0 |
2,509.0 |
66.0 |
2.7% |
2,447.0 |
| Range |
23.0 |
51.0 |
28.0 |
121.7% |
113.0 |
| ATR |
41.4 |
43.2 |
1.8 |
4.2% |
0.0 |
| Volume |
687,161 |
1,470,154 |
782,993 |
113.9% |
621,889 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,645.0 |
2,628.0 |
2,537.1 |
|
| R3 |
2,594.0 |
2,577.0 |
2,523.0 |
|
| R2 |
2,543.0 |
2,543.0 |
2,518.4 |
|
| R1 |
2,526.0 |
2,526.0 |
2,513.7 |
2,534.5 |
| PP |
2,492.0 |
2,492.0 |
2,492.0 |
2,496.3 |
| S1 |
2,475.0 |
2,475.0 |
2,504.3 |
2,483.5 |
| S2 |
2,441.0 |
2,441.0 |
2,499.7 |
|
| S3 |
2,390.0 |
2,424.0 |
2,495.0 |
|
| S4 |
2,339.0 |
2,373.0 |
2,481.0 |
|
|
| 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 |
2,509.0 |
2,362.0 |
147.0 |
5.9% |
39.0 |
1.6% |
100% |
True |
False |
535,893 |
| 10 |
2,509.0 |
2,356.0 |
153.0 |
6.1% |
45.1 |
1.8% |
100% |
True |
False |
303,956 |
| 20 |
2,509.0 |
2,356.0 |
153.0 |
6.1% |
39.1 |
1.6% |
100% |
True |
False |
157,511 |
| 40 |
2,509.0 |
2,309.0 |
200.0 |
8.0% |
35.9 |
1.4% |
100% |
True |
False |
79,174 |
| 60 |
2,509.0 |
2,122.0 |
387.0 |
15.4% |
38.9 |
1.6% |
100% |
True |
False |
52,951 |
| 80 |
2,509.0 |
1,999.0 |
510.0 |
20.3% |
44.5 |
1.8% |
100% |
True |
False |
42,391 |
| 100 |
2,509.0 |
1,999.0 |
510.0 |
20.3% |
46.6 |
1.9% |
100% |
True |
False |
33,981 |
| 120 |
2,509.0 |
1,991.0 |
518.0 |
20.6% |
46.3 |
1.8% |
100% |
True |
False |
28,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,725.8 |
|
2.618 |
2,642.5 |
|
1.618 |
2,591.5 |
|
1.000 |
2,560.0 |
|
0.618 |
2,540.5 |
|
HIGH |
2,509.0 |
|
0.618 |
2,489.5 |
|
0.500 |
2,483.5 |
|
0.382 |
2,477.5 |
|
LOW |
2,458.0 |
|
0.618 |
2,426.5 |
|
1.000 |
2,407.0 |
|
1.618 |
2,375.5 |
|
2.618 |
2,324.5 |
|
4.250 |
2,241.3 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,500.5 |
2,496.0 |
| PP |
2,492.0 |
2,483.0 |
| S1 |
2,483.5 |
2,470.0 |
|