| 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 |
2,463.0 |
2,509.0 |
46.0 |
1.9% |
2,469.0 |
| High |
2,509.0 |
2,525.0 |
16.0 |
0.6% |
2,469.0 |
| Low |
2,458.0 |
2,494.0 |
36.0 |
1.5% |
2,356.0 |
| Close |
2,509.0 |
2,502.0 |
-7.0 |
-0.3% |
2,447.0 |
| Range |
51.0 |
31.0 |
-20.0 |
-39.2% |
113.0 |
| ATR |
43.2 |
42.3 |
-0.9 |
-2.0% |
0.0 |
| Volume |
1,470,154 |
1,348,355 |
-121,799 |
-8.3% |
621,889 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,600.0 |
2,582.0 |
2,519.1 |
|
| R3 |
2,569.0 |
2,551.0 |
2,510.5 |
|
| R2 |
2,538.0 |
2,538.0 |
2,507.7 |
|
| R1 |
2,520.0 |
2,520.0 |
2,504.8 |
2,513.5 |
| PP |
2,507.0 |
2,507.0 |
2,507.0 |
2,503.8 |
| S1 |
2,489.0 |
2,489.0 |
2,499.2 |
2,482.5 |
| S2 |
2,476.0 |
2,476.0 |
2,496.3 |
|
| S3 |
2,445.0 |
2,458.0 |
2,493.5 |
|
| S4 |
2,414.0 |
2,427.0 |
2,485.0 |
|
|
| 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 |
2,525.0 |
2,394.0 |
131.0 |
5.2% |
38.8 |
1.6% |
82% |
True |
False |
796,576 |
| 10 |
2,525.0 |
2,356.0 |
169.0 |
6.8% |
44.1 |
1.8% |
86% |
True |
False |
434,431 |
| 20 |
2,525.0 |
2,356.0 |
169.0 |
6.8% |
38.6 |
1.5% |
86% |
True |
False |
224,619 |
| 40 |
2,525.0 |
2,321.0 |
204.0 |
8.2% |
35.7 |
1.4% |
89% |
True |
False |
112,777 |
| 60 |
2,525.0 |
2,166.0 |
359.0 |
14.3% |
38.2 |
1.5% |
94% |
True |
False |
75,414 |
| 80 |
2,525.0 |
1,999.0 |
526.0 |
21.0% |
44.3 |
1.8% |
96% |
True |
False |
59,244 |
| 100 |
2,525.0 |
1,999.0 |
526.0 |
21.0% |
46.5 |
1.9% |
96% |
True |
False |
47,464 |
| 120 |
2,525.0 |
1,991.0 |
534.0 |
21.3% |
46.2 |
1.8% |
96% |
True |
False |
39,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,656.8 |
|
2.618 |
2,606.2 |
|
1.618 |
2,575.2 |
|
1.000 |
2,556.0 |
|
0.618 |
2,544.2 |
|
HIGH |
2,525.0 |
|
0.618 |
2,513.2 |
|
0.500 |
2,509.5 |
|
0.382 |
2,505.8 |
|
LOW |
2,494.0 |
|
0.618 |
2,474.8 |
|
1.000 |
2,463.0 |
|
1.618 |
2,443.8 |
|
2.618 |
2,412.8 |
|
4.250 |
2,362.3 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,509.5 |
2,494.0 |
| PP |
2,507.0 |
2,486.0 |
| S1 |
2,504.5 |
2,478.0 |
|