| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,509.0 |
2,507.0 |
-2.0 |
-0.1% |
2,469.0 |
| High |
2,525.0 |
2,532.0 |
7.0 |
0.3% |
2,469.0 |
| Low |
2,494.0 |
2,499.0 |
5.0 |
0.2% |
2,356.0 |
| Close |
2,502.0 |
2,525.0 |
23.0 |
0.9% |
2,447.0 |
| Range |
31.0 |
33.0 |
2.0 |
6.5% |
113.0 |
| ATR |
42.3 |
41.6 |
-0.7 |
-1.6% |
0.0 |
| Volume |
1,348,355 |
1,330,044 |
-18,311 |
-1.4% |
621,889 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,617.7 |
2,604.3 |
2,543.2 |
|
| R3 |
2,584.7 |
2,571.3 |
2,534.1 |
|
| R2 |
2,551.7 |
2,551.7 |
2,531.1 |
|
| R1 |
2,538.3 |
2,538.3 |
2,528.0 |
2,545.0 |
| PP |
2,518.7 |
2,518.7 |
2,518.7 |
2,522.0 |
| S1 |
2,505.3 |
2,505.3 |
2,522.0 |
2,512.0 |
| S2 |
2,485.7 |
2,485.7 |
2,519.0 |
|
| S3 |
2,452.7 |
2,472.3 |
2,515.9 |
|
| S4 |
2,419.7 |
2,439.3 |
2,506.9 |
|
|
| 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 |
2,532.0 |
2,431.0 |
101.0 |
4.0% |
33.2 |
1.3% |
93% |
True |
False |
1,022,993 |
| 10 |
2,532.0 |
2,356.0 |
176.0 |
7.0% |
40.9 |
1.6% |
96% |
True |
False |
547,444 |
| 20 |
2,532.0 |
2,356.0 |
176.0 |
7.0% |
37.6 |
1.5% |
96% |
True |
False |
291,108 |
| 40 |
2,532.0 |
2,332.0 |
200.0 |
7.9% |
35.4 |
1.4% |
97% |
True |
False |
145,998 |
| 60 |
2,532.0 |
2,178.0 |
354.0 |
14.0% |
37.5 |
1.5% |
98% |
True |
False |
97,567 |
| 80 |
2,532.0 |
1,999.0 |
533.0 |
21.1% |
44.2 |
1.7% |
99% |
True |
False |
75,844 |
| 100 |
2,532.0 |
1,999.0 |
533.0 |
21.1% |
46.6 |
1.8% |
99% |
True |
False |
60,763 |
| 120 |
2,532.0 |
1,991.0 |
541.0 |
21.4% |
46.0 |
1.8% |
99% |
True |
False |
50,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,672.3 |
|
2.618 |
2,618.4 |
|
1.618 |
2,585.4 |
|
1.000 |
2,565.0 |
|
0.618 |
2,552.4 |
|
HIGH |
2,532.0 |
|
0.618 |
2,519.4 |
|
0.500 |
2,515.5 |
|
0.382 |
2,511.6 |
|
LOW |
2,499.0 |
|
0.618 |
2,478.6 |
|
1.000 |
2,466.0 |
|
1.618 |
2,445.6 |
|
2.618 |
2,412.6 |
|
4.250 |
2,358.8 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,521.8 |
2,515.0 |
| PP |
2,518.7 |
2,505.0 |
| S1 |
2,515.5 |
2,495.0 |
|