| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,526.0 |
2,543.0 |
17.0 |
0.7% |
2,440.0 |
| High |
2,543.0 |
2,550.0 |
7.0 |
0.3% |
2,543.0 |
| Low |
2,524.0 |
2,521.0 |
-3.0 |
-0.1% |
2,431.0 |
| Close |
2,542.0 |
2,545.0 |
3.0 |
0.1% |
2,542.0 |
| Range |
19.0 |
29.0 |
10.0 |
52.6% |
112.0 |
| ATR |
40.0 |
39.2 |
-0.8 |
-2.0% |
0.0 |
| Volume |
1,093,909 |
686,396 |
-407,513 |
-37.3% |
5,929,623 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,625.7 |
2,614.3 |
2,561.0 |
|
| R3 |
2,596.7 |
2,585.3 |
2,553.0 |
|
| R2 |
2,567.7 |
2,567.7 |
2,550.3 |
|
| R1 |
2,556.3 |
2,556.3 |
2,547.7 |
2,562.0 |
| PP |
2,538.7 |
2,538.7 |
2,538.7 |
2,541.5 |
| S1 |
2,527.3 |
2,527.3 |
2,542.3 |
2,533.0 |
| S2 |
2,509.7 |
2,509.7 |
2,539.7 |
|
| S3 |
2,480.7 |
2,498.3 |
2,537.0 |
|
| S4 |
2,451.7 |
2,469.3 |
2,529.1 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,841.3 |
2,803.7 |
2,603.6 |
|
| R3 |
2,729.3 |
2,691.7 |
2,572.8 |
|
| R2 |
2,617.3 |
2,617.3 |
2,562.5 |
|
| R1 |
2,579.7 |
2,579.7 |
2,552.3 |
2,598.5 |
| PP |
2,505.3 |
2,505.3 |
2,505.3 |
2,514.8 |
| S1 |
2,467.7 |
2,467.7 |
2,531.7 |
2,486.5 |
| S2 |
2,393.3 |
2,393.3 |
2,521.5 |
|
| S3 |
2,281.3 |
2,355.7 |
2,511.2 |
|
| S4 |
2,169.3 |
2,243.7 |
2,480.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,550.0 |
2,458.0 |
92.0 |
3.6% |
32.6 |
1.3% |
95% |
True |
False |
1,185,771 |
| 10 |
2,550.0 |
2,356.0 |
194.0 |
7.6% |
40.9 |
1.6% |
97% |
True |
False |
722,146 |
| 20 |
2,550.0 |
2,356.0 |
194.0 |
7.6% |
37.8 |
1.5% |
97% |
True |
False |
380,081 |
| 40 |
2,550.0 |
2,332.0 |
218.0 |
8.6% |
35.2 |
1.4% |
98% |
True |
False |
190,486 |
| 60 |
2,550.0 |
2,178.0 |
372.0 |
14.6% |
37.5 |
1.5% |
99% |
True |
False |
127,213 |
| 80 |
2,550.0 |
2,073.0 |
477.0 |
18.7% |
43.5 |
1.7% |
99% |
True |
False |
98,093 |
| 100 |
2,550.0 |
1,999.0 |
551.0 |
21.7% |
45.7 |
1.8% |
99% |
True |
False |
78,549 |
| 120 |
2,550.0 |
1,991.0 |
559.0 |
22.0% |
45.8 |
1.8% |
99% |
True |
False |
65,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,673.3 |
|
2.618 |
2,625.9 |
|
1.618 |
2,596.9 |
|
1.000 |
2,579.0 |
|
0.618 |
2,567.9 |
|
HIGH |
2,550.0 |
|
0.618 |
2,538.9 |
|
0.500 |
2,535.5 |
|
0.382 |
2,532.1 |
|
LOW |
2,521.0 |
|
0.618 |
2,503.1 |
|
1.000 |
2,492.0 |
|
1.618 |
2,474.1 |
|
2.618 |
2,445.1 |
|
4.250 |
2,397.8 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,541.8 |
2,538.2 |
| PP |
2,538.7 |
2,531.3 |
| S1 |
2,535.5 |
2,524.5 |
|