| Trading Metrics calculated at close of trading on 20-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,543.0 |
2,539.0 |
-4.0 |
-0.2% |
2,440.0 |
| High |
2,550.0 |
2,539.0 |
-11.0 |
-0.4% |
2,543.0 |
| Low |
2,521.0 |
2,503.0 |
-18.0 |
-0.7% |
2,431.0 |
| Close |
2,545.0 |
2,517.0 |
-28.0 |
-1.1% |
2,542.0 |
| Range |
29.0 |
36.0 |
7.0 |
24.1% |
112.0 |
| ATR |
39.2 |
39.4 |
0.2 |
0.5% |
0.0 |
| Volume |
686,396 |
918,495 |
232,099 |
33.8% |
5,929,623 |
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,627.7 |
2,608.3 |
2,536.8 |
|
| R3 |
2,591.7 |
2,572.3 |
2,526.9 |
|
| R2 |
2,555.7 |
2,555.7 |
2,523.6 |
|
| R1 |
2,536.3 |
2,536.3 |
2,520.3 |
2,528.0 |
| PP |
2,519.7 |
2,519.7 |
2,519.7 |
2,515.5 |
| S1 |
2,500.3 |
2,500.3 |
2,513.7 |
2,492.0 |
| S2 |
2,483.7 |
2,483.7 |
2,510.4 |
|
| S3 |
2,447.7 |
2,464.3 |
2,507.1 |
|
| S4 |
2,411.7 |
2,428.3 |
2,497.2 |
|
|
| 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 |
2,494.0 |
56.0 |
2.2% |
29.6 |
1.2% |
41% |
False |
False |
1,075,439 |
| 10 |
2,550.0 |
2,362.0 |
188.0 |
7.5% |
34.3 |
1.4% |
82% |
False |
False |
805,666 |
| 20 |
2,550.0 |
2,356.0 |
194.0 |
7.7% |
38.0 |
1.5% |
83% |
False |
False |
425,236 |
| 40 |
2,550.0 |
2,332.0 |
218.0 |
8.7% |
35.5 |
1.4% |
85% |
False |
False |
213,439 |
| 60 |
2,550.0 |
2,178.0 |
372.0 |
14.8% |
37.7 |
1.5% |
91% |
False |
False |
142,518 |
| 80 |
2,550.0 |
2,109.0 |
441.0 |
17.5% |
43.0 |
1.7% |
93% |
False |
False |
109,560 |
| 100 |
2,550.0 |
1,999.0 |
551.0 |
21.9% |
45.6 |
1.8% |
94% |
False |
False |
87,734 |
| 120 |
2,550.0 |
1,991.0 |
559.0 |
22.2% |
46.1 |
1.8% |
94% |
False |
False |
73,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,692.0 |
|
2.618 |
2,633.2 |
|
1.618 |
2,597.2 |
|
1.000 |
2,575.0 |
|
0.618 |
2,561.2 |
|
HIGH |
2,539.0 |
|
0.618 |
2,525.2 |
|
0.500 |
2,521.0 |
|
0.382 |
2,516.8 |
|
LOW |
2,503.0 |
|
0.618 |
2,480.8 |
|
1.000 |
2,467.0 |
|
1.618 |
2,444.8 |
|
2.618 |
2,408.8 |
|
4.250 |
2,350.0 |
|
|
| Fisher Pivots for day following 20-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,521.0 |
2,526.5 |
| PP |
2,519.7 |
2,523.3 |
| S1 |
2,518.3 |
2,520.2 |
|