| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,539.0 |
2,519.0 |
-20.0 |
-0.8% |
2,440.0 |
| High |
2,539.0 |
2,530.0 |
-9.0 |
-0.4% |
2,543.0 |
| Low |
2,503.0 |
2,481.0 |
-22.0 |
-0.9% |
2,431.0 |
| Close |
2,517.0 |
2,503.0 |
-14.0 |
-0.6% |
2,542.0 |
| Range |
36.0 |
49.0 |
13.0 |
36.1% |
112.0 |
| ATR |
39.4 |
40.1 |
0.7 |
1.7% |
0.0 |
| Volume |
918,495 |
1,020,206 |
101,711 |
11.1% |
5,929,623 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,651.7 |
2,626.3 |
2,530.0 |
|
| R3 |
2,602.7 |
2,577.3 |
2,516.5 |
|
| R2 |
2,553.7 |
2,553.7 |
2,512.0 |
|
| R1 |
2,528.3 |
2,528.3 |
2,507.5 |
2,516.5 |
| PP |
2,504.7 |
2,504.7 |
2,504.7 |
2,498.8 |
| S1 |
2,479.3 |
2,479.3 |
2,498.5 |
2,467.5 |
| S2 |
2,455.7 |
2,455.7 |
2,494.0 |
|
| S3 |
2,406.7 |
2,430.3 |
2,489.5 |
|
| S4 |
2,357.7 |
2,381.3 |
2,476.1 |
|
|
| 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 |
2,481.0 |
69.0 |
2.8% |
33.2 |
1.3% |
32% |
False |
True |
1,009,810 |
| 10 |
2,550.0 |
2,394.0 |
156.0 |
6.2% |
36.0 |
1.4% |
70% |
False |
False |
903,193 |
| 20 |
2,550.0 |
2,356.0 |
194.0 |
7.8% |
39.0 |
1.6% |
76% |
False |
False |
475,745 |
| 40 |
2,550.0 |
2,332.0 |
218.0 |
8.7% |
35.7 |
1.4% |
78% |
False |
False |
238,936 |
| 60 |
2,550.0 |
2,181.0 |
369.0 |
14.7% |
37.7 |
1.5% |
87% |
False |
False |
159,520 |
| 80 |
2,550.0 |
2,109.0 |
441.0 |
17.6% |
42.9 |
1.7% |
89% |
False |
False |
122,294 |
| 100 |
2,550.0 |
1,999.0 |
551.0 |
22.0% |
45.7 |
1.8% |
91% |
False |
False |
97,933 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
22.0% |
46.3 |
1.9% |
91% |
False |
False |
81,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,738.3 |
|
2.618 |
2,658.3 |
|
1.618 |
2,609.3 |
|
1.000 |
2,579.0 |
|
0.618 |
2,560.3 |
|
HIGH |
2,530.0 |
|
0.618 |
2,511.3 |
|
0.500 |
2,505.5 |
|
0.382 |
2,499.7 |
|
LOW |
2,481.0 |
|
0.618 |
2,450.7 |
|
1.000 |
2,432.0 |
|
1.618 |
2,401.7 |
|
2.618 |
2,352.7 |
|
4.250 |
2,272.8 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,505.5 |
2,515.5 |
| PP |
2,504.7 |
2,511.3 |
| S1 |
2,503.8 |
2,507.2 |
|