| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,519.0 |
2,493.0 |
-26.0 |
-1.0% |
2,440.0 |
| High |
2,530.0 |
2,501.0 |
-29.0 |
-1.1% |
2,543.0 |
| Low |
2,481.0 |
2,448.0 |
-33.0 |
-1.3% |
2,431.0 |
| Close |
2,503.0 |
2,467.0 |
-36.0 |
-1.4% |
2,542.0 |
| Range |
49.0 |
53.0 |
4.0 |
8.2% |
112.0 |
| ATR |
40.1 |
41.2 |
1.1 |
2.7% |
0.0 |
| Volume |
1,020,206 |
1,240,275 |
220,069 |
21.6% |
5,929,623 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,631.0 |
2,602.0 |
2,496.2 |
|
| R3 |
2,578.0 |
2,549.0 |
2,481.6 |
|
| R2 |
2,525.0 |
2,525.0 |
2,476.7 |
|
| R1 |
2,496.0 |
2,496.0 |
2,471.9 |
2,484.0 |
| PP |
2,472.0 |
2,472.0 |
2,472.0 |
2,466.0 |
| S1 |
2,443.0 |
2,443.0 |
2,462.1 |
2,431.0 |
| S2 |
2,419.0 |
2,419.0 |
2,457.3 |
|
| S3 |
2,366.0 |
2,390.0 |
2,452.4 |
|
| S4 |
2,313.0 |
2,337.0 |
2,437.9 |
|
|
| 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 |
2,448.0 |
102.0 |
4.1% |
37.2 |
1.5% |
19% |
False |
True |
991,856 |
| 10 |
2,550.0 |
2,431.0 |
119.0 |
4.8% |
35.2 |
1.4% |
30% |
False |
False |
1,007,424 |
| 20 |
2,550.0 |
2,356.0 |
194.0 |
7.9% |
39.5 |
1.6% |
57% |
False |
False |
537,741 |
| 40 |
2,550.0 |
2,332.0 |
218.0 |
8.8% |
36.0 |
1.5% |
62% |
False |
False |
269,922 |
| 60 |
2,550.0 |
2,212.0 |
338.0 |
13.7% |
37.6 |
1.5% |
75% |
False |
False |
180,190 |
| 80 |
2,550.0 |
2,109.0 |
441.0 |
17.9% |
41.8 |
1.7% |
81% |
False |
False |
137,781 |
| 100 |
2,550.0 |
1,999.0 |
551.0 |
22.3% |
46.0 |
1.9% |
85% |
False |
False |
110,335 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
22.3% |
46.2 |
1.9% |
85% |
False |
False |
91,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,726.3 |
|
2.618 |
2,639.8 |
|
1.618 |
2,586.8 |
|
1.000 |
2,554.0 |
|
0.618 |
2,533.8 |
|
HIGH |
2,501.0 |
|
0.618 |
2,480.8 |
|
0.500 |
2,474.5 |
|
0.382 |
2,468.2 |
|
LOW |
2,448.0 |
|
0.618 |
2,415.2 |
|
1.000 |
2,395.0 |
|
1.618 |
2,362.2 |
|
2.618 |
2,309.2 |
|
4.250 |
2,222.8 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,474.5 |
2,493.5 |
| PP |
2,472.0 |
2,484.7 |
| S1 |
2,469.5 |
2,475.8 |
|