| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,493.0 |
2,465.0 |
-28.0 |
-1.1% |
2,543.0 |
| High |
2,501.0 |
2,475.0 |
-26.0 |
-1.0% |
2,550.0 |
| Low |
2,448.0 |
2,425.0 |
-23.0 |
-0.9% |
2,425.0 |
| Close |
2,467.0 |
2,464.0 |
-3.0 |
-0.1% |
2,464.0 |
| Range |
53.0 |
50.0 |
-3.0 |
-5.7% |
125.0 |
| ATR |
41.2 |
41.8 |
0.6 |
1.5% |
0.0 |
| Volume |
1,240,275 |
1,126,444 |
-113,831 |
-9.2% |
4,991,816 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,604.7 |
2,584.3 |
2,491.5 |
|
| R3 |
2,554.7 |
2,534.3 |
2,477.8 |
|
| R2 |
2,504.7 |
2,504.7 |
2,473.2 |
|
| R1 |
2,484.3 |
2,484.3 |
2,468.6 |
2,469.5 |
| PP |
2,454.7 |
2,454.7 |
2,454.7 |
2,447.3 |
| S1 |
2,434.3 |
2,434.3 |
2,459.4 |
2,419.5 |
| S2 |
2,404.7 |
2,404.7 |
2,454.8 |
|
| S3 |
2,354.7 |
2,384.3 |
2,450.3 |
|
| S4 |
2,304.7 |
2,334.3 |
2,436.5 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,854.7 |
2,784.3 |
2,532.8 |
|
| R3 |
2,729.7 |
2,659.3 |
2,498.4 |
|
| R2 |
2,604.7 |
2,604.7 |
2,486.9 |
|
| R1 |
2,534.3 |
2,534.3 |
2,475.5 |
2,507.0 |
| PP |
2,479.7 |
2,479.7 |
2,479.7 |
2,466.0 |
| S1 |
2,409.3 |
2,409.3 |
2,452.5 |
2,382.0 |
| S2 |
2,354.7 |
2,354.7 |
2,441.1 |
|
| S3 |
2,229.7 |
2,284.3 |
2,429.6 |
|
| S4 |
2,104.7 |
2,159.3 |
2,395.3 |
|
|
| 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 |
2,425.0 |
125.0 |
5.1% |
43.4 |
1.8% |
31% |
False |
True |
998,363 |
| 10 |
2,550.0 |
2,425.0 |
125.0 |
5.1% |
37.4 |
1.5% |
31% |
False |
True |
1,092,143 |
| 20 |
2,550.0 |
2,356.0 |
194.0 |
7.9% |
41.1 |
1.7% |
56% |
False |
False |
590,264 |
| 40 |
2,550.0 |
2,332.0 |
218.0 |
8.8% |
36.4 |
1.5% |
61% |
False |
False |
298,080 |
| 60 |
2,550.0 |
2,212.0 |
338.0 |
13.7% |
38.0 |
1.5% |
75% |
False |
False |
198,963 |
| 80 |
2,550.0 |
2,109.0 |
441.0 |
17.9% |
42.1 |
1.7% |
80% |
False |
False |
151,842 |
| 100 |
2,550.0 |
1,999.0 |
551.0 |
22.4% |
45.2 |
1.8% |
84% |
False |
False |
121,586 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
22.4% |
46.1 |
1.9% |
84% |
False |
False |
101,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,687.5 |
|
2.618 |
2,605.9 |
|
1.618 |
2,555.9 |
|
1.000 |
2,525.0 |
|
0.618 |
2,505.9 |
|
HIGH |
2,475.0 |
|
0.618 |
2,455.9 |
|
0.500 |
2,450.0 |
|
0.382 |
2,444.1 |
|
LOW |
2,425.0 |
|
0.618 |
2,394.1 |
|
1.000 |
2,375.0 |
|
1.618 |
2,344.1 |
|
2.618 |
2,294.1 |
|
4.250 |
2,212.5 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,459.3 |
2,477.5 |
| PP |
2,454.7 |
2,473.0 |
| S1 |
2,450.0 |
2,468.5 |
|