| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
6,875.0 |
6,875.0 |
0.0 |
0.0% |
6,900.0 |
| High |
6,926.0 |
6,937.0 |
11.0 |
0.2% |
6,926.0 |
| Low |
6,845.0 |
6,861.5 |
16.5 |
0.2% |
6,617.5 |
| Close |
6,903.0 |
6,912.0 |
9.0 |
0.1% |
6,903.0 |
| Range |
81.0 |
75.5 |
-5.5 |
-6.8% |
308.5 |
| ATR |
119.3 |
116.2 |
-3.1 |
-2.6% |
0.0 |
| Volume |
7,823 |
50,254 |
42,431 |
542.4% |
32,689 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,130.0 |
7,096.5 |
6,953.5 |
|
| R3 |
7,054.5 |
7,021.0 |
6,932.8 |
|
| R2 |
6,979.0 |
6,979.0 |
6,925.8 |
|
| R1 |
6,945.5 |
6,945.5 |
6,918.9 |
6,962.3 |
| PP |
6,903.5 |
6,903.5 |
6,903.5 |
6,911.9 |
| S1 |
6,870.0 |
6,870.0 |
6,905.1 |
6,886.8 |
| S2 |
6,828.0 |
6,828.0 |
6,898.2 |
|
| S3 |
6,752.5 |
6,794.5 |
6,891.2 |
|
| S4 |
6,677.0 |
6,719.0 |
6,870.5 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,741.0 |
7,630.5 |
7,072.7 |
|
| R3 |
7,432.5 |
7,322.0 |
6,987.8 |
|
| R2 |
7,124.0 |
7,124.0 |
6,959.6 |
|
| R1 |
7,013.5 |
7,013.5 |
6,931.3 |
7,068.8 |
| PP |
6,815.5 |
6,815.5 |
6,815.5 |
6,843.1 |
| S1 |
6,705.0 |
6,705.0 |
6,874.7 |
6,760.3 |
| S2 |
6,507.0 |
6,507.0 |
6,846.4 |
|
| S3 |
6,198.5 |
6,396.5 |
6,818.2 |
|
| S4 |
5,890.0 |
6,088.0 |
6,733.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,937.0 |
6,617.5 |
319.5 |
4.6% |
135.9 |
2.0% |
92% |
True |
False |
14,869 |
| 10 |
6,981.5 |
6,617.5 |
364.0 |
5.3% |
117.1 |
1.7% |
81% |
False |
False |
8,931 |
| 20 |
6,985.5 |
6,617.5 |
368.0 |
5.3% |
110.4 |
1.6% |
80% |
False |
False |
4,818 |
| 40 |
6,985.5 |
6,294.0 |
691.5 |
10.0% |
100.3 |
1.5% |
89% |
False |
False |
2,612 |
| 60 |
6,985.5 |
5,641.5 |
1,344.0 |
19.4% |
104.2 |
1.5% |
95% |
False |
False |
1,881 |
| 80 |
6,985.5 |
5,409.0 |
1,576.5 |
22.8% |
117.0 |
1.7% |
95% |
False |
False |
1,977 |
| 100 |
6,985.5 |
5,409.0 |
1,576.5 |
22.8% |
128.0 |
1.9% |
95% |
False |
False |
1,610 |
| 120 |
6,985.5 |
5,187.5 |
1,798.0 |
26.0% |
130.0 |
1.9% |
96% |
False |
False |
1,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,257.9 |
|
2.618 |
7,134.7 |
|
1.618 |
7,059.2 |
|
1.000 |
7,012.5 |
|
0.618 |
6,983.7 |
|
HIGH |
6,937.0 |
|
0.618 |
6,908.2 |
|
0.500 |
6,899.3 |
|
0.382 |
6,890.3 |
|
LOW |
6,861.5 |
|
0.618 |
6,814.8 |
|
1.000 |
6,786.0 |
|
1.618 |
6,739.3 |
|
2.618 |
6,663.8 |
|
4.250 |
6,540.6 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,907.8 |
6,879.1 |
| PP |
6,903.5 |
6,846.2 |
| S1 |
6,899.3 |
6,813.3 |
|