| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
6,875.0 |
6,971.0 |
96.0 |
1.4% |
6,900.0 |
| High |
6,937.0 |
7,063.0 |
126.0 |
1.8% |
6,926.0 |
| Low |
6,861.5 |
6,932.0 |
70.5 |
1.0% |
6,617.5 |
| Close |
6,912.0 |
7,060.0 |
148.0 |
2.1% |
6,903.0 |
| Range |
75.5 |
131.0 |
55.5 |
73.5% |
308.5 |
| ATR |
116.2 |
118.7 |
2.5 |
2.1% |
0.0 |
| Volume |
50,254 |
122,761 |
72,507 |
144.3% |
32,689 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,411.3 |
7,366.7 |
7,132.1 |
|
| R3 |
7,280.3 |
7,235.7 |
7,096.0 |
|
| R2 |
7,149.3 |
7,149.3 |
7,084.0 |
|
| R1 |
7,104.7 |
7,104.7 |
7,072.0 |
7,127.0 |
| PP |
7,018.3 |
7,018.3 |
7,018.3 |
7,029.5 |
| S1 |
6,973.7 |
6,973.7 |
7,048.0 |
6,996.0 |
| S2 |
6,887.3 |
6,887.3 |
7,036.0 |
|
| S3 |
6,756.3 |
6,842.7 |
7,024.0 |
|
| S4 |
6,625.3 |
6,711.7 |
6,988.0 |
|
|
| 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 |
7,063.0 |
6,627.0 |
436.0 |
6.2% |
110.7 |
1.6% |
99% |
True |
False |
38,403 |
| 10 |
7,063.0 |
6,617.5 |
445.5 |
6.3% |
121.7 |
1.7% |
99% |
True |
False |
21,142 |
| 20 |
7,063.0 |
6,617.5 |
445.5 |
6.3% |
112.2 |
1.6% |
99% |
True |
False |
10,941 |
| 40 |
7,063.0 |
6,301.0 |
762.0 |
10.8% |
102.1 |
1.4% |
100% |
True |
False |
5,677 |
| 60 |
7,063.0 |
5,669.5 |
1,393.5 |
19.7% |
103.9 |
1.5% |
100% |
True |
False |
3,923 |
| 80 |
7,063.0 |
5,409.0 |
1,654.0 |
23.4% |
116.6 |
1.7% |
100% |
True |
False |
3,510 |
| 100 |
7,063.0 |
5,409.0 |
1,654.0 |
23.4% |
128.5 |
1.8% |
100% |
True |
False |
2,837 |
| 120 |
7,063.0 |
5,187.5 |
1,875.5 |
26.6% |
129.2 |
1.8% |
100% |
True |
False |
2,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,619.8 |
|
2.618 |
7,406.0 |
|
1.618 |
7,275.0 |
|
1.000 |
7,194.0 |
|
0.618 |
7,144.0 |
|
HIGH |
7,063.0 |
|
0.618 |
7,013.0 |
|
0.500 |
6,997.5 |
|
0.382 |
6,982.0 |
|
LOW |
6,932.0 |
|
0.618 |
6,851.0 |
|
1.000 |
6,801.0 |
|
1.618 |
6,720.0 |
|
2.618 |
6,589.0 |
|
4.250 |
6,375.3 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
7,039.2 |
7,024.7 |
| PP |
7,018.3 |
6,989.3 |
| S1 |
6,997.5 |
6,954.0 |
|