| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
7,163.0 |
7,186.0 |
23.0 |
0.3% |
6,875.0 |
| High |
7,211.0 |
7,188.0 |
-23.0 |
-0.3% |
7,211.0 |
| Low |
7,157.0 |
7,107.0 |
-50.0 |
-0.7% |
6,861.5 |
| Close |
7,177.5 |
7,179.5 |
2.0 |
0.0% |
7,177.5 |
| Range |
54.0 |
81.0 |
27.0 |
50.0% |
349.5 |
| ATR |
110.2 |
108.1 |
-2.1 |
-1.9% |
0.0 |
| Volume |
137,181 |
103,210 |
-33,971 |
-24.8% |
506,611 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,401.2 |
7,371.3 |
7,224.1 |
|
| R3 |
7,320.2 |
7,290.3 |
7,201.8 |
|
| R2 |
7,239.2 |
7,239.2 |
7,194.4 |
|
| R1 |
7,209.3 |
7,209.3 |
7,186.9 |
7,183.8 |
| PP |
7,158.2 |
7,158.2 |
7,158.2 |
7,145.4 |
| S1 |
7,128.3 |
7,128.3 |
7,172.1 |
7,102.8 |
| S2 |
7,077.2 |
7,077.2 |
7,164.7 |
|
| S3 |
6,996.2 |
7,047.3 |
7,157.2 |
|
| S4 |
6,915.2 |
6,966.3 |
7,135.0 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,131.8 |
8,004.2 |
7,369.7 |
|
| R3 |
7,782.3 |
7,654.7 |
7,273.6 |
|
| R2 |
7,432.8 |
7,432.8 |
7,241.6 |
|
| R1 |
7,305.2 |
7,305.2 |
7,209.5 |
7,369.0 |
| PP |
7,083.3 |
7,083.3 |
7,083.3 |
7,115.3 |
| S1 |
6,955.7 |
6,955.7 |
7,145.5 |
7,019.5 |
| S2 |
6,733.8 |
6,733.8 |
7,113.4 |
|
| S3 |
6,384.3 |
6,606.2 |
7,081.4 |
|
| S4 |
6,034.8 |
6,256.7 |
6,985.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,211.0 |
6,932.0 |
279.0 |
3.9% |
88.4 |
1.2% |
89% |
False |
False |
111,913 |
| 10 |
7,211.0 |
6,617.5 |
593.5 |
8.3% |
112.2 |
1.6% |
95% |
False |
False |
63,391 |
| 20 |
7,211.0 |
6,617.5 |
593.5 |
8.3% |
107.4 |
1.5% |
95% |
False |
False |
32,669 |
| 40 |
7,211.0 |
6,358.0 |
853.0 |
11.9% |
101.3 |
1.4% |
96% |
False |
False |
16,550 |
| 60 |
7,211.0 |
5,795.5 |
1,415.5 |
19.7% |
99.4 |
1.4% |
98% |
False |
False |
11,174 |
| 80 |
7,211.0 |
5,600.0 |
1,611.0 |
22.4% |
114.7 |
1.6% |
98% |
False |
False |
8,961 |
| 100 |
7,211.0 |
5,409.0 |
1,802.0 |
25.1% |
125.6 |
1.7% |
98% |
False |
False |
7,200 |
| 120 |
7,211.0 |
5,187.5 |
2,023.5 |
28.2% |
127.9 |
1.8% |
98% |
False |
False |
6,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,532.3 |
|
2.618 |
7,400.1 |
|
1.618 |
7,319.1 |
|
1.000 |
7,269.0 |
|
0.618 |
7,238.1 |
|
HIGH |
7,188.0 |
|
0.618 |
7,157.1 |
|
0.500 |
7,147.5 |
|
0.382 |
7,137.9 |
|
LOW |
7,107.0 |
|
0.618 |
7,056.9 |
|
1.000 |
7,026.0 |
|
1.618 |
6,975.9 |
|
2.618 |
6,894.9 |
|
4.250 |
6,762.8 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
7,168.8 |
7,169.5 |
| PP |
7,158.2 |
7,159.5 |
| S1 |
7,147.5 |
7,149.5 |
|