| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
7,161.0 |
7,100.5 |
-60.5 |
-0.8% |
6,875.0 |
| High |
7,165.0 |
7,129.0 |
-36.0 |
-0.5% |
7,211.0 |
| Low |
7,045.0 |
7,025.5 |
-19.5 |
-0.3% |
6,861.5 |
| Close |
7,087.0 |
7,077.5 |
-9.5 |
-0.1% |
7,177.5 |
| Range |
120.0 |
103.5 |
-16.5 |
-13.8% |
349.5 |
| ATR |
110.0 |
109.5 |
-0.5 |
-0.4% |
0.0 |
| Volume |
123,308 |
127,250 |
3,942 |
3.2% |
506,611 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,387.8 |
7,336.2 |
7,134.4 |
|
| R3 |
7,284.3 |
7,232.7 |
7,106.0 |
|
| R2 |
7,180.8 |
7,180.8 |
7,096.5 |
|
| R1 |
7,129.2 |
7,129.2 |
7,087.0 |
7,103.3 |
| PP |
7,077.3 |
7,077.3 |
7,077.3 |
7,064.4 |
| S1 |
7,025.7 |
7,025.7 |
7,068.0 |
6,999.8 |
| S2 |
6,973.8 |
6,973.8 |
7,058.5 |
|
| S3 |
6,870.3 |
6,922.2 |
7,049.0 |
|
| S4 |
6,766.8 |
6,818.7 |
7,020.6 |
|
|
| 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 |
7,025.5 |
185.5 |
2.6% |
89.9 |
1.3% |
28% |
False |
True |
114,497 |
| 10 |
7,211.0 |
6,689.5 |
521.5 |
7.4% |
101.9 |
1.4% |
74% |
False |
False |
87,280 |
| 20 |
7,211.0 |
6,617.5 |
593.5 |
8.4% |
109.1 |
1.5% |
78% |
False |
False |
45,068 |
| 40 |
7,211.0 |
6,439.0 |
772.0 |
10.9% |
102.3 |
1.4% |
83% |
False |
False |
22,806 |
| 60 |
7,211.0 |
5,800.0 |
1,411.0 |
19.9% |
100.4 |
1.4% |
91% |
False |
False |
15,333 |
| 80 |
7,211.0 |
5,641.5 |
1,569.5 |
22.2% |
113.9 |
1.6% |
91% |
False |
False |
12,090 |
| 100 |
7,211.0 |
5,409.0 |
1,802.0 |
25.5% |
123.6 |
1.7% |
93% |
False |
False |
9,705 |
| 120 |
7,211.0 |
5,347.0 |
1,864.0 |
26.3% |
127.9 |
1.8% |
93% |
False |
False |
8,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,568.9 |
|
2.618 |
7,400.0 |
|
1.618 |
7,296.5 |
|
1.000 |
7,232.5 |
|
0.618 |
7,193.0 |
|
HIGH |
7,129.0 |
|
0.618 |
7,089.5 |
|
0.500 |
7,077.3 |
|
0.382 |
7,065.0 |
|
LOW |
7,025.5 |
|
0.618 |
6,961.5 |
|
1.000 |
6,922.0 |
|
1.618 |
6,858.0 |
|
2.618 |
6,754.5 |
|
4.250 |
6,585.6 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
7,077.4 |
7,106.8 |
| PP |
7,077.3 |
7,097.0 |
| S1 |
7,077.3 |
7,087.3 |
|