| Trading Metrics calculated at close of trading on 20-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
5,926.0 |
5,904.5 |
-21.5 |
-0.4% |
5,822.5 |
| High |
5,929.5 |
5,907.0 |
-22.5 |
-0.4% |
5,948.5 |
| Low |
5,876.5 |
5,824.5 |
-52.0 |
-0.9% |
5,804.0 |
| Close |
5,904.5 |
5,848.0 |
-56.5 |
-1.0% |
5,916.0 |
| Range |
53.0 |
82.5 |
29.5 |
55.7% |
144.5 |
| ATR |
58.0 |
59.8 |
1.7 |
3.0% |
0.0 |
| Volume |
76,959 |
96,840 |
19,881 |
25.8% |
617,995 |
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,107.5 |
6,060.0 |
5,893.5 |
|
| R3 |
6,025.0 |
5,977.5 |
5,870.5 |
|
| R2 |
5,942.5 |
5,942.5 |
5,863.0 |
|
| R1 |
5,895.0 |
5,895.0 |
5,855.5 |
5,877.5 |
| PP |
5,860.0 |
5,860.0 |
5,860.0 |
5,851.0 |
| S1 |
5,812.5 |
5,812.5 |
5,840.5 |
5,795.0 |
| S2 |
5,777.5 |
5,777.5 |
5,833.0 |
|
| S3 |
5,695.0 |
5,730.0 |
5,825.5 |
|
| S4 |
5,612.5 |
5,647.5 |
5,802.5 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,323.0 |
6,264.0 |
5,995.5 |
|
| R3 |
6,178.5 |
6,119.5 |
5,955.5 |
|
| R2 |
6,034.0 |
6,034.0 |
5,942.5 |
|
| R1 |
5,975.0 |
5,975.0 |
5,929.0 |
6,004.5 |
| PP |
5,889.5 |
5,889.5 |
5,889.5 |
5,904.0 |
| S1 |
5,830.5 |
5,830.5 |
5,903.0 |
5,860.0 |
| S2 |
5,745.0 |
5,745.0 |
5,889.5 |
|
| S3 |
5,600.5 |
5,686.0 |
5,876.5 |
|
| S4 |
5,456.0 |
5,541.5 |
5,836.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,948.5 |
5,824.5 |
124.0 |
2.1% |
58.0 |
1.0% |
19% |
False |
True |
108,656 |
| 10 |
5,948.5 |
5,682.0 |
266.5 |
4.6% |
63.0 |
1.1% |
62% |
False |
False |
86,199 |
| 20 |
5,948.5 |
5,671.0 |
277.5 |
4.7% |
59.0 |
1.0% |
64% |
False |
False |
43,542 |
| 40 |
5,948.5 |
5,563.0 |
385.5 |
6.6% |
50.0 |
0.9% |
74% |
False |
False |
21,797 |
| 60 |
5,948.5 |
5,429.5 |
519.0 |
8.9% |
38.0 |
0.6% |
81% |
False |
False |
14,536 |
| 80 |
5,948.5 |
5,118.0 |
830.5 |
14.2% |
32.0 |
0.6% |
88% |
False |
False |
10,926 |
| 100 |
5,948.5 |
5,070.5 |
878.0 |
15.0% |
27.0 |
0.5% |
89% |
False |
False |
8,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,257.5 |
|
2.618 |
6,123.0 |
|
1.618 |
6,040.5 |
|
1.000 |
5,989.5 |
|
0.618 |
5,958.0 |
|
HIGH |
5,907.0 |
|
0.618 |
5,875.5 |
|
0.500 |
5,866.0 |
|
0.382 |
5,856.0 |
|
LOW |
5,824.5 |
|
0.618 |
5,773.5 |
|
1.000 |
5,742.0 |
|
1.618 |
5,691.0 |
|
2.618 |
5,608.5 |
|
4.250 |
5,474.0 |
|
|
| Fisher Pivots for day following 20-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
5,866.0 |
5,877.0 |
| PP |
5,860.0 |
5,867.5 |
| S1 |
5,854.0 |
5,857.5 |
|