| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
5,842.0 |
5,849.0 |
7.0 |
0.1% |
5,822.5 |
| High |
5,874.0 |
5,854.5 |
-19.5 |
-0.3% |
5,948.5 |
| Low |
5,832.0 |
5,777.0 |
-55.0 |
-0.9% |
5,804.0 |
| Close |
5,836.5 |
5,809.0 |
-27.5 |
-0.5% |
5,916.0 |
| Range |
42.0 |
77.5 |
35.5 |
84.5% |
144.5 |
| ATR |
58.5 |
59.9 |
1.4 |
2.3% |
0.0 |
| Volume |
95,347 |
107,463 |
12,116 |
12.7% |
617,995 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,046.0 |
6,005.0 |
5,851.5 |
|
| R3 |
5,968.5 |
5,927.5 |
5,830.5 |
|
| R2 |
5,891.0 |
5,891.0 |
5,823.0 |
|
| R1 |
5,850.0 |
5,850.0 |
5,816.0 |
5,832.0 |
| PP |
5,813.5 |
5,813.5 |
5,813.5 |
5,804.5 |
| S1 |
5,772.5 |
5,772.5 |
5,802.0 |
5,754.0 |
| S2 |
5,736.0 |
5,736.0 |
5,795.0 |
|
| S3 |
5,658.5 |
5,695.0 |
5,787.5 |
|
| S4 |
5,581.0 |
5,617.5 |
5,766.5 |
|
|
| 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 |
5,929.5 |
5,777.0 |
152.5 |
2.6% |
60.0 |
1.0% |
21% |
False |
True |
97,562 |
| 10 |
5,948.5 |
5,777.0 |
171.5 |
3.0% |
60.0 |
1.0% |
19% |
False |
True |
104,850 |
| 20 |
5,948.5 |
5,671.0 |
277.5 |
4.8% |
60.5 |
1.0% |
50% |
False |
False |
53,671 |
| 40 |
5,948.5 |
5,563.0 |
385.5 |
6.6% |
50.0 |
0.9% |
64% |
False |
False |
26,863 |
| 60 |
5,948.5 |
5,463.0 |
485.5 |
8.4% |
39.5 |
0.7% |
71% |
False |
False |
17,916 |
| 80 |
5,948.5 |
5,222.0 |
726.5 |
12.5% |
33.0 |
0.6% |
81% |
False |
False |
13,461 |
| 100 |
5,948.5 |
5,070.5 |
878.0 |
15.1% |
27.5 |
0.5% |
84% |
False |
False |
10,773 |
| 120 |
5,948.5 |
4,839.5 |
1,109.0 |
19.1% |
25.0 |
0.4% |
87% |
False |
False |
8,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,184.0 |
|
2.618 |
6,057.5 |
|
1.618 |
5,980.0 |
|
1.000 |
5,932.0 |
|
0.618 |
5,902.5 |
|
HIGH |
5,854.5 |
|
0.618 |
5,825.0 |
|
0.500 |
5,816.0 |
|
0.382 |
5,806.5 |
|
LOW |
5,777.0 |
|
0.618 |
5,729.0 |
|
1.000 |
5,699.5 |
|
1.618 |
5,651.5 |
|
2.618 |
5,574.0 |
|
4.250 |
5,447.5 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
5,816.0 |
5,842.0 |
| PP |
5,813.5 |
5,831.0 |
| S1 |
5,811.0 |
5,820.0 |
|