| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
5,849.0 |
5,809.0 |
-40.0 |
-0.7% |
5,926.0 |
| High |
5,854.5 |
5,829.0 |
-25.5 |
-0.4% |
5,929.5 |
| Low |
5,777.0 |
5,752.5 |
-24.5 |
-0.4% |
5,752.5 |
| Close |
5,809.0 |
5,826.0 |
17.0 |
0.3% |
5,826.0 |
| Range |
77.5 |
76.5 |
-1.0 |
-1.3% |
177.0 |
| ATR |
59.9 |
61.1 |
1.2 |
2.0% |
0.0 |
| Volume |
107,463 |
103,351 |
-4,112 |
-3.8% |
479,960 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,032.0 |
6,005.5 |
5,868.0 |
|
| R3 |
5,955.5 |
5,929.0 |
5,847.0 |
|
| R2 |
5,879.0 |
5,879.0 |
5,840.0 |
|
| R1 |
5,852.5 |
5,852.5 |
5,833.0 |
5,866.0 |
| PP |
5,802.5 |
5,802.5 |
5,802.5 |
5,809.0 |
| S1 |
5,776.0 |
5,776.0 |
5,819.0 |
5,789.0 |
| S2 |
5,726.0 |
5,726.0 |
5,812.0 |
|
| S3 |
5,649.5 |
5,699.5 |
5,805.0 |
|
| S4 |
5,573.0 |
5,623.0 |
5,784.0 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,367.0 |
6,273.5 |
5,923.5 |
|
| R3 |
6,190.0 |
6,096.5 |
5,874.5 |
|
| R2 |
6,013.0 |
6,013.0 |
5,858.5 |
|
| R1 |
5,919.5 |
5,919.5 |
5,842.0 |
5,878.0 |
| PP |
5,836.0 |
5,836.0 |
5,836.0 |
5,815.0 |
| S1 |
5,742.5 |
5,742.5 |
5,810.0 |
5,701.0 |
| S2 |
5,659.0 |
5,659.0 |
5,793.5 |
|
| S3 |
5,482.0 |
5,565.5 |
5,777.5 |
|
| S4 |
5,305.0 |
5,388.5 |
5,728.5 |
|
|
| 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 |
5,752.5 |
177.0 |
3.0% |
66.5 |
1.1% |
42% |
False |
True |
95,992 |
| 10 |
5,948.5 |
5,752.5 |
196.0 |
3.4% |
62.5 |
1.1% |
38% |
False |
True |
109,795 |
| 20 |
5,948.5 |
5,671.0 |
277.5 |
4.8% |
63.0 |
1.1% |
56% |
False |
False |
58,831 |
| 40 |
5,948.5 |
5,563.0 |
385.5 |
6.6% |
50.5 |
0.9% |
68% |
False |
False |
29,445 |
| 60 |
5,948.5 |
5,490.5 |
458.0 |
7.9% |
40.5 |
0.7% |
73% |
False |
False |
19,638 |
| 80 |
5,948.5 |
5,277.5 |
671.0 |
11.5% |
34.0 |
0.6% |
82% |
False |
False |
14,752 |
| 100 |
5,948.5 |
5,070.5 |
878.0 |
15.1% |
28.5 |
0.5% |
86% |
False |
False |
11,806 |
| 120 |
5,948.5 |
5,000.5 |
948.0 |
16.3% |
26.0 |
0.4% |
87% |
False |
False |
9,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,154.0 |
|
2.618 |
6,029.5 |
|
1.618 |
5,953.0 |
|
1.000 |
5,905.5 |
|
0.618 |
5,876.5 |
|
HIGH |
5,829.0 |
|
0.618 |
5,800.0 |
|
0.500 |
5,791.0 |
|
0.382 |
5,781.5 |
|
LOW |
5,752.5 |
|
0.618 |
5,705.0 |
|
1.000 |
5,676.0 |
|
1.618 |
5,628.5 |
|
2.618 |
5,552.0 |
|
4.250 |
5,427.5 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
5,814.0 |
5,822.0 |
| PP |
5,802.5 |
5,817.5 |
| S1 |
5,791.0 |
5,813.0 |
|