| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1,366.75 |
1,390.50 |
23.75 |
1.7% |
1,361.00 |
| High |
1,391.25 |
1,394.25 |
3.00 |
0.2% |
1,368.75 |
| Low |
1,366.00 |
1,384.25 |
18.25 |
1.3% |
1,332.75 |
| Close |
1,390.75 |
1,388.75 |
-2.00 |
-0.1% |
1,366.75 |
| Range |
25.25 |
10.00 |
-15.25 |
-60.4% |
36.00 |
| ATR |
14.88 |
14.53 |
-0.35 |
-2.3% |
0.00 |
| Volume |
2,739,820 |
2,095,305 |
-644,515 |
-23.5% |
3,180,402 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,419.00 |
1,414.00 |
1,394.25 |
|
| R3 |
1,409.00 |
1,404.00 |
1,391.50 |
|
| R2 |
1,399.00 |
1,399.00 |
1,390.50 |
|
| R1 |
1,394.00 |
1,394.00 |
1,389.75 |
1,391.50 |
| PP |
1,389.00 |
1,389.00 |
1,389.00 |
1,388.00 |
| S1 |
1,384.00 |
1,384.00 |
1,387.75 |
1,381.50 |
| S2 |
1,379.00 |
1,379.00 |
1,387.00 |
|
| S3 |
1,369.00 |
1,374.00 |
1,386.00 |
|
| S4 |
1,359.00 |
1,364.00 |
1,383.25 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,464.00 |
1,451.50 |
1,386.50 |
|
| R3 |
1,428.00 |
1,415.50 |
1,376.75 |
|
| R2 |
1,392.00 |
1,392.00 |
1,373.25 |
|
| R1 |
1,379.50 |
1,379.50 |
1,370.00 |
1,385.75 |
| PP |
1,356.00 |
1,356.00 |
1,356.00 |
1,359.25 |
| S1 |
1,343.50 |
1,343.50 |
1,363.50 |
1,349.75 |
| S2 |
1,320.00 |
1,320.00 |
1,360.25 |
|
| S3 |
1,284.00 |
1,307.50 |
1,356.75 |
|
| S4 |
1,248.00 |
1,271.50 |
1,347.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,394.25 |
1,344.75 |
49.50 |
3.6% |
14.25 |
1.0% |
89% |
True |
False |
1,903,686 |
| 10 |
1,394.25 |
1,332.75 |
61.50 |
4.4% |
15.00 |
1.1% |
91% |
True |
False |
992,824 |
| 20 |
1,394.25 |
1,327.75 |
66.50 |
4.8% |
14.50 |
1.0% |
92% |
True |
False |
498,514 |
| 40 |
1,394.25 |
1,281.25 |
113.00 |
8.1% |
14.00 |
1.0% |
95% |
True |
False |
251,195 |
| 60 |
1,394.25 |
1,190.00 |
204.25 |
14.7% |
14.75 |
1.1% |
97% |
True |
False |
167,886 |
| 80 |
1,394.25 |
1,140.25 |
254.00 |
18.3% |
16.00 |
1.1% |
98% |
True |
False |
125,966 |
| 100 |
1,394.25 |
1,140.25 |
254.00 |
18.3% |
16.75 |
1.2% |
98% |
True |
False |
100,787 |
| 120 |
1,394.25 |
1,057.50 |
336.75 |
24.2% |
19.50 |
1.4% |
98% |
True |
False |
83,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,436.75 |
|
2.618 |
1,420.50 |
|
1.618 |
1,410.50 |
|
1.000 |
1,404.25 |
|
0.618 |
1,400.50 |
|
HIGH |
1,394.25 |
|
0.618 |
1,390.50 |
|
0.500 |
1,389.25 |
|
0.382 |
1,388.00 |
|
LOW |
1,384.25 |
|
0.618 |
1,378.00 |
|
1.000 |
1,374.25 |
|
1.618 |
1,368.00 |
|
2.618 |
1,358.00 |
|
4.250 |
1,341.75 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,389.25 |
1,385.00 |
| PP |
1,389.00 |
1,381.00 |
| S1 |
1,389.00 |
1,377.25 |
|