| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,643.00 |
2,646.25 |
3.25 |
0.1% |
2,639.00 |
| High |
2,647.75 |
2,696.50 |
48.75 |
1.8% |
2,647.75 |
| Low |
2,630.75 |
2,645.25 |
14.50 |
0.6% |
2,569.75 |
| Close |
2,647.00 |
2,694.00 |
47.00 |
1.8% |
2,643.75 |
| Range |
17.00 |
51.25 |
34.25 |
201.5% |
78.00 |
| ATR |
27.44 |
29.14 |
1.70 |
6.2% |
0.00 |
| Volume |
253,182 |
357,188 |
104,006 |
41.1% |
416,029 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,832.25 |
2,814.50 |
2,722.25 |
|
| R3 |
2,781.00 |
2,763.25 |
2,708.00 |
|
| R2 |
2,729.75 |
2,729.75 |
2,703.50 |
|
| R1 |
2,712.00 |
2,712.00 |
2,698.75 |
2,721.00 |
| PP |
2,678.50 |
2,678.50 |
2,678.50 |
2,683.00 |
| S1 |
2,660.75 |
2,660.75 |
2,689.25 |
2,669.50 |
| S2 |
2,627.25 |
2,627.25 |
2,684.50 |
|
| S3 |
2,576.00 |
2,609.50 |
2,680.00 |
|
| S4 |
2,524.75 |
2,558.25 |
2,665.75 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,854.50 |
2,827.00 |
2,686.75 |
|
| R3 |
2,776.50 |
2,749.00 |
2,665.25 |
|
| R2 |
2,698.50 |
2,698.50 |
2,658.00 |
|
| R1 |
2,671.00 |
2,671.00 |
2,651.00 |
2,684.75 |
| PP |
2,620.50 |
2,620.50 |
2,620.50 |
2,627.25 |
| S1 |
2,593.00 |
2,593.00 |
2,636.50 |
2,606.75 |
| S2 |
2,542.50 |
2,542.50 |
2,629.50 |
|
| S3 |
2,464.50 |
2,515.00 |
2,622.25 |
|
| S4 |
2,386.50 |
2,437.00 |
2,600.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,696.50 |
2,585.00 |
111.50 |
4.1% |
31.00 |
1.1% |
98% |
True |
False |
203,624 |
| 10 |
2,696.50 |
2,569.75 |
126.75 |
4.7% |
31.25 |
1.2% |
98% |
True |
False |
102,834 |
| 20 |
2,696.50 |
2,539.50 |
157.00 |
5.8% |
30.00 |
1.1% |
98% |
True |
False |
51,489 |
| 40 |
2,696.50 |
2,377.00 |
319.50 |
11.9% |
25.00 |
0.9% |
99% |
True |
False |
25,757 |
| 60 |
2,696.50 |
2,206.50 |
490.00 |
18.2% |
22.50 |
0.8% |
99% |
True |
False |
17,177 |
| 80 |
2,696.50 |
2,153.75 |
542.75 |
20.1% |
21.00 |
0.8% |
100% |
True |
False |
12,883 |
| 100 |
2,696.50 |
2,153.75 |
542.75 |
20.1% |
17.75 |
0.7% |
100% |
True |
False |
10,307 |
| 120 |
2,696.50 |
2,067.00 |
629.50 |
23.4% |
16.00 |
0.6% |
100% |
True |
False |
8,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,914.25 |
|
2.618 |
2,830.75 |
|
1.618 |
2,779.50 |
|
1.000 |
2,747.75 |
|
0.618 |
2,728.25 |
|
HIGH |
2,696.50 |
|
0.618 |
2,677.00 |
|
0.500 |
2,671.00 |
|
0.382 |
2,664.75 |
|
LOW |
2,645.25 |
|
0.618 |
2,613.50 |
|
1.000 |
2,594.00 |
|
1.618 |
2,562.25 |
|
2.618 |
2,511.00 |
|
4.250 |
2,427.50 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,686.25 |
2,683.25 |
| PP |
2,678.50 |
2,672.25 |
| S1 |
2,671.00 |
2,661.50 |
|