| 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 |
2,646.25 |
2,692.75 |
46.50 |
1.8% |
2,639.00 |
| High |
2,696.50 |
2,713.75 |
17.25 |
0.6% |
2,647.75 |
| Low |
2,645.25 |
2,686.00 |
40.75 |
1.5% |
2,569.75 |
| Close |
2,694.00 |
2,702.75 |
8.75 |
0.3% |
2,643.75 |
| Range |
51.25 |
27.75 |
-23.50 |
-45.9% |
78.00 |
| ATR |
29.14 |
29.04 |
-0.10 |
-0.3% |
0.00 |
| Volume |
357,188 |
341,471 |
-15,717 |
-4.4% |
416,029 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,784.00 |
2,771.25 |
2,718.00 |
|
| R3 |
2,756.25 |
2,743.50 |
2,710.50 |
|
| R2 |
2,728.50 |
2,728.50 |
2,707.75 |
|
| R1 |
2,715.75 |
2,715.75 |
2,705.25 |
2,722.00 |
| PP |
2,700.75 |
2,700.75 |
2,700.75 |
2,704.00 |
| S1 |
2,688.00 |
2,688.00 |
2,700.25 |
2,694.50 |
| S2 |
2,673.00 |
2,673.00 |
2,697.75 |
|
| S3 |
2,645.25 |
2,660.25 |
2,695.00 |
|
| S4 |
2,617.50 |
2,632.50 |
2,687.50 |
|
|
| 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 |
2,713.75 |
2,599.25 |
114.50 |
4.2% |
31.50 |
1.2% |
90% |
True |
False |
266,328 |
| 10 |
2,713.75 |
2,569.75 |
144.00 |
5.3% |
31.00 |
1.1% |
92% |
True |
False |
136,955 |
| 20 |
2,713.75 |
2,539.50 |
174.25 |
6.4% |
30.50 |
1.1% |
94% |
True |
False |
68,557 |
| 40 |
2,713.75 |
2,415.00 |
298.75 |
11.1% |
25.25 |
0.9% |
96% |
True |
False |
34,294 |
| 60 |
2,713.75 |
2,206.50 |
507.25 |
18.8% |
23.00 |
0.8% |
98% |
True |
False |
22,868 |
| 80 |
2,713.75 |
2,153.75 |
560.00 |
20.7% |
21.25 |
0.8% |
98% |
True |
False |
17,152 |
| 100 |
2,713.75 |
2,153.75 |
560.00 |
20.7% |
18.00 |
0.7% |
98% |
True |
False |
13,722 |
| 120 |
2,713.75 |
2,067.00 |
646.75 |
23.9% |
16.00 |
0.6% |
98% |
True |
False |
11,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,831.75 |
|
2.618 |
2,786.50 |
|
1.618 |
2,758.75 |
|
1.000 |
2,741.50 |
|
0.618 |
2,731.00 |
|
HIGH |
2,713.75 |
|
0.618 |
2,703.25 |
|
0.500 |
2,700.00 |
|
0.382 |
2,696.50 |
|
LOW |
2,686.00 |
|
0.618 |
2,668.75 |
|
1.000 |
2,658.25 |
|
1.618 |
2,641.00 |
|
2.618 |
2,613.25 |
|
4.250 |
2,568.00 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,701.75 |
2,692.50 |
| PP |
2,700.75 |
2,682.50 |
| S1 |
2,700.00 |
2,672.25 |
|