| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,692.75 |
2,702.25 |
9.50 |
0.4% |
2,639.00 |
| High |
2,713.75 |
2,717.25 |
3.50 |
0.1% |
2,647.75 |
| Low |
2,686.00 |
2,697.00 |
11.00 |
0.4% |
2,569.75 |
| Close |
2,702.75 |
2,711.75 |
9.00 |
0.3% |
2,643.75 |
| Range |
27.75 |
20.25 |
-7.50 |
-27.0% |
78.00 |
| ATR |
29.04 |
28.41 |
-0.63 |
-2.2% |
0.00 |
| Volume |
341,471 |
304,394 |
-37,077 |
-10.9% |
416,029 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,769.50 |
2,760.75 |
2,723.00 |
|
| R3 |
2,749.25 |
2,740.50 |
2,717.25 |
|
| R2 |
2,729.00 |
2,729.00 |
2,715.50 |
|
| R1 |
2,720.25 |
2,720.25 |
2,713.50 |
2,724.50 |
| PP |
2,708.75 |
2,708.75 |
2,708.75 |
2,710.75 |
| S1 |
2,700.00 |
2,700.00 |
2,710.00 |
2,704.50 |
| S2 |
2,688.50 |
2,688.50 |
2,708.00 |
|
| S3 |
2,668.25 |
2,679.75 |
2,706.25 |
|
| S4 |
2,648.00 |
2,659.50 |
2,700.50 |
|
|
| 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 |
2,717.25 |
2,626.50 |
90.75 |
3.3% |
27.50 |
1.0% |
94% |
True |
False |
291,249 |
| 10 |
2,717.25 |
2,569.75 |
147.50 |
5.4% |
29.75 |
1.1% |
96% |
True |
False |
167,347 |
| 20 |
2,717.25 |
2,539.50 |
177.75 |
6.6% |
29.50 |
1.1% |
97% |
True |
False |
83,773 |
| 40 |
2,717.25 |
2,415.00 |
302.25 |
11.1% |
25.75 |
0.9% |
98% |
True |
False |
41,903 |
| 60 |
2,717.25 |
2,206.50 |
510.75 |
18.8% |
23.00 |
0.8% |
99% |
True |
False |
27,941 |
| 80 |
2,717.25 |
2,153.75 |
563.50 |
20.8% |
21.25 |
0.8% |
99% |
True |
False |
20,957 |
| 100 |
2,717.25 |
2,153.75 |
563.50 |
20.8% |
18.25 |
0.7% |
99% |
True |
False |
16,766 |
| 120 |
2,717.25 |
2,067.00 |
650.25 |
24.0% |
16.00 |
0.6% |
99% |
True |
False |
13,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,803.25 |
|
2.618 |
2,770.25 |
|
1.618 |
2,750.00 |
|
1.000 |
2,737.50 |
|
0.618 |
2,729.75 |
|
HIGH |
2,717.25 |
|
0.618 |
2,709.50 |
|
0.500 |
2,707.00 |
|
0.382 |
2,704.75 |
|
LOW |
2,697.00 |
|
0.618 |
2,684.50 |
|
1.000 |
2,676.75 |
|
1.618 |
2,664.25 |
|
2.618 |
2,644.00 |
|
4.250 |
2,611.00 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,710.25 |
2,701.50 |
| PP |
2,708.75 |
2,691.50 |
| S1 |
2,707.00 |
2,681.25 |
|