| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,702.25 |
2,711.25 |
9.00 |
0.3% |
2,643.00 |
| High |
2,717.25 |
2,720.00 |
2.75 |
0.1% |
2,720.00 |
| Low |
2,697.00 |
2,702.75 |
5.75 |
0.2% |
2,630.75 |
| Close |
2,711.75 |
2,709.00 |
-2.75 |
-0.1% |
2,709.00 |
| Range |
20.25 |
17.25 |
-3.00 |
-14.8% |
89.25 |
| ATR |
28.41 |
27.62 |
-0.80 |
-2.8% |
0.00 |
| Volume |
304,394 |
189,850 |
-114,544 |
-37.6% |
1,446,085 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,762.25 |
2,753.00 |
2,718.50 |
|
| R3 |
2,745.00 |
2,735.75 |
2,713.75 |
|
| R2 |
2,727.75 |
2,727.75 |
2,712.25 |
|
| R1 |
2,718.50 |
2,718.50 |
2,710.50 |
2,714.50 |
| PP |
2,710.50 |
2,710.50 |
2,710.50 |
2,708.50 |
| S1 |
2,701.25 |
2,701.25 |
2,707.50 |
2,697.25 |
| S2 |
2,693.25 |
2,693.25 |
2,705.75 |
|
| S3 |
2,676.00 |
2,684.00 |
2,704.25 |
|
| S4 |
2,658.75 |
2,666.75 |
2,699.50 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,954.25 |
2,921.00 |
2,758.00 |
|
| R3 |
2,865.00 |
2,831.75 |
2,733.50 |
|
| R2 |
2,775.75 |
2,775.75 |
2,725.25 |
|
| R1 |
2,742.50 |
2,742.50 |
2,717.25 |
2,759.00 |
| PP |
2,686.50 |
2,686.50 |
2,686.50 |
2,695.00 |
| S1 |
2,653.25 |
2,653.25 |
2,700.75 |
2,670.00 |
| S2 |
2,597.25 |
2,597.25 |
2,692.75 |
|
| S3 |
2,508.00 |
2,564.00 |
2,684.50 |
|
| S4 |
2,418.75 |
2,474.75 |
2,660.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,720.00 |
2,630.75 |
89.25 |
3.3% |
26.75 |
1.0% |
88% |
True |
False |
289,217 |
| 10 |
2,720.00 |
2,569.75 |
150.25 |
5.5% |
30.00 |
1.1% |
93% |
True |
False |
186,211 |
| 20 |
2,720.00 |
2,566.00 |
154.00 |
5.7% |
27.75 |
1.0% |
93% |
True |
False |
93,256 |
| 40 |
2,720.00 |
2,415.50 |
304.50 |
11.2% |
25.50 |
0.9% |
96% |
True |
False |
46,649 |
| 60 |
2,720.00 |
2,220.00 |
500.00 |
18.5% |
23.00 |
0.8% |
98% |
True |
False |
31,105 |
| 80 |
2,720.00 |
2,153.75 |
566.25 |
20.9% |
21.00 |
0.8% |
98% |
True |
False |
23,330 |
| 100 |
2,720.00 |
2,153.75 |
566.25 |
20.9% |
18.50 |
0.7% |
98% |
True |
False |
18,664 |
| 120 |
2,720.00 |
2,067.00 |
653.00 |
24.1% |
16.25 |
0.6% |
98% |
True |
False |
15,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,793.25 |
|
2.618 |
2,765.25 |
|
1.618 |
2,748.00 |
|
1.000 |
2,737.25 |
|
0.618 |
2,730.75 |
|
HIGH |
2,720.00 |
|
0.618 |
2,713.50 |
|
0.500 |
2,711.50 |
|
0.382 |
2,709.25 |
|
LOW |
2,702.75 |
|
0.618 |
2,692.00 |
|
1.000 |
2,685.50 |
|
1.618 |
2,674.75 |
|
2.618 |
2,657.50 |
|
4.250 |
2,629.50 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,711.50 |
2,707.00 |
| PP |
2,710.50 |
2,705.00 |
| S1 |
2,709.75 |
2,703.00 |
|