| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,711.25 |
2,708.50 |
-2.75 |
-0.1% |
2,643.00 |
| High |
2,720.00 |
2,735.00 |
15.00 |
0.6% |
2,720.00 |
| Low |
2,702.75 |
2,700.25 |
-2.50 |
-0.1% |
2,630.75 |
| Close |
2,709.00 |
2,727.75 |
18.75 |
0.7% |
2,709.00 |
| Range |
17.25 |
34.75 |
17.50 |
101.4% |
89.25 |
| ATR |
27.62 |
28.13 |
0.51 |
1.8% |
0.00 |
| Volume |
189,850 |
229,820 |
39,970 |
21.1% |
1,446,085 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,825.25 |
2,811.25 |
2,746.75 |
|
| R3 |
2,790.50 |
2,776.50 |
2,737.25 |
|
| R2 |
2,755.75 |
2,755.75 |
2,734.00 |
|
| R1 |
2,741.75 |
2,741.75 |
2,731.00 |
2,748.75 |
| PP |
2,721.00 |
2,721.00 |
2,721.00 |
2,724.50 |
| S1 |
2,707.00 |
2,707.00 |
2,724.50 |
2,714.00 |
| S2 |
2,686.25 |
2,686.25 |
2,721.50 |
|
| S3 |
2,651.50 |
2,672.25 |
2,718.25 |
|
| S4 |
2,616.75 |
2,637.50 |
2,708.75 |
|
|
| 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 |
2,735.00 |
2,645.25 |
89.75 |
3.3% |
30.25 |
1.1% |
92% |
True |
False |
284,544 |
| 10 |
2,735.00 |
2,569.75 |
165.25 |
6.1% |
29.50 |
1.1% |
96% |
True |
False |
208,773 |
| 20 |
2,735.00 |
2,566.00 |
169.00 |
6.2% |
28.50 |
1.0% |
96% |
True |
False |
104,741 |
| 40 |
2,735.00 |
2,415.50 |
319.50 |
11.7% |
26.00 |
1.0% |
98% |
True |
False |
52,394 |
| 60 |
2,735.00 |
2,220.00 |
515.00 |
18.9% |
23.00 |
0.8% |
99% |
True |
False |
34,935 |
| 80 |
2,735.00 |
2,153.75 |
581.25 |
21.3% |
21.50 |
0.8% |
99% |
True |
False |
26,203 |
| 100 |
2,735.00 |
2,153.75 |
581.25 |
21.3% |
18.75 |
0.7% |
99% |
True |
False |
20,962 |
| 120 |
2,735.00 |
2,067.00 |
668.00 |
24.5% |
16.50 |
0.6% |
99% |
True |
False |
17,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,882.75 |
|
2.618 |
2,826.00 |
|
1.618 |
2,791.25 |
|
1.000 |
2,769.75 |
|
0.618 |
2,756.50 |
|
HIGH |
2,735.00 |
|
0.618 |
2,721.75 |
|
0.500 |
2,717.50 |
|
0.382 |
2,713.50 |
|
LOW |
2,700.25 |
|
0.618 |
2,678.75 |
|
1.000 |
2,665.50 |
|
1.618 |
2,644.00 |
|
2.618 |
2,609.25 |
|
4.250 |
2,552.50 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,724.50 |
2,723.75 |
| PP |
2,721.00 |
2,720.00 |
| S1 |
2,717.50 |
2,716.00 |
|