| Trading Metrics calculated at close of trading on 20-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,708.50 |
2,729.25 |
20.75 |
0.8% |
2,643.00 |
| High |
2,735.00 |
2,738.00 |
3.00 |
0.1% |
2,720.00 |
| Low |
2,700.25 |
2,707.25 |
7.00 |
0.3% |
2,630.75 |
| Close |
2,727.75 |
2,735.50 |
7.75 |
0.3% |
2,709.00 |
| Range |
34.75 |
30.75 |
-4.00 |
-11.5% |
89.25 |
| ATR |
28.13 |
28.31 |
0.19 |
0.7% |
0.00 |
| Volume |
229,820 |
212,356 |
-17,464 |
-7.6% |
1,446,085 |
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,819.25 |
2,808.00 |
2,752.50 |
|
| R3 |
2,788.50 |
2,777.25 |
2,744.00 |
|
| R2 |
2,757.75 |
2,757.75 |
2,741.25 |
|
| R1 |
2,746.50 |
2,746.50 |
2,738.25 |
2,752.00 |
| PP |
2,727.00 |
2,727.00 |
2,727.00 |
2,729.75 |
| S1 |
2,715.75 |
2,715.75 |
2,732.75 |
2,721.50 |
| S2 |
2,696.25 |
2,696.25 |
2,729.75 |
|
| S3 |
2,665.50 |
2,685.00 |
2,727.00 |
|
| S4 |
2,634.75 |
2,654.25 |
2,718.50 |
|
|
| 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 |
2,738.00 |
2,686.00 |
52.00 |
1.9% |
26.25 |
1.0% |
95% |
True |
False |
255,578 |
| 10 |
2,738.00 |
2,585.00 |
153.00 |
5.6% |
28.50 |
1.0% |
98% |
True |
False |
229,601 |
| 20 |
2,738.00 |
2,566.00 |
172.00 |
6.3% |
28.50 |
1.0% |
99% |
True |
False |
115,356 |
| 40 |
2,738.00 |
2,422.50 |
315.50 |
11.5% |
26.00 |
1.0% |
99% |
True |
False |
57,702 |
| 60 |
2,738.00 |
2,237.00 |
501.00 |
18.3% |
22.75 |
0.8% |
100% |
True |
False |
38,474 |
| 80 |
2,738.00 |
2,153.75 |
584.25 |
21.4% |
21.75 |
0.8% |
100% |
True |
False |
28,857 |
| 100 |
2,738.00 |
2,153.75 |
584.25 |
21.4% |
19.00 |
0.7% |
100% |
True |
False |
23,086 |
| 120 |
2,738.00 |
2,067.00 |
671.00 |
24.5% |
16.75 |
0.6% |
100% |
True |
False |
19,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,868.75 |
|
2.618 |
2,818.50 |
|
1.618 |
2,787.75 |
|
1.000 |
2,768.75 |
|
0.618 |
2,757.00 |
|
HIGH |
2,738.00 |
|
0.618 |
2,726.25 |
|
0.500 |
2,722.50 |
|
0.382 |
2,719.00 |
|
LOW |
2,707.25 |
|
0.618 |
2,688.25 |
|
1.000 |
2,676.50 |
|
1.618 |
2,657.50 |
|
2.618 |
2,626.75 |
|
4.250 |
2,576.50 |
|
|
| Fisher Pivots for day following 20-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,731.25 |
2,730.00 |
| PP |
2,727.00 |
2,724.50 |
| S1 |
2,722.50 |
2,719.00 |
|