| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,729.25 |
2,736.25 |
7.00 |
0.3% |
2,643.00 |
| High |
2,738.00 |
2,748.50 |
10.50 |
0.4% |
2,720.00 |
| Low |
2,707.25 |
2,730.00 |
22.75 |
0.8% |
2,630.75 |
| Close |
2,735.50 |
2,735.25 |
-0.25 |
0.0% |
2,709.00 |
| Range |
30.75 |
18.50 |
-12.25 |
-39.8% |
89.25 |
| ATR |
28.31 |
27.61 |
-0.70 |
-2.5% |
0.00 |
| Volume |
212,356 |
210,535 |
-1,821 |
-0.9% |
1,446,085 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,793.50 |
2,782.75 |
2,745.50 |
|
| R3 |
2,775.00 |
2,764.25 |
2,740.25 |
|
| R2 |
2,756.50 |
2,756.50 |
2,738.75 |
|
| R1 |
2,745.75 |
2,745.75 |
2,737.00 |
2,742.00 |
| PP |
2,738.00 |
2,738.00 |
2,738.00 |
2,736.00 |
| S1 |
2,727.25 |
2,727.25 |
2,733.50 |
2,723.50 |
| S2 |
2,719.50 |
2,719.50 |
2,731.75 |
|
| S3 |
2,701.00 |
2,708.75 |
2,730.25 |
|
| S4 |
2,682.50 |
2,690.25 |
2,725.00 |
|
|
| 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 |
2,748.50 |
2,697.00 |
51.50 |
1.9% |
24.25 |
0.9% |
74% |
True |
False |
229,391 |
| 10 |
2,748.50 |
2,599.25 |
149.25 |
5.5% |
28.00 |
1.0% |
91% |
True |
False |
247,859 |
| 20 |
2,748.50 |
2,566.00 |
182.50 |
6.7% |
28.25 |
1.0% |
93% |
True |
False |
125,874 |
| 40 |
2,748.50 |
2,422.50 |
326.00 |
11.9% |
26.25 |
1.0% |
96% |
True |
False |
62,965 |
| 60 |
2,748.50 |
2,254.75 |
493.75 |
18.1% |
22.50 |
0.8% |
97% |
True |
False |
41,983 |
| 80 |
2,748.50 |
2,178.75 |
569.75 |
20.8% |
21.50 |
0.8% |
98% |
True |
False |
31,489 |
| 100 |
2,748.50 |
2,153.75 |
594.75 |
21.7% |
19.25 |
0.7% |
98% |
True |
False |
25,191 |
| 120 |
2,748.50 |
2,067.00 |
681.50 |
24.9% |
17.00 |
0.6% |
98% |
True |
False |
20,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,827.00 |
|
2.618 |
2,797.00 |
|
1.618 |
2,778.50 |
|
1.000 |
2,767.00 |
|
0.618 |
2,760.00 |
|
HIGH |
2,748.50 |
|
0.618 |
2,741.50 |
|
0.500 |
2,739.25 |
|
0.382 |
2,737.00 |
|
LOW |
2,730.00 |
|
0.618 |
2,718.50 |
|
1.000 |
2,711.50 |
|
1.618 |
2,700.00 |
|
2.618 |
2,681.50 |
|
4.250 |
2,651.50 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,739.25 |
2,731.50 |
| PP |
2,738.00 |
2,728.00 |
| S1 |
2,736.50 |
2,724.50 |
|