| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,736.25 |
2,734.75 |
-1.50 |
-0.1% |
2,643.00 |
| High |
2,748.50 |
2,740.75 |
-7.75 |
-0.3% |
2,720.00 |
| Low |
2,730.00 |
2,715.50 |
-14.50 |
-0.5% |
2,630.75 |
| Close |
2,735.25 |
2,731.25 |
-4.00 |
-0.1% |
2,709.00 |
| Range |
18.50 |
25.25 |
6.75 |
36.5% |
89.25 |
| ATR |
27.61 |
27.44 |
-0.17 |
-0.6% |
0.00 |
| Volume |
210,535 |
233,139 |
22,604 |
10.7% |
1,446,085 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,805.00 |
2,793.25 |
2,745.25 |
|
| R3 |
2,779.75 |
2,768.00 |
2,738.25 |
|
| R2 |
2,754.50 |
2,754.50 |
2,736.00 |
|
| R1 |
2,742.75 |
2,742.75 |
2,733.50 |
2,736.00 |
| PP |
2,729.25 |
2,729.25 |
2,729.25 |
2,725.75 |
| S1 |
2,717.50 |
2,717.50 |
2,729.00 |
2,710.75 |
| S2 |
2,704.00 |
2,704.00 |
2,726.50 |
|
| S3 |
2,678.75 |
2,692.25 |
2,724.25 |
|
| S4 |
2,653.50 |
2,667.00 |
2,717.25 |
|
|
| 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 |
2,700.25 |
48.25 |
1.8% |
25.25 |
0.9% |
64% |
False |
False |
215,140 |
| 10 |
2,748.50 |
2,626.50 |
122.00 |
4.5% |
26.50 |
1.0% |
86% |
False |
False |
253,194 |
| 20 |
2,748.50 |
2,569.75 |
178.75 |
6.5% |
28.00 |
1.0% |
90% |
False |
False |
137,526 |
| 40 |
2,748.50 |
2,422.50 |
326.00 |
11.9% |
26.25 |
1.0% |
95% |
False |
False |
68,793 |
| 60 |
2,748.50 |
2,254.75 |
493.75 |
18.1% |
23.00 |
0.8% |
97% |
False |
False |
45,869 |
| 80 |
2,748.50 |
2,200.00 |
548.50 |
20.1% |
21.75 |
0.8% |
97% |
False |
False |
34,402 |
| 100 |
2,748.50 |
2,153.75 |
594.75 |
21.8% |
19.25 |
0.7% |
97% |
False |
False |
27,522 |
| 120 |
2,748.50 |
2,067.00 |
681.50 |
25.0% |
17.25 |
0.6% |
97% |
False |
False |
22,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,848.00 |
|
2.618 |
2,806.75 |
|
1.618 |
2,781.50 |
|
1.000 |
2,766.00 |
|
0.618 |
2,756.25 |
|
HIGH |
2,740.75 |
|
0.618 |
2,731.00 |
|
0.500 |
2,728.00 |
|
0.382 |
2,725.25 |
|
LOW |
2,715.50 |
|
0.618 |
2,700.00 |
|
1.000 |
2,690.25 |
|
1.618 |
2,674.75 |
|
2.618 |
2,649.50 |
|
4.250 |
2,608.25 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,730.25 |
2,730.00 |
| PP |
2,729.25 |
2,729.00 |
| S1 |
2,728.00 |
2,728.00 |
|