| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,734.75 |
2,732.50 |
-2.25 |
-0.1% |
2,708.50 |
| High |
2,740.75 |
2,746.50 |
5.75 |
0.2% |
2,748.50 |
| Low |
2,715.50 |
2,710.75 |
-4.75 |
-0.2% |
2,700.25 |
| Close |
2,731.25 |
2,728.75 |
-2.50 |
-0.1% |
2,728.75 |
| Range |
25.25 |
35.75 |
10.50 |
41.6% |
48.25 |
| ATR |
27.44 |
28.04 |
0.59 |
2.2% |
0.00 |
| Volume |
233,139 |
198,235 |
-34,904 |
-15.0% |
1,084,085 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,836.00 |
2,818.00 |
2,748.50 |
|
| R3 |
2,800.25 |
2,782.25 |
2,738.50 |
|
| R2 |
2,764.50 |
2,764.50 |
2,735.25 |
|
| R1 |
2,746.50 |
2,746.50 |
2,732.00 |
2,737.50 |
| PP |
2,728.75 |
2,728.75 |
2,728.75 |
2,724.25 |
| S1 |
2,710.75 |
2,710.75 |
2,725.50 |
2,702.00 |
| S2 |
2,693.00 |
2,693.00 |
2,722.25 |
|
| S3 |
2,657.25 |
2,675.00 |
2,719.00 |
|
| S4 |
2,621.50 |
2,639.25 |
2,709.00 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,870.50 |
2,848.00 |
2,755.25 |
|
| R3 |
2,822.25 |
2,799.75 |
2,742.00 |
|
| R2 |
2,774.00 |
2,774.00 |
2,737.50 |
|
| R1 |
2,751.50 |
2,751.50 |
2,733.25 |
2,762.75 |
| PP |
2,725.75 |
2,725.75 |
2,725.75 |
2,731.50 |
| S1 |
2,703.25 |
2,703.25 |
2,724.25 |
2,714.50 |
| S2 |
2,677.50 |
2,677.50 |
2,720.00 |
|
| S3 |
2,629.25 |
2,655.00 |
2,715.50 |
|
| S4 |
2,581.00 |
2,606.75 |
2,702.25 |
|
|
| 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% |
29.00 |
1.1% |
59% |
False |
False |
216,817 |
| 10 |
2,748.50 |
2,630.75 |
117.75 |
4.3% |
27.75 |
1.0% |
83% |
False |
False |
253,017 |
| 20 |
2,748.50 |
2,569.75 |
178.75 |
6.6% |
29.25 |
1.1% |
89% |
False |
False |
147,423 |
| 40 |
2,748.50 |
2,422.50 |
326.00 |
11.9% |
26.50 |
1.0% |
94% |
False |
False |
73,748 |
| 60 |
2,748.50 |
2,254.75 |
493.75 |
18.1% |
23.50 |
0.9% |
96% |
False |
False |
49,172 |
| 80 |
2,748.50 |
2,204.75 |
543.75 |
19.9% |
22.25 |
0.8% |
96% |
False |
False |
36,880 |
| 100 |
2,748.50 |
2,153.75 |
594.75 |
21.8% |
19.50 |
0.7% |
97% |
False |
False |
29,505 |
| 120 |
2,748.50 |
2,067.00 |
681.50 |
25.0% |
17.50 |
0.6% |
97% |
False |
False |
24,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,898.50 |
|
2.618 |
2,840.00 |
|
1.618 |
2,804.25 |
|
1.000 |
2,782.25 |
|
0.618 |
2,768.50 |
|
HIGH |
2,746.50 |
|
0.618 |
2,732.75 |
|
0.500 |
2,728.50 |
|
0.382 |
2,724.50 |
|
LOW |
2,710.75 |
|
0.618 |
2,688.75 |
|
1.000 |
2,675.00 |
|
1.618 |
2,653.00 |
|
2.618 |
2,617.25 |
|
4.250 |
2,558.75 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,728.75 |
2,729.50 |
| PP |
2,728.75 |
2,729.25 |
| S1 |
2,728.50 |
2,729.00 |
|