| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,732.50 |
2,729.75 |
-2.75 |
-0.1% |
2,708.50 |
| High |
2,746.50 |
2,778.00 |
31.50 |
1.1% |
2,748.50 |
| Low |
2,710.75 |
2,729.00 |
18.25 |
0.7% |
2,700.25 |
| Close |
2,728.75 |
2,777.00 |
48.25 |
1.8% |
2,728.75 |
| Range |
35.75 |
49.00 |
13.25 |
37.1% |
48.25 |
| ATR |
28.04 |
29.55 |
1.52 |
5.4% |
0.00 |
| Volume |
198,235 |
202,381 |
4,146 |
2.1% |
1,084,085 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,908.25 |
2,891.75 |
2,804.00 |
|
| R3 |
2,859.25 |
2,842.75 |
2,790.50 |
|
| R2 |
2,810.25 |
2,810.25 |
2,786.00 |
|
| R1 |
2,793.75 |
2,793.75 |
2,781.50 |
2,802.00 |
| PP |
2,761.25 |
2,761.25 |
2,761.25 |
2,765.50 |
| S1 |
2,744.75 |
2,744.75 |
2,772.50 |
2,753.00 |
| S2 |
2,712.25 |
2,712.25 |
2,768.00 |
|
| S3 |
2,663.25 |
2,695.75 |
2,763.50 |
|
| S4 |
2,614.25 |
2,646.75 |
2,750.00 |
|
|
| 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 |
2,778.00 |
2,707.25 |
70.75 |
2.5% |
31.75 |
1.1% |
99% |
True |
False |
211,329 |
| 10 |
2,778.00 |
2,645.25 |
132.75 |
4.8% |
31.00 |
1.1% |
99% |
True |
False |
247,936 |
| 20 |
2,778.00 |
2,569.75 |
208.25 |
7.5% |
30.00 |
1.1% |
100% |
True |
False |
157,537 |
| 40 |
2,778.00 |
2,422.50 |
355.50 |
12.8% |
27.25 |
1.0% |
100% |
True |
False |
78,807 |
| 60 |
2,778.00 |
2,257.50 |
520.50 |
18.7% |
24.00 |
0.9% |
100% |
True |
False |
52,545 |
| 80 |
2,778.00 |
2,206.50 |
571.50 |
20.6% |
22.75 |
0.8% |
100% |
True |
False |
39,410 |
| 100 |
2,778.00 |
2,153.75 |
624.25 |
22.5% |
20.00 |
0.7% |
100% |
True |
False |
31,529 |
| 120 |
2,778.00 |
2,107.00 |
671.00 |
24.2% |
17.25 |
0.6% |
100% |
True |
False |
26,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,986.25 |
|
2.618 |
2,906.25 |
|
1.618 |
2,857.25 |
|
1.000 |
2,827.00 |
|
0.618 |
2,808.25 |
|
HIGH |
2,778.00 |
|
0.618 |
2,759.25 |
|
0.500 |
2,753.50 |
|
0.382 |
2,747.75 |
|
LOW |
2,729.00 |
|
0.618 |
2,698.75 |
|
1.000 |
2,680.00 |
|
1.618 |
2,649.75 |
|
2.618 |
2,600.75 |
|
4.250 |
2,520.75 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,769.25 |
2,766.00 |
| PP |
2,761.25 |
2,755.25 |
| S1 |
2,753.50 |
2,744.50 |
|