| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,434.0 |
2,456.0 |
22.0 |
0.9% |
2,449.0 |
| High |
2,445.0 |
2,501.0 |
56.0 |
2.3% |
2,458.0 |
| Low |
2,426.0 |
2,451.0 |
25.0 |
1.0% |
2,351.0 |
| Close |
2,435.0 |
2,481.0 |
46.0 |
1.9% |
2,440.0 |
| Range |
19.0 |
50.0 |
31.0 |
163.2% |
107.0 |
| ATR |
34.2 |
36.4 |
2.3 |
6.7% |
0.0 |
| Volume |
1,756 |
19,780 |
18,024 |
1,026.4% |
26,324 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,627.7 |
2,604.3 |
2,508.5 |
|
| R3 |
2,577.7 |
2,554.3 |
2,494.8 |
|
| R2 |
2,527.7 |
2,527.7 |
2,490.2 |
|
| R1 |
2,504.3 |
2,504.3 |
2,485.6 |
2,516.0 |
| PP |
2,477.7 |
2,477.7 |
2,477.7 |
2,483.5 |
| S1 |
2,454.3 |
2,454.3 |
2,476.4 |
2,466.0 |
| S2 |
2,427.7 |
2,427.7 |
2,471.8 |
|
| S3 |
2,377.7 |
2,404.3 |
2,467.3 |
|
| S4 |
2,327.7 |
2,354.3 |
2,453.5 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,737.3 |
2,695.7 |
2,498.9 |
|
| R3 |
2,630.3 |
2,588.7 |
2,469.4 |
|
| R2 |
2,523.3 |
2,523.3 |
2,459.6 |
|
| R1 |
2,481.7 |
2,481.7 |
2,449.8 |
2,449.0 |
| PP |
2,416.3 |
2,416.3 |
2,416.3 |
2,400.0 |
| S1 |
2,374.7 |
2,374.7 |
2,430.2 |
2,342.0 |
| S2 |
2,309.3 |
2,309.3 |
2,420.4 |
|
| S3 |
2,202.3 |
2,267.7 |
2,410.6 |
|
| S4 |
2,095.3 |
2,160.7 |
2,381.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,501.0 |
2,358.0 |
143.0 |
5.8% |
35.2 |
1.4% |
86% |
True |
False |
8,849 |
| 10 |
2,501.0 |
2,351.0 |
150.0 |
6.0% |
39.5 |
1.6% |
87% |
True |
False |
5,341 |
| 20 |
2,501.0 |
2,351.0 |
150.0 |
6.0% |
31.8 |
1.3% |
87% |
True |
False |
2,920 |
| 40 |
2,501.0 |
2,311.0 |
190.0 |
7.7% |
23.1 |
0.9% |
89% |
True |
False |
1,617 |
| 60 |
2,501.0 |
2,149.0 |
352.0 |
14.2% |
22.7 |
0.9% |
94% |
True |
False |
1,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,713.5 |
|
2.618 |
2,631.9 |
|
1.618 |
2,581.9 |
|
1.000 |
2,551.0 |
|
0.618 |
2,531.9 |
|
HIGH |
2,501.0 |
|
0.618 |
2,481.9 |
|
0.500 |
2,476.0 |
|
0.382 |
2,470.1 |
|
LOW |
2,451.0 |
|
0.618 |
2,420.1 |
|
1.000 |
2,401.0 |
|
1.618 |
2,370.1 |
|
2.618 |
2,320.1 |
|
4.250 |
2,238.5 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,479.3 |
2,475.2 |
| PP |
2,477.7 |
2,469.3 |
| S1 |
2,476.0 |
2,463.5 |
|