| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,456.0 |
2,493.0 |
37.0 |
1.5% |
2,449.0 |
| High |
2,501.0 |
2,514.0 |
13.0 |
0.5% |
2,458.0 |
| Low |
2,451.0 |
2,492.0 |
41.0 |
1.7% |
2,351.0 |
| Close |
2,481.0 |
2,500.0 |
19.0 |
0.8% |
2,440.0 |
| Range |
50.0 |
22.0 |
-28.0 |
-56.0% |
107.0 |
| ATR |
36.4 |
36.2 |
-0.2 |
-0.7% |
0.0 |
| Volume |
19,780 |
13,939 |
-5,841 |
-29.5% |
26,324 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,568.0 |
2,556.0 |
2,512.1 |
|
| R3 |
2,546.0 |
2,534.0 |
2,506.1 |
|
| R2 |
2,524.0 |
2,524.0 |
2,504.0 |
|
| R1 |
2,512.0 |
2,512.0 |
2,502.0 |
2,518.0 |
| PP |
2,502.0 |
2,502.0 |
2,502.0 |
2,505.0 |
| S1 |
2,490.0 |
2,490.0 |
2,498.0 |
2,496.0 |
| S2 |
2,480.0 |
2,480.0 |
2,496.0 |
|
| S3 |
2,458.0 |
2,468.0 |
2,494.0 |
|
| S4 |
2,436.0 |
2,446.0 |
2,487.9 |
|
|
| 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 |
2,514.0 |
2,388.0 |
126.0 |
5.0% |
34.2 |
1.4% |
89% |
True |
False |
10,801 |
| 10 |
2,514.0 |
2,351.0 |
163.0 |
6.5% |
39.2 |
1.6% |
91% |
True |
False |
6,721 |
| 20 |
2,514.0 |
2,351.0 |
163.0 |
6.5% |
31.0 |
1.2% |
91% |
True |
False |
3,612 |
| 40 |
2,514.0 |
2,319.0 |
195.0 |
7.8% |
23.7 |
0.9% |
93% |
True |
False |
1,966 |
| 60 |
2,514.0 |
2,166.0 |
348.0 |
13.9% |
22.4 |
0.9% |
96% |
True |
False |
1,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,607.5 |
|
2.618 |
2,571.6 |
|
1.618 |
2,549.6 |
|
1.000 |
2,536.0 |
|
0.618 |
2,527.6 |
|
HIGH |
2,514.0 |
|
0.618 |
2,505.6 |
|
0.500 |
2,503.0 |
|
0.382 |
2,500.4 |
|
LOW |
2,492.0 |
|
0.618 |
2,478.4 |
|
1.000 |
2,470.0 |
|
1.618 |
2,456.4 |
|
2.618 |
2,434.4 |
|
4.250 |
2,398.5 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,503.0 |
2,490.0 |
| PP |
2,502.0 |
2,480.0 |
| S1 |
2,501.0 |
2,470.0 |
|