| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,501.0 |
2,520.0 |
19.0 |
0.8% |
2,434.0 |
| High |
2,522.0 |
2,532.0 |
10.0 |
0.4% |
2,532.0 |
| Low |
2,493.0 |
2,518.0 |
25.0 |
1.0% |
2,426.0 |
| Close |
2,516.0 |
2,528.0 |
12.0 |
0.5% |
2,528.0 |
| Range |
29.0 |
14.0 |
-15.0 |
-51.7% |
106.0 |
| ATR |
35.7 |
34.3 |
-1.4 |
-3.9% |
0.0 |
| Volume |
27,520 |
1,511 |
-26,009 |
-94.5% |
64,506 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,568.0 |
2,562.0 |
2,535.7 |
|
| R3 |
2,554.0 |
2,548.0 |
2,531.9 |
|
| R2 |
2,540.0 |
2,540.0 |
2,530.6 |
|
| R1 |
2,534.0 |
2,534.0 |
2,529.3 |
2,537.0 |
| PP |
2,526.0 |
2,526.0 |
2,526.0 |
2,527.5 |
| S1 |
2,520.0 |
2,520.0 |
2,526.7 |
2,523.0 |
| S2 |
2,512.0 |
2,512.0 |
2,525.4 |
|
| S3 |
2,498.0 |
2,506.0 |
2,524.2 |
|
| S4 |
2,484.0 |
2,492.0 |
2,520.3 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,813.3 |
2,776.7 |
2,586.3 |
|
| R3 |
2,707.3 |
2,670.7 |
2,557.2 |
|
| R2 |
2,601.3 |
2,601.3 |
2,547.4 |
|
| R1 |
2,564.7 |
2,564.7 |
2,537.7 |
2,583.0 |
| PP |
2,495.3 |
2,495.3 |
2,495.3 |
2,504.5 |
| S1 |
2,458.7 |
2,458.7 |
2,518.3 |
2,477.0 |
| S2 |
2,389.3 |
2,389.3 |
2,508.6 |
|
| S3 |
2,283.3 |
2,352.7 |
2,498.9 |
|
| S4 |
2,177.3 |
2,246.7 |
2,469.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,532.0 |
2,426.0 |
106.0 |
4.2% |
26.8 |
1.1% |
96% |
True |
False |
12,901 |
| 10 |
2,532.0 |
2,351.0 |
181.0 |
7.2% |
36.0 |
1.4% |
98% |
True |
False |
9,083 |
| 20 |
2,532.0 |
2,351.0 |
181.0 |
7.2% |
32.1 |
1.3% |
98% |
True |
False |
5,057 |
| 40 |
2,532.0 |
2,325.0 |
207.0 |
8.2% |
23.8 |
0.9% |
98% |
True |
False |
2,689 |
| 60 |
2,532.0 |
2,178.0 |
354.0 |
14.0% |
22.5 |
0.9% |
99% |
True |
False |
1,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,591.5 |
|
2.618 |
2,568.7 |
|
1.618 |
2,554.7 |
|
1.000 |
2,546.0 |
|
0.618 |
2,540.7 |
|
HIGH |
2,532.0 |
|
0.618 |
2,526.7 |
|
0.500 |
2,525.0 |
|
0.382 |
2,523.3 |
|
LOW |
2,518.0 |
|
0.618 |
2,509.3 |
|
1.000 |
2,504.0 |
|
1.618 |
2,495.3 |
|
2.618 |
2,481.3 |
|
4.250 |
2,458.5 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,527.0 |
2,522.7 |
| PP |
2,526.0 |
2,517.3 |
| S1 |
2,525.0 |
2,512.0 |
|