| 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 |
12,922 |
12,969 |
47 |
0.4% |
12,960 |
| High |
12,971 |
13,182 |
211 |
1.6% |
12,975 |
| Low |
12,881 |
12,960 |
79 |
0.6% |
12,721 |
| Close |
12,966 |
13,176 |
210 |
1.6% |
12,931 |
| Range |
90 |
222 |
132 |
146.7% |
254 |
| ATR |
125 |
132 |
7 |
5.5% |
0 |
| Volume |
48,530 |
37,646 |
-10,884 |
-22.4% |
532,078 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,772 |
13,696 |
13,298 |
|
| R3 |
13,550 |
13,474 |
13,237 |
|
| R2 |
13,328 |
13,328 |
13,217 |
|
| R1 |
13,252 |
13,252 |
13,196 |
13,290 |
| PP |
13,106 |
13,106 |
13,106 |
13,125 |
| S1 |
13,030 |
13,030 |
13,156 |
13,068 |
| S2 |
12,884 |
12,884 |
13,135 |
|
| S3 |
12,662 |
12,808 |
13,115 |
|
| S4 |
12,440 |
12,586 |
13,054 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,638 |
13,538 |
13,071 |
|
| R3 |
13,384 |
13,284 |
13,001 |
|
| R2 |
13,130 |
13,130 |
12,978 |
|
| R1 |
13,030 |
13,030 |
12,954 |
12,953 |
| PP |
12,876 |
12,876 |
12,876 |
12,837 |
| S1 |
12,776 |
12,776 |
12,908 |
12,699 |
| S2 |
12,622 |
12,622 |
12,885 |
|
| S3 |
12,368 |
12,522 |
12,861 |
|
| S4 |
12,114 |
12,268 |
12,791 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,182 |
12,741 |
441 |
3.3% |
126 |
1.0% |
99% |
True |
False |
70,174 |
| 10 |
13,182 |
12,721 |
461 |
3.5% |
134 |
1.0% |
99% |
True |
False |
97,872 |
| 20 |
13,182 |
12,700 |
482 |
3.7% |
129 |
1.0% |
99% |
True |
False |
105,199 |
| 40 |
13,182 |
12,327 |
855 |
6.5% |
130 |
1.0% |
99% |
True |
False |
96,824 |
| 60 |
13,182 |
11,661 |
1,521 |
11.5% |
137 |
1.0% |
100% |
True |
False |
89,524 |
| 80 |
13,182 |
11,077 |
2,105 |
16.0% |
160 |
1.2% |
100% |
True |
False |
75,024 |
| 100 |
13,182 |
11,077 |
2,105 |
16.0% |
167 |
1.3% |
100% |
True |
False |
60,024 |
| 120 |
13,182 |
10,288 |
2,894 |
22.0% |
185 |
1.4% |
100% |
True |
False |
50,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,126 |
|
2.618 |
13,763 |
|
1.618 |
13,541 |
|
1.000 |
13,404 |
|
0.618 |
13,319 |
|
HIGH |
13,182 |
|
0.618 |
13,097 |
|
0.500 |
13,071 |
|
0.382 |
13,045 |
|
LOW |
12,960 |
|
0.618 |
12,823 |
|
1.000 |
12,738 |
|
1.618 |
12,601 |
|
2.618 |
12,379 |
|
4.250 |
12,017 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,141 |
13,128 |
| PP |
13,106 |
13,080 |
| S1 |
13,071 |
13,032 |
|