| 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 |
13,190 |
13,233 |
43 |
0.3% |
12,922 |
| High |
13,253 |
13,302 |
49 |
0.4% |
13,302 |
| Low |
13,167 |
13,226 |
59 |
0.4% |
12,881 |
| Close |
13,238 |
13,302 |
64 |
0.5% |
13,302 |
| Range |
86 |
76 |
-10 |
-11.6% |
421 |
| ATR |
125 |
121 |
-3 |
-2.8% |
0 |
| Volume |
21,266 |
2,117 |
-19,149 |
-90.0% |
134,615 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,505 |
13,479 |
13,344 |
|
| R3 |
13,429 |
13,403 |
13,323 |
|
| R2 |
13,353 |
13,353 |
13,316 |
|
| R1 |
13,327 |
13,327 |
13,309 |
13,340 |
| PP |
13,277 |
13,277 |
13,277 |
13,283 |
| S1 |
13,251 |
13,251 |
13,295 |
13,264 |
| S2 |
13,201 |
13,201 |
13,288 |
|
| S3 |
13,125 |
13,175 |
13,281 |
|
| S4 |
13,049 |
13,099 |
13,260 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,425 |
14,284 |
13,534 |
|
| R3 |
14,004 |
13,863 |
13,418 |
|
| R2 |
13,583 |
13,583 |
13,379 |
|
| R1 |
13,442 |
13,442 |
13,341 |
13,513 |
| PP |
13,162 |
13,162 |
13,162 |
13,197 |
| S1 |
13,021 |
13,021 |
13,264 |
13,092 |
| S2 |
12,741 |
12,741 |
13,225 |
|
| S3 |
12,320 |
12,600 |
13,186 |
|
| S4 |
11,899 |
12,179 |
13,071 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,302 |
12,881 |
421 |
3.2% |
110 |
0.8% |
100% |
True |
False |
26,923 |
| 10 |
13,302 |
12,721 |
581 |
4.4% |
122 |
0.9% |
100% |
True |
False |
66,669 |
| 20 |
13,302 |
12,721 |
581 |
4.4% |
116 |
0.9% |
100% |
True |
False |
88,192 |
| 40 |
13,302 |
12,476 |
826 |
6.2% |
125 |
0.9% |
100% |
True |
False |
91,655 |
| 60 |
13,302 |
11,693 |
1,609 |
12.1% |
132 |
1.0% |
100% |
True |
False |
85,823 |
| 80 |
13,302 |
11,077 |
2,225 |
16.7% |
155 |
1.2% |
100% |
True |
False |
75,628 |
| 100 |
13,302 |
11,077 |
2,225 |
16.7% |
164 |
1.2% |
100% |
True |
False |
60,508 |
| 120 |
13,302 |
10,288 |
3,014 |
22.7% |
177 |
1.3% |
100% |
True |
False |
50,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,625 |
|
2.618 |
13,501 |
|
1.618 |
13,425 |
|
1.000 |
13,378 |
|
0.618 |
13,349 |
|
HIGH |
13,302 |
|
0.618 |
13,273 |
|
0.500 |
13,264 |
|
0.382 |
13,255 |
|
LOW |
13,226 |
|
0.618 |
13,179 |
|
1.000 |
13,150 |
|
1.618 |
13,103 |
|
2.618 |
13,027 |
|
4.250 |
12,903 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,289 |
13,276 |
| PP |
13,277 |
13,250 |
| S1 |
13,264 |
13,224 |
|