| 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 |
2,649.25 |
2,650.50 |
1.25 |
0.0% |
2,639.75 |
| High |
2,652.50 |
2,700.50 |
48.00 |
1.8% |
2,652.50 |
| Low |
2,635.25 |
2,649.75 |
14.50 |
0.6% |
2,575.00 |
| Close |
2,651.50 |
2,697.75 |
46.25 |
1.7% |
2,648.50 |
| Range |
17.25 |
50.75 |
33.50 |
194.2% |
77.50 |
| ATR |
29.52 |
31.04 |
1.52 |
5.1% |
0.00 |
| Volume |
122,331 |
147,067 |
24,736 |
20.2% |
1,182,253 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,835.00 |
2,817.00 |
2,725.75 |
|
| R3 |
2,784.25 |
2,766.25 |
2,711.75 |
|
| R2 |
2,733.50 |
2,733.50 |
2,707.00 |
|
| R1 |
2,715.50 |
2,715.50 |
2,702.50 |
2,724.50 |
| PP |
2,682.75 |
2,682.75 |
2,682.75 |
2,687.00 |
| S1 |
2,664.75 |
2,664.75 |
2,693.00 |
2,673.75 |
| S2 |
2,632.00 |
2,632.00 |
2,688.50 |
|
| S3 |
2,581.25 |
2,614.00 |
2,683.75 |
|
| S4 |
2,530.50 |
2,563.25 |
2,669.75 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,857.75 |
2,830.75 |
2,691.00 |
|
| R3 |
2,780.25 |
2,753.25 |
2,669.75 |
|
| R2 |
2,702.75 |
2,702.75 |
2,662.75 |
|
| R1 |
2,675.75 |
2,675.75 |
2,655.50 |
2,689.25 |
| PP |
2,625.25 |
2,625.25 |
2,625.25 |
2,632.00 |
| S1 |
2,598.25 |
2,598.25 |
2,641.50 |
2,611.75 |
| S2 |
2,547.75 |
2,547.75 |
2,634.25 |
|
| S3 |
2,470.25 |
2,520.75 |
2,627.25 |
|
| S4 |
2,392.75 |
2,443.25 |
2,606.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,700.50 |
2,588.25 |
112.25 |
4.2% |
31.00 |
1.1% |
98% |
True |
False |
188,610 |
| 10 |
2,700.50 |
2,575.00 |
125.50 |
4.7% |
31.50 |
1.2% |
98% |
True |
False |
214,729 |
| 20 |
2,700.50 |
2,542.75 |
157.75 |
5.8% |
31.25 |
1.2% |
98% |
True |
False |
218,793 |
| 40 |
2,700.50 |
2,361.50 |
339.00 |
12.6% |
29.75 |
1.1% |
99% |
True |
False |
203,187 |
| 60 |
2,700.50 |
2,204.25 |
496.25 |
18.4% |
31.00 |
1.1% |
99% |
True |
False |
181,014 |
| 80 |
2,700.50 |
2,135.00 |
565.50 |
21.0% |
36.00 |
1.3% |
100% |
True |
False |
152,529 |
| 100 |
2,700.50 |
2,135.00 |
565.50 |
21.0% |
39.25 |
1.5% |
100% |
True |
False |
122,041 |
| 120 |
2,700.50 |
2,034.50 |
666.00 |
24.7% |
43.25 |
1.6% |
100% |
True |
False |
101,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,916.25 |
|
2.618 |
2,833.25 |
|
1.618 |
2,782.50 |
|
1.000 |
2,751.25 |
|
0.618 |
2,731.75 |
|
HIGH |
2,700.50 |
|
0.618 |
2,681.00 |
|
0.500 |
2,675.00 |
|
0.382 |
2,669.25 |
|
LOW |
2,649.75 |
|
0.618 |
2,618.50 |
|
1.000 |
2,599.00 |
|
1.618 |
2,567.75 |
|
2.618 |
2,517.00 |
|
4.250 |
2,434.00 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,690.25 |
2,687.25 |
| PP |
2,682.75 |
2,676.50 |
| S1 |
2,675.00 |
2,666.00 |
|