| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,697.50 |
2,705.00 |
7.50 |
0.3% |
2,639.75 |
| High |
2,717.50 |
2,721.25 |
3.75 |
0.1% |
2,652.50 |
| Low |
2,690.25 |
2,701.00 |
10.75 |
0.4% |
2,575.00 |
| Close |
2,706.25 |
2,715.75 |
9.50 |
0.4% |
2,648.50 |
| Range |
27.25 |
20.25 |
-7.00 |
-25.7% |
77.50 |
| ATR |
30.77 |
30.02 |
-0.75 |
-2.4% |
0.00 |
| Volume |
86,540 |
59,061 |
-27,479 |
-31.8% |
1,182,253 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,773.50 |
2,764.75 |
2,727.00 |
|
| R3 |
2,753.25 |
2,744.50 |
2,721.25 |
|
| R2 |
2,733.00 |
2,733.00 |
2,719.50 |
|
| R1 |
2,724.25 |
2,724.25 |
2,717.50 |
2,728.50 |
| PP |
2,712.75 |
2,712.75 |
2,712.75 |
2,714.75 |
| S1 |
2,704.00 |
2,704.00 |
2,714.00 |
2,708.50 |
| S2 |
2,692.50 |
2,692.50 |
2,712.00 |
|
| S3 |
2,672.25 |
2,683.75 |
2,710.25 |
|
| S4 |
2,652.00 |
2,663.50 |
2,704.50 |
|
|
| 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 |
2,721.25 |
2,631.50 |
89.75 |
3.3% |
27.25 |
1.0% |
94% |
True |
False |
108,292 |
| 10 |
2,721.25 |
2,575.00 |
146.25 |
5.4% |
30.25 |
1.1% |
96% |
True |
False |
177,701 |
| 20 |
2,721.25 |
2,542.75 |
178.50 |
6.6% |
30.00 |
1.1% |
97% |
True |
False |
197,927 |
| 40 |
2,721.25 |
2,418.50 |
302.75 |
11.1% |
29.00 |
1.1% |
98% |
True |
False |
197,454 |
| 60 |
2,721.25 |
2,204.25 |
517.00 |
19.0% |
30.50 |
1.1% |
99% |
True |
False |
176,455 |
| 80 |
2,721.25 |
2,135.00 |
586.25 |
21.6% |
35.00 |
1.3% |
99% |
True |
False |
154,347 |
| 100 |
2,721.25 |
2,135.00 |
586.25 |
21.6% |
38.50 |
1.4% |
99% |
True |
False |
123,496 |
| 120 |
2,721.25 |
2,034.50 |
686.75 |
25.3% |
42.25 |
1.6% |
99% |
True |
False |
102,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,807.25 |
|
2.618 |
2,774.25 |
|
1.618 |
2,754.00 |
|
1.000 |
2,741.50 |
|
0.618 |
2,733.75 |
|
HIGH |
2,721.25 |
|
0.618 |
2,713.50 |
|
0.500 |
2,711.00 |
|
0.382 |
2,708.75 |
|
LOW |
2,701.00 |
|
0.618 |
2,688.50 |
|
1.000 |
2,680.75 |
|
1.618 |
2,668.25 |
|
2.618 |
2,648.00 |
|
4.250 |
2,615.00 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,714.25 |
2,705.75 |
| PP |
2,712.75 |
2,695.50 |
| S1 |
2,711.00 |
2,685.50 |
|