| 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 |
2,705.00 |
2,714.50 |
9.50 |
0.4% |
2,649.25 |
| High |
2,721.25 |
2,724.00 |
2.75 |
0.1% |
2,724.00 |
| Low |
2,701.00 |
2,712.25 |
11.25 |
0.4% |
2,635.25 |
| Close |
2,715.75 |
2,713.06 |
-2.69 |
-0.1% |
2,713.06 |
| Range |
20.25 |
11.75 |
-8.50 |
-42.0% |
88.75 |
| ATR |
30.02 |
28.71 |
-1.30 |
-4.3% |
0.00 |
| Volume |
59,061 |
1,749 |
-57,312 |
-97.0% |
416,748 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,751.75 |
2,744.00 |
2,719.50 |
|
| R3 |
2,740.00 |
2,732.25 |
2,716.25 |
|
| R2 |
2,728.25 |
2,728.25 |
2,715.25 |
|
| R1 |
2,720.50 |
2,720.50 |
2,714.25 |
2,718.50 |
| PP |
2,716.50 |
2,716.50 |
2,716.50 |
2,715.50 |
| S1 |
2,708.75 |
2,708.75 |
2,712.00 |
2,706.75 |
| S2 |
2,704.75 |
2,704.75 |
2,711.00 |
|
| S3 |
2,693.00 |
2,697.00 |
2,709.75 |
|
| S4 |
2,681.25 |
2,685.25 |
2,706.50 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,957.00 |
2,923.75 |
2,761.75 |
|
| R3 |
2,868.25 |
2,835.00 |
2,737.50 |
|
| R2 |
2,779.50 |
2,779.50 |
2,729.25 |
|
| R1 |
2,746.25 |
2,746.25 |
2,721.25 |
2,763.00 |
| PP |
2,690.75 |
2,690.75 |
2,690.75 |
2,699.00 |
| S1 |
2,657.50 |
2,657.50 |
2,705.00 |
2,674.25 |
| S2 |
2,602.00 |
2,602.00 |
2,696.75 |
|
| S3 |
2,513.25 |
2,568.75 |
2,688.75 |
|
| S4 |
2,424.50 |
2,480.00 |
2,664.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,724.00 |
2,635.25 |
88.75 |
3.3% |
25.50 |
0.9% |
88% |
True |
False |
83,349 |
| 10 |
2,724.00 |
2,575.00 |
149.00 |
5.5% |
29.50 |
1.1% |
93% |
True |
False |
159,900 |
| 20 |
2,724.00 |
2,569.25 |
154.75 |
5.7% |
28.00 |
1.0% |
93% |
True |
False |
182,669 |
| 40 |
2,724.00 |
2,419.50 |
304.50 |
11.2% |
28.75 |
1.1% |
96% |
True |
False |
194,006 |
| 60 |
2,724.00 |
2,212.25 |
511.75 |
18.9% |
30.00 |
1.1% |
98% |
True |
False |
174,221 |
| 80 |
2,724.00 |
2,135.00 |
589.00 |
21.7% |
34.75 |
1.3% |
98% |
True |
False |
154,368 |
| 100 |
2,724.00 |
2,135.00 |
589.00 |
21.7% |
38.25 |
1.4% |
98% |
True |
False |
123,513 |
| 120 |
2,724.00 |
2,034.50 |
689.50 |
25.4% |
41.75 |
1.5% |
98% |
True |
False |
102,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,774.00 |
|
2.618 |
2,754.75 |
|
1.618 |
2,743.00 |
|
1.000 |
2,735.75 |
|
0.618 |
2,731.25 |
|
HIGH |
2,724.00 |
|
0.618 |
2,719.50 |
|
0.500 |
2,718.00 |
|
0.382 |
2,716.75 |
|
LOW |
2,712.25 |
|
0.618 |
2,705.00 |
|
1.000 |
2,700.50 |
|
1.618 |
2,693.25 |
|
2.618 |
2,681.50 |
|
4.250 |
2,662.25 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,718.00 |
2,711.00 |
| PP |
2,716.50 |
2,709.00 |
| S1 |
2,714.75 |
2,707.00 |
|