| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
12,953.20 |
13,177.15 |
223.95 |
1.7% |
12,977.34 |
| High |
13,180.40 |
13,221.27 |
40.87 |
0.3% |
12,977.34 |
| Low |
12,953.13 |
13,166.25 |
213.12 |
1.6% |
12,734.86 |
| Close |
13,177.68 |
13,194.10 |
16.42 |
0.1% |
12,922.02 |
| Range |
227.27 |
55.02 |
-172.25 |
-75.8% |
242.48 |
| ATR |
113.20 |
109.04 |
-4.16 |
-3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,358.93 |
13,331.54 |
13,224.36 |
|
| R3 |
13,303.91 |
13,276.52 |
13,209.23 |
|
| R2 |
13,248.89 |
13,248.89 |
13,204.19 |
|
| R1 |
13,221.50 |
13,221.50 |
13,199.14 |
13,235.20 |
| PP |
13,193.87 |
13,193.87 |
13,193.87 |
13,200.72 |
| S1 |
13,166.48 |
13,166.48 |
13,189.06 |
13,180.18 |
| S2 |
13,138.85 |
13,138.85 |
13,184.01 |
|
| S3 |
13,083.83 |
13,111.46 |
13,178.97 |
|
| S4 |
13,028.81 |
13,056.44 |
13,163.84 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,605.51 |
13,506.25 |
13,055.38 |
|
| R3 |
13,363.03 |
13,263.77 |
12,988.70 |
|
| R2 |
13,120.55 |
13,120.55 |
12,966.47 |
|
| R1 |
13,021.29 |
13,021.29 |
12,944.25 |
12,949.68 |
| PP |
12,878.07 |
12,878.07 |
12,878.07 |
12,842.27 |
| S1 |
12,778.81 |
12,778.81 |
12,899.79 |
12,707.20 |
| S2 |
12,635.59 |
12,635.59 |
12,877.57 |
|
| S3 |
12,393.11 |
12,536.33 |
12,855.34 |
|
| S4 |
12,150.63 |
12,293.85 |
12,788.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,221.27 |
12,835.53 |
385.74 |
2.9% |
100.54 |
0.8% |
93% |
True |
False |
|
| 10 |
13,221.27 |
12,734.86 |
486.41 |
3.7% |
108.56 |
0.8% |
94% |
True |
False |
|
| 20 |
13,221.27 |
12,734.86 |
486.41 |
3.7% |
104.44 |
0.8% |
94% |
True |
False |
|
| 40 |
13,221.27 |
12,453.20 |
768.07 |
5.8% |
108.92 |
0.8% |
96% |
True |
False |
|
| 60 |
13,221.27 |
11,735.19 |
1,486.08 |
11.3% |
117.60 |
0.9% |
98% |
True |
False |
|
| 80 |
13,221.27 |
11,231.56 |
1,989.71 |
15.1% |
139.51 |
1.1% |
99% |
True |
False |
|
| 100 |
13,221.27 |
11,231.56 |
1,989.71 |
15.1% |
157.20 |
1.2% |
99% |
True |
False |
|
| 120 |
13,221.27 |
10,404.49 |
2,816.78 |
21.3% |
175.18 |
1.3% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,455.11 |
|
2.618 |
13,365.31 |
|
1.618 |
13,310.29 |
|
1.000 |
13,276.29 |
|
0.618 |
13,255.27 |
|
HIGH |
13,221.27 |
|
0.618 |
13,200.25 |
|
0.500 |
13,193.76 |
|
0.382 |
13,187.27 |
|
LOW |
13,166.25 |
|
0.618 |
13,132.25 |
|
1.000 |
13,111.23 |
|
1.618 |
13,077.23 |
|
2.618 |
13,022.21 |
|
4.250 |
12,932.42 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,193.99 |
13,152.94 |
| PP |
13,193.87 |
13,111.78 |
| S1 |
13,193.76 |
13,070.63 |
|