| 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 |
13,192.97 |
13,253.51 |
60.54 |
0.5% |
12,920.58 |
| High |
13,253.51 |
13,289.08 |
35.57 |
0.3% |
13,289.08 |
| Low |
13,170.19 |
13,231.45 |
61.26 |
0.5% |
12,919.98 |
| Close |
13,252.76 |
13,232.62 |
-20.14 |
-0.2% |
13,232.62 |
| Range |
83.32 |
57.63 |
-25.69 |
-30.8% |
369.10 |
| ATR |
107.20 |
103.66 |
-3.54 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,423.94 |
13,385.91 |
13,264.32 |
|
| R3 |
13,366.31 |
13,328.28 |
13,248.47 |
|
| R2 |
13,308.68 |
13,308.68 |
13,243.19 |
|
| R1 |
13,270.65 |
13,270.65 |
13,237.90 |
13,260.85 |
| PP |
13,251.05 |
13,251.05 |
13,251.05 |
13,246.15 |
| S1 |
13,213.02 |
13,213.02 |
13,227.34 |
13,203.22 |
| S2 |
13,193.42 |
13,193.42 |
13,222.05 |
|
| S3 |
13,135.79 |
13,155.39 |
13,216.77 |
|
| S4 |
13,078.16 |
13,097.76 |
13,200.92 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,254.53 |
14,112.67 |
13,435.63 |
|
| R3 |
13,885.43 |
13,743.57 |
13,334.12 |
|
| R2 |
13,516.33 |
13,516.33 |
13,300.29 |
|
| R1 |
13,374.47 |
13,374.47 |
13,266.45 |
13,445.40 |
| PP |
13,147.23 |
13,147.23 |
13,147.23 |
13,182.69 |
| S1 |
13,005.37 |
13,005.37 |
13,198.79 |
13,076.30 |
| S2 |
12,778.13 |
12,778.13 |
13,164.95 |
|
| S3 |
12,409.03 |
12,636.27 |
13,131.12 |
|
| S4 |
12,039.93 |
12,267.17 |
13,029.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,289.08 |
12,919.98 |
369.10 |
2.8% |
95.92 |
0.7% |
85% |
True |
False |
|
| 10 |
13,289.08 |
12,734.86 |
554.22 |
4.2% |
106.72 |
0.8% |
90% |
True |
False |
|
| 20 |
13,289.08 |
12,734.86 |
554.22 |
4.2% |
97.48 |
0.7% |
90% |
True |
False |
|
| 40 |
13,289.08 |
12,529.41 |
759.67 |
5.7% |
107.66 |
0.8% |
93% |
True |
False |
|
| 60 |
13,289.08 |
11,768.83 |
1,520.25 |
11.5% |
114.29 |
0.9% |
96% |
True |
False |
|
| 80 |
13,289.08 |
11,231.56 |
2,057.52 |
15.5% |
136.63 |
1.0% |
97% |
True |
False |
|
| 100 |
13,289.08 |
11,231.56 |
2,057.52 |
15.5% |
154.02 |
1.2% |
97% |
True |
False |
|
| 120 |
13,289.08 |
10,404.49 |
2,884.59 |
21.8% |
170.57 |
1.3% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,534.01 |
|
2.618 |
13,439.96 |
|
1.618 |
13,382.33 |
|
1.000 |
13,346.71 |
|
0.618 |
13,324.70 |
|
HIGH |
13,289.08 |
|
0.618 |
13,267.07 |
|
0.500 |
13,260.27 |
|
0.382 |
13,253.46 |
|
LOW |
13,231.45 |
|
0.618 |
13,195.83 |
|
1.000 |
13,173.82 |
|
1.618 |
13,138.20 |
|
2.618 |
13,080.57 |
|
4.250 |
12,986.52 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,260.27 |
13,230.97 |
| PP |
13,251.05 |
13,229.32 |
| S1 |
13,241.84 |
13,227.67 |
|