| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
13,045.99 |
13,082.62 |
36.63 |
0.3% |
13,231.94 |
| High |
13,099.91 |
13,243.86 |
143.95 |
1.1% |
13,269.71 |
| Low |
13,002.77 |
13,082.39 |
79.62 |
0.6% |
13,002.77 |
| Close |
13,080.73 |
13,241.63 |
160.90 |
1.2% |
13,080.73 |
| Range |
97.14 |
161.47 |
64.33 |
66.2% |
266.94 |
| ATR |
100.22 |
104.72 |
4.49 |
4.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,673.70 |
13,619.14 |
13,330.44 |
|
| R3 |
13,512.23 |
13,457.67 |
13,286.03 |
|
| R2 |
13,350.76 |
13,350.76 |
13,271.23 |
|
| R1 |
13,296.20 |
13,296.20 |
13,256.43 |
13,323.48 |
| PP |
13,189.29 |
13,189.29 |
13,189.29 |
13,202.94 |
| S1 |
13,134.73 |
13,134.73 |
13,226.83 |
13,162.01 |
| S2 |
13,027.82 |
13,027.82 |
13,212.03 |
|
| S3 |
12,866.35 |
12,973.26 |
13,197.23 |
|
| S4 |
12,704.88 |
12,811.79 |
13,152.82 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,918.56 |
13,766.58 |
13,227.55 |
|
| R3 |
13,651.62 |
13,499.64 |
13,154.14 |
|
| R2 |
13,384.68 |
13,384.68 |
13,129.67 |
|
| R1 |
13,232.70 |
13,232.70 |
13,105.20 |
13,175.22 |
| PP |
13,117.74 |
13,117.74 |
13,117.74 |
13,089.00 |
| S1 |
12,965.76 |
12,965.76 |
13,056.26 |
12,908.28 |
| S2 |
12,850.80 |
12,850.80 |
13,031.79 |
|
| S3 |
12,583.86 |
12,698.82 |
13,007.32 |
|
| S4 |
12,316.92 |
12,431.88 |
12,933.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,243.86 |
13,002.77 |
241.09 |
1.8% |
111.56 |
0.8% |
99% |
True |
False |
|
| 10 |
13,289.08 |
12,953.13 |
335.95 |
2.5% |
104.21 |
0.8% |
86% |
False |
False |
|
| 20 |
13,289.08 |
12,734.86 |
554.22 |
4.2% |
102.01 |
0.8% |
91% |
False |
False |
|
| 40 |
13,289.08 |
12,529.41 |
759.67 |
5.7% |
104.59 |
0.8% |
94% |
False |
False |
|
| 60 |
13,289.08 |
12,152.09 |
1,136.99 |
8.6% |
109.79 |
0.8% |
96% |
False |
False |
|
| 80 |
13,289.08 |
11,559.27 |
1,729.81 |
13.1% |
128.35 |
1.0% |
97% |
False |
False |
|
| 100 |
13,289.08 |
11,231.56 |
2,057.52 |
15.5% |
146.84 |
1.1% |
98% |
False |
False |
|
| 120 |
13,289.08 |
10,404.49 |
2,884.59 |
21.8% |
160.69 |
1.2% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,930.11 |
|
2.618 |
13,666.59 |
|
1.618 |
13,505.12 |
|
1.000 |
13,405.33 |
|
0.618 |
13,343.65 |
|
HIGH |
13,243.86 |
|
0.618 |
13,182.18 |
|
0.500 |
13,163.13 |
|
0.382 |
13,144.07 |
|
LOW |
13,082.39 |
|
0.618 |
12,982.60 |
|
1.000 |
12,920.92 |
|
1.618 |
12,821.13 |
|
2.618 |
12,659.66 |
|
4.250 |
12,396.14 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,215.46 |
13,202.19 |
| PP |
13,189.29 |
13,162.75 |
| S1 |
13,163.13 |
13,123.32 |
|