| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
6,853.0 |
6,864.5 |
11.5 |
0.2% |
6,884.5 |
| High |
6,915.0 |
6,924.0 |
9.0 |
0.1% |
6,915.0 |
| Low |
6,831.5 |
6,848.0 |
16.5 |
0.2% |
6,602.0 |
| Close |
6,889.5 |
6,898.0 |
8.5 |
0.1% |
6,889.5 |
| Range |
83.5 |
76.0 |
-7.5 |
-9.0% |
313.0 |
| ATR |
124.9 |
121.4 |
-3.5 |
-2.8% |
0.0 |
| Volume |
132,674 |
157,832 |
25,158 |
19.0% |
794,407 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,118.0 |
7,084.0 |
6,939.8 |
|
| R3 |
7,042.0 |
7,008.0 |
6,918.9 |
|
| R2 |
6,966.0 |
6,966.0 |
6,911.9 |
|
| R1 |
6,932.0 |
6,932.0 |
6,905.0 |
6,949.0 |
| PP |
6,890.0 |
6,890.0 |
6,890.0 |
6,898.5 |
| S1 |
6,856.0 |
6,856.0 |
6,891.0 |
6,873.0 |
| S2 |
6,814.0 |
6,814.0 |
6,884.1 |
|
| S3 |
6,738.0 |
6,780.0 |
6,877.1 |
|
| S4 |
6,662.0 |
6,704.0 |
6,856.2 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,741.2 |
7,628.3 |
7,061.7 |
|
| R3 |
7,428.2 |
7,315.3 |
6,975.6 |
|
| R2 |
7,115.2 |
7,115.2 |
6,946.9 |
|
| R1 |
7,002.3 |
7,002.3 |
6,918.2 |
7,058.8 |
| PP |
6,802.2 |
6,802.2 |
6,802.2 |
6,830.4 |
| S1 |
6,689.3 |
6,689.3 |
6,860.8 |
6,745.8 |
| S2 |
6,489.2 |
6,489.2 |
6,832.1 |
|
| S3 |
6,176.2 |
6,376.3 |
6,803.4 |
|
| S4 |
5,863.2 |
6,063.3 |
6,717.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,924.0 |
6,602.0 |
322.0 |
4.7% |
134.7 |
2.0% |
92% |
True |
False |
162,880 |
| 10 |
6,970.0 |
6,602.0 |
368.0 |
5.3% |
119.7 |
1.7% |
80% |
False |
False |
152,966 |
| 20 |
6,975.5 |
6,602.0 |
373.5 |
5.4% |
115.0 |
1.7% |
79% |
False |
False |
146,078 |
| 40 |
6,975.5 |
6,067.0 |
908.5 |
13.2% |
112.3 |
1.6% |
91% |
False |
False |
145,181 |
| 60 |
6,975.5 |
5,614.5 |
1,361.0 |
19.7% |
116.4 |
1.7% |
94% |
False |
False |
133,352 |
| 80 |
6,975.5 |
5,382.0 |
1,593.5 |
23.1% |
130.1 |
1.9% |
95% |
False |
False |
103,029 |
| 100 |
6,975.5 |
5,382.0 |
1,593.5 |
23.1% |
145.8 |
2.1% |
95% |
False |
False |
82,535 |
| 120 |
6,975.5 |
5,001.0 |
1,974.5 |
28.6% |
153.9 |
2.2% |
96% |
False |
False |
68,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,247.0 |
|
2.618 |
7,123.0 |
|
1.618 |
7,047.0 |
|
1.000 |
7,000.0 |
|
0.618 |
6,971.0 |
|
HIGH |
6,924.0 |
|
0.618 |
6,895.0 |
|
0.500 |
6,886.0 |
|
0.382 |
6,877.0 |
|
LOW |
6,848.0 |
|
0.618 |
6,801.0 |
|
1.000 |
6,772.0 |
|
1.618 |
6,725.0 |
|
2.618 |
6,649.0 |
|
4.250 |
6,525.0 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,894.0 |
6,869.2 |
| PP |
6,890.0 |
6,840.3 |
| S1 |
6,886.0 |
6,811.5 |
|