| 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 |
2,507.0 |
2,526.0 |
19.0 |
0.8% |
2,440.0 |
| High |
2,532.0 |
2,543.0 |
11.0 |
0.4% |
2,543.0 |
| Low |
2,499.0 |
2,524.0 |
25.0 |
1.0% |
2,431.0 |
| Close |
2,525.0 |
2,542.0 |
17.0 |
0.7% |
2,542.0 |
| Range |
33.0 |
19.0 |
-14.0 |
-42.4% |
112.0 |
| ATR |
41.6 |
40.0 |
-1.6 |
-3.9% |
0.0 |
| Volume |
1,330,044 |
1,093,909 |
-236,135 |
-17.8% |
5,929,623 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,593.3 |
2,586.7 |
2,552.5 |
|
| R3 |
2,574.3 |
2,567.7 |
2,547.2 |
|
| R2 |
2,555.3 |
2,555.3 |
2,545.5 |
|
| R1 |
2,548.7 |
2,548.7 |
2,543.7 |
2,552.0 |
| PP |
2,536.3 |
2,536.3 |
2,536.3 |
2,538.0 |
| S1 |
2,529.7 |
2,529.7 |
2,540.3 |
2,533.0 |
| S2 |
2,517.3 |
2,517.3 |
2,538.5 |
|
| S3 |
2,498.3 |
2,510.7 |
2,536.8 |
|
| S4 |
2,479.3 |
2,491.7 |
2,531.6 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,841.3 |
2,803.7 |
2,603.6 |
|
| R3 |
2,729.3 |
2,691.7 |
2,572.8 |
|
| R2 |
2,617.3 |
2,617.3 |
2,562.5 |
|
| R1 |
2,579.7 |
2,579.7 |
2,552.3 |
2,598.5 |
| PP |
2,505.3 |
2,505.3 |
2,505.3 |
2,514.8 |
| S1 |
2,467.7 |
2,467.7 |
2,531.7 |
2,486.5 |
| S2 |
2,393.3 |
2,393.3 |
2,521.5 |
|
| S3 |
2,281.3 |
2,355.7 |
2,511.2 |
|
| S4 |
2,169.3 |
2,243.7 |
2,480.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,543.0 |
2,431.0 |
112.0 |
4.4% |
31.4 |
1.2% |
99% |
True |
False |
1,185,924 |
| 10 |
2,543.0 |
2,356.0 |
187.0 |
7.4% |
40.7 |
1.6% |
99% |
True |
False |
655,151 |
| 20 |
2,543.0 |
2,356.0 |
187.0 |
7.4% |
37.4 |
1.5% |
99% |
True |
False |
345,776 |
| 40 |
2,543.0 |
2,332.0 |
211.0 |
8.3% |
35.4 |
1.4% |
100% |
True |
False |
173,335 |
| 60 |
2,543.0 |
2,178.0 |
365.0 |
14.4% |
37.2 |
1.5% |
100% |
True |
False |
115,778 |
| 80 |
2,543.0 |
1,999.0 |
544.0 |
21.4% |
43.8 |
1.7% |
100% |
True |
False |
89,514 |
| 100 |
2,543.0 |
1,999.0 |
544.0 |
21.4% |
45.8 |
1.8% |
100% |
True |
False |
71,685 |
| 120 |
2,543.0 |
1,991.0 |
552.0 |
21.7% |
45.8 |
1.8% |
100% |
True |
False |
59,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,623.8 |
|
2.618 |
2,592.7 |
|
1.618 |
2,573.7 |
|
1.000 |
2,562.0 |
|
0.618 |
2,554.7 |
|
HIGH |
2,543.0 |
|
0.618 |
2,535.7 |
|
0.500 |
2,533.5 |
|
0.382 |
2,531.3 |
|
LOW |
2,524.0 |
|
0.618 |
2,512.3 |
|
1.000 |
2,505.0 |
|
1.618 |
2,493.3 |
|
2.618 |
2,474.3 |
|
4.250 |
2,443.3 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,539.2 |
2,534.2 |
| PP |
2,536.3 |
2,526.3 |
| S1 |
2,533.5 |
2,518.5 |
|