| 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 |
2,465.0 |
2,467.0 |
2.0 |
0.1% |
2,543.0 |
| High |
2,475.0 |
2,482.0 |
7.0 |
0.3% |
2,550.0 |
| Low |
2,425.0 |
2,437.0 |
12.0 |
0.5% |
2,425.0 |
| Close |
2,464.0 |
2,471.0 |
7.0 |
0.3% |
2,464.0 |
| Range |
50.0 |
45.0 |
-5.0 |
-10.0% |
125.0 |
| ATR |
41.8 |
42.0 |
0.2 |
0.5% |
0.0 |
| Volume |
1,126,444 |
930,061 |
-196,383 |
-17.4% |
4,991,816 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,598.3 |
2,579.7 |
2,495.8 |
|
| R3 |
2,553.3 |
2,534.7 |
2,483.4 |
|
| R2 |
2,508.3 |
2,508.3 |
2,479.3 |
|
| R1 |
2,489.7 |
2,489.7 |
2,475.1 |
2,499.0 |
| PP |
2,463.3 |
2,463.3 |
2,463.3 |
2,468.0 |
| S1 |
2,444.7 |
2,444.7 |
2,466.9 |
2,454.0 |
| S2 |
2,418.3 |
2,418.3 |
2,462.8 |
|
| S3 |
2,373.3 |
2,399.7 |
2,458.6 |
|
| S4 |
2,328.3 |
2,354.7 |
2,446.3 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,854.7 |
2,784.3 |
2,532.8 |
|
| R3 |
2,729.7 |
2,659.3 |
2,498.4 |
|
| R2 |
2,604.7 |
2,604.7 |
2,486.9 |
|
| R1 |
2,534.3 |
2,534.3 |
2,475.5 |
2,507.0 |
| PP |
2,479.7 |
2,479.7 |
2,479.7 |
2,466.0 |
| S1 |
2,409.3 |
2,409.3 |
2,452.5 |
2,382.0 |
| S2 |
2,354.7 |
2,354.7 |
2,441.1 |
|
| S3 |
2,229.7 |
2,284.3 |
2,429.6 |
|
| S4 |
2,104.7 |
2,159.3 |
2,395.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,539.0 |
2,425.0 |
114.0 |
4.6% |
46.6 |
1.9% |
40% |
False |
False |
1,047,096 |
| 10 |
2,550.0 |
2,425.0 |
125.0 |
5.1% |
39.6 |
1.6% |
37% |
False |
False |
1,116,433 |
| 20 |
2,550.0 |
2,356.0 |
194.0 |
7.9% |
41.5 |
1.7% |
59% |
False |
False |
636,735 |
| 40 |
2,550.0 |
2,345.0 |
205.0 |
8.3% |
36.9 |
1.5% |
61% |
False |
False |
321,304 |
| 60 |
2,550.0 |
2,212.0 |
338.0 |
13.7% |
37.8 |
1.5% |
77% |
False |
False |
214,452 |
| 80 |
2,550.0 |
2,109.0 |
441.0 |
17.8% |
42.2 |
1.7% |
82% |
False |
False |
163,455 |
| 100 |
2,550.0 |
1,999.0 |
551.0 |
22.3% |
44.8 |
1.8% |
86% |
False |
False |
130,883 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
22.3% |
46.1 |
1.9% |
86% |
False |
False |
109,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,673.3 |
|
2.618 |
2,599.8 |
|
1.618 |
2,554.8 |
|
1.000 |
2,527.0 |
|
0.618 |
2,509.8 |
|
HIGH |
2,482.0 |
|
0.618 |
2,464.8 |
|
0.500 |
2,459.5 |
|
0.382 |
2,454.2 |
|
LOW |
2,437.0 |
|
0.618 |
2,409.2 |
|
1.000 |
2,392.0 |
|
1.618 |
2,364.2 |
|
2.618 |
2,319.2 |
|
4.250 |
2,245.8 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,467.2 |
2,468.3 |
| PP |
2,463.3 |
2,465.7 |
| S1 |
2,459.5 |
2,463.0 |
|