| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1,397.75 |
1,389.00 |
-8.75 |
-0.6% |
1,397.25 |
| High |
1,400.75 |
1,395.25 |
-5.50 |
-0.4% |
1,408.00 |
| Low |
1,382.50 |
1,380.75 |
-1.75 |
-0.1% |
1,380.75 |
| Close |
1,389.00 |
1,394.00 |
5.00 |
0.4% |
1,394.00 |
| Range |
18.25 |
14.50 |
-3.75 |
-20.5% |
27.25 |
| ATR |
14.00 |
14.04 |
0.04 |
0.3% |
0.00 |
| Volume |
1,682,241 |
1,559,328 |
-122,913 |
-7.3% |
7,876,534 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,433.50 |
1,428.25 |
1,402.00 |
|
| R3 |
1,419.00 |
1,413.75 |
1,398.00 |
|
| R2 |
1,404.50 |
1,404.50 |
1,396.75 |
|
| R1 |
1,399.25 |
1,399.25 |
1,395.25 |
1,402.00 |
| PP |
1,390.00 |
1,390.00 |
1,390.00 |
1,391.25 |
| S1 |
1,384.75 |
1,384.75 |
1,392.75 |
1,387.50 |
| S2 |
1,375.50 |
1,375.50 |
1,391.25 |
|
| S3 |
1,361.00 |
1,370.25 |
1,390.00 |
|
| S4 |
1,346.50 |
1,355.75 |
1,386.00 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,476.00 |
1,462.25 |
1,409.00 |
|
| R3 |
1,448.75 |
1,435.00 |
1,401.50 |
|
| R2 |
1,421.50 |
1,421.50 |
1,399.00 |
|
| R1 |
1,407.75 |
1,407.75 |
1,396.50 |
1,401.00 |
| PP |
1,394.25 |
1,394.25 |
1,394.25 |
1,391.00 |
| S1 |
1,380.50 |
1,380.50 |
1,391.50 |
1,373.75 |
| S2 |
1,367.00 |
1,367.00 |
1,389.00 |
|
| S3 |
1,339.75 |
1,353.25 |
1,386.50 |
|
| S4 |
1,312.50 |
1,326.00 |
1,379.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,408.00 |
1,380.75 |
27.25 |
2.0% |
14.50 |
1.0% |
49% |
False |
True |
1,575,306 |
| 10 |
1,408.00 |
1,360.25 |
47.75 |
3.4% |
13.25 |
1.0% |
71% |
False |
False |
1,791,184 |
| 20 |
1,408.00 |
1,332.75 |
75.25 |
5.4% |
14.25 |
1.0% |
81% |
False |
False |
1,057,329 |
| 40 |
1,408.00 |
1,291.25 |
116.75 |
8.4% |
13.75 |
1.0% |
88% |
False |
False |
530,563 |
| 60 |
1,408.00 |
1,237.75 |
170.25 |
12.2% |
14.00 |
1.0% |
92% |
False |
False |
354,386 |
| 80 |
1,408.00 |
1,178.00 |
230.00 |
16.5% |
15.75 |
1.1% |
94% |
False |
False |
265,970 |
| 100 |
1,408.00 |
1,140.25 |
267.75 |
19.2% |
16.00 |
1.1% |
95% |
False |
False |
212,791 |
| 120 |
1,408.00 |
1,057.50 |
350.50 |
25.1% |
18.00 |
1.3% |
96% |
False |
False |
177,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,457.00 |
|
2.618 |
1,433.25 |
|
1.618 |
1,418.75 |
|
1.000 |
1,409.75 |
|
0.618 |
1,404.25 |
|
HIGH |
1,395.25 |
|
0.618 |
1,389.75 |
|
0.500 |
1,388.00 |
|
0.382 |
1,386.25 |
|
LOW |
1,380.75 |
|
0.618 |
1,371.75 |
|
1.000 |
1,366.25 |
|
1.618 |
1,357.25 |
|
2.618 |
1,342.75 |
|
4.250 |
1,319.00 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,392.00 |
1,393.75 |
| PP |
1,390.00 |
1,393.50 |
| S1 |
1,388.00 |
1,393.25 |
|