| 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 |
2,634.75 |
2,643.00 |
8.25 |
0.3% |
2,639.00 |
| High |
2,647.75 |
2,647.75 |
0.00 |
0.0% |
2,647.75 |
| Low |
2,626.50 |
2,630.75 |
4.25 |
0.2% |
2,569.75 |
| Close |
2,643.75 |
2,647.00 |
3.25 |
0.1% |
2,643.75 |
| Range |
21.25 |
17.00 |
-4.25 |
-20.0% |
78.00 |
| ATR |
29.54 |
28.64 |
-0.90 |
-3.0% |
0.00 |
| Volume |
200,014 |
253,182 |
53,168 |
26.6% |
416,877 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,692.75 |
2,687.00 |
2,656.25 |
|
| R3 |
2,675.75 |
2,670.00 |
2,651.75 |
|
| R2 |
2,658.75 |
2,658.75 |
2,650.00 |
|
| R1 |
2,653.00 |
2,653.00 |
2,648.50 |
2,656.00 |
| PP |
2,641.75 |
2,641.75 |
2,641.75 |
2,643.25 |
| S1 |
2,636.00 |
2,636.00 |
2,645.50 |
2,639.00 |
| S2 |
2,624.75 |
2,624.75 |
2,644.00 |
|
| S3 |
2,607.75 |
2,619.00 |
2,642.25 |
|
| S4 |
2,590.75 |
2,602.00 |
2,637.75 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,854.50 |
2,827.00 |
2,686.75 |
|
| R3 |
2,776.50 |
2,749.00 |
2,665.25 |
|
| R2 |
2,698.50 |
2,698.50 |
2,658.00 |
|
| R1 |
2,671.00 |
2,671.00 |
2,651.00 |
2,684.75 |
| PP |
2,620.50 |
2,620.50 |
2,620.50 |
2,627.25 |
| S1 |
2,593.00 |
2,593.00 |
2,636.50 |
2,606.75 |
| S2 |
2,542.50 |
2,542.50 |
2,629.50 |
|
| S3 |
2,464.50 |
2,515.00 |
2,622.25 |
|
| S4 |
2,386.50 |
2,437.00 |
2,600.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,647.75 |
2,569.75 |
78.00 |
2.9% |
28.75 |
1.1% |
99% |
True |
False |
133,001 |
| 10 |
2,647.75 |
2,569.75 |
78.00 |
2.9% |
26.75 |
1.0% |
99% |
True |
False |
67,200 |
| 20 |
2,647.75 |
2,539.50 |
108.25 |
4.1% |
28.00 |
1.1% |
99% |
True |
False |
33,672 |
| 40 |
2,647.75 |
2,377.00 |
270.75 |
10.2% |
23.75 |
0.9% |
100% |
True |
False |
16,849 |
| 60 |
2,647.75 |
2,206.50 |
441.25 |
16.7% |
21.75 |
0.8% |
100% |
True |
False |
11,238 |
| 80 |
2,647.75 |
2,153.75 |
494.00 |
18.7% |
20.50 |
0.8% |
100% |
True |
False |
8,429 |
| 100 |
2,647.75 |
2,153.75 |
494.00 |
18.7% |
17.25 |
0.7% |
100% |
True |
False |
6,744 |
| 120 |
2,647.75 |
2,067.00 |
580.75 |
21.9% |
15.75 |
0.6% |
100% |
True |
False |
5,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,720.00 |
|
2.618 |
2,692.25 |
|
1.618 |
2,675.25 |
|
1.000 |
2,664.75 |
|
0.618 |
2,658.25 |
|
HIGH |
2,647.75 |
|
0.618 |
2,641.25 |
|
0.500 |
2,639.25 |
|
0.382 |
2,637.25 |
|
LOW |
2,630.75 |
|
0.618 |
2,620.25 |
|
1.000 |
2,613.75 |
|
1.618 |
2,603.25 |
|
2.618 |
2,586.25 |
|
4.250 |
2,558.50 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,644.50 |
2,639.25 |
| PP |
2,641.75 |
2,631.25 |
| S1 |
2,639.25 |
2,623.50 |
|