| 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 |
1,703.8 |
1,716.3 |
12.5 |
0.7% |
1,715.5 |
| High |
1,719.2 |
1,720.0 |
0.8 |
0.0% |
1,719.8 |
| Low |
1,679.9 |
1,695.5 |
15.6 |
0.9% |
1,666.1 |
| Close |
1,714.3 |
1,702.4 |
-11.9 |
-0.7% |
1,714.3 |
| Range |
39.3 |
24.5 |
-14.8 |
-37.7% |
53.7 |
| ATR |
29.9 |
29.5 |
-0.4 |
-1.3% |
0.0 |
| Volume |
27,125 |
15,578 |
-11,547 |
-42.6% |
91,025 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,779.5 |
1,765.4 |
1,715.9 |
|
| R3 |
1,755.0 |
1,740.9 |
1,709.1 |
|
| R2 |
1,730.5 |
1,730.5 |
1,706.9 |
|
| R1 |
1,716.4 |
1,716.4 |
1,704.6 |
1,711.2 |
| PP |
1,706.0 |
1,706.0 |
1,706.0 |
1,703.4 |
| S1 |
1,691.9 |
1,691.9 |
1,700.2 |
1,686.7 |
| S2 |
1,681.5 |
1,681.5 |
1,697.9 |
|
| S3 |
1,657.0 |
1,667.4 |
1,695.7 |
|
| S4 |
1,632.5 |
1,642.9 |
1,688.9 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,861.2 |
1,841.4 |
1,743.8 |
|
| R3 |
1,807.5 |
1,787.7 |
1,729.1 |
|
| R2 |
1,753.8 |
1,753.8 |
1,724.1 |
|
| R1 |
1,734.0 |
1,734.0 |
1,719.2 |
1,717.1 |
| PP |
1,700.1 |
1,700.1 |
1,700.1 |
1,691.6 |
| S1 |
1,680.3 |
1,680.3 |
1,709.4 |
1,663.4 |
| S2 |
1,646.4 |
1,646.4 |
1,704.5 |
|
| S3 |
1,592.7 |
1,626.6 |
1,699.5 |
|
| S4 |
1,539.0 |
1,572.9 |
1,684.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,720.0 |
1,666.1 |
53.9 |
3.2% |
29.2 |
1.7% |
67% |
True |
False |
19,320 |
| 10 |
1,795.1 |
1,666.1 |
129.0 |
7.6% |
35.9 |
2.1% |
28% |
False |
False |
14,920 |
| 20 |
1,795.1 |
1,666.1 |
129.0 |
7.6% |
28.1 |
1.6% |
28% |
False |
False |
10,747 |
| 40 |
1,795.1 |
1,632.3 |
162.8 |
9.6% |
27.1 |
1.6% |
43% |
False |
False |
8,362 |
| 60 |
1,795.1 |
1,528.6 |
266.5 |
15.7% |
27.1 |
1.6% |
65% |
False |
False |
6,585 |
| 80 |
1,795.1 |
1,528.6 |
266.5 |
15.7% |
28.5 |
1.7% |
65% |
False |
False |
5,466 |
| 100 |
1,808.5 |
1,528.6 |
279.9 |
16.4% |
29.1 |
1.7% |
62% |
False |
False |
4,523 |
| 120 |
1,820.0 |
1,528.6 |
291.4 |
17.1% |
31.4 |
1.8% |
60% |
False |
False |
3,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,824.1 |
|
2.618 |
1,784.1 |
|
1.618 |
1,759.6 |
|
1.000 |
1,744.5 |
|
0.618 |
1,735.1 |
|
HIGH |
1,720.0 |
|
0.618 |
1,710.6 |
|
0.500 |
1,707.8 |
|
0.382 |
1,704.9 |
|
LOW |
1,695.5 |
|
0.618 |
1,680.4 |
|
1.000 |
1,671.0 |
|
1.618 |
1,655.9 |
|
2.618 |
1,631.4 |
|
4.250 |
1,591.4 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,707.8 |
1,701.6 |
| PP |
1,706.0 |
1,700.8 |
| S1 |
1,704.2 |
1,700.0 |
|