| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1,659.9 |
1,662.0 |
2.1 |
0.1% |
1,716.3 |
| High |
1,667.1 |
1,672.5 |
5.4 |
0.3% |
1,720.0 |
| Low |
1,642.3 |
1,654.9 |
12.6 |
0.8% |
1,637.3 |
| Close |
1,658.1 |
1,669.7 |
11.6 |
0.7% |
1,658.1 |
| Range |
24.8 |
17.6 |
-7.2 |
-29.0% |
82.7 |
| ATR |
31.8 |
30.8 |
-1.0 |
-3.2% |
0.0 |
| Volume |
25,557 |
29,411 |
3,854 |
15.1% |
133,143 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,718.5 |
1,711.7 |
1,679.4 |
|
| R3 |
1,700.9 |
1,694.1 |
1,674.5 |
|
| R2 |
1,683.3 |
1,683.3 |
1,672.9 |
|
| R1 |
1,676.5 |
1,676.5 |
1,671.3 |
1,679.9 |
| PP |
1,665.7 |
1,665.7 |
1,665.7 |
1,667.4 |
| S1 |
1,658.9 |
1,658.9 |
1,668.1 |
1,662.3 |
| S2 |
1,648.1 |
1,648.1 |
1,666.5 |
|
| S3 |
1,630.5 |
1,641.3 |
1,664.9 |
|
| S4 |
1,612.9 |
1,623.7 |
1,660.0 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,919.9 |
1,871.7 |
1,703.6 |
|
| R3 |
1,837.2 |
1,789.0 |
1,680.8 |
|
| R2 |
1,754.5 |
1,754.5 |
1,673.3 |
|
| R1 |
1,706.3 |
1,706.3 |
1,665.7 |
1,689.1 |
| PP |
1,671.8 |
1,671.8 |
1,671.8 |
1,663.2 |
| S1 |
1,623.6 |
1,623.6 |
1,650.5 |
1,606.4 |
| S2 |
1,589.1 |
1,589.1 |
1,642.9 |
|
| S3 |
1,506.4 |
1,540.9 |
1,635.4 |
|
| S4 |
1,423.7 |
1,458.2 |
1,612.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,708.4 |
1,637.3 |
71.1 |
4.3% |
32.7 |
2.0% |
46% |
False |
False |
29,395 |
| 10 |
1,720.0 |
1,637.3 |
82.7 |
5.0% |
31.0 |
1.9% |
39% |
False |
False |
24,358 |
| 20 |
1,795.1 |
1,637.3 |
157.8 |
9.5% |
31.6 |
1.9% |
21% |
False |
False |
16,831 |
| 40 |
1,795.1 |
1,637.3 |
157.8 |
9.5% |
28.3 |
1.7% |
21% |
False |
False |
11,087 |
| 60 |
1,795.1 |
1,528.6 |
266.5 |
16.0% |
26.8 |
1.6% |
53% |
False |
False |
8,848 |
| 80 |
1,795.1 |
1,528.6 |
266.5 |
16.0% |
28.3 |
1.7% |
53% |
False |
False |
7,230 |
| 100 |
1,808.5 |
1,528.6 |
279.9 |
16.8% |
29.3 |
1.8% |
50% |
False |
False |
5,962 |
| 120 |
1,808.5 |
1,528.6 |
279.9 |
16.8% |
29.8 |
1.8% |
50% |
False |
False |
5,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,747.3 |
|
2.618 |
1,718.6 |
|
1.618 |
1,701.0 |
|
1.000 |
1,690.1 |
|
0.618 |
1,683.4 |
|
HIGH |
1,672.5 |
|
0.618 |
1,665.8 |
|
0.500 |
1,663.7 |
|
0.382 |
1,661.6 |
|
LOW |
1,654.9 |
|
0.618 |
1,644.0 |
|
1.000 |
1,637.3 |
|
1.618 |
1,626.4 |
|
2.618 |
1,608.8 |
|
4.250 |
1,580.1 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,667.7 |
1,665.1 |
| PP |
1,665.7 |
1,660.4 |
| S1 |
1,663.7 |
1,655.8 |
|