| 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 |
1,646.6 |
1,665.3 |
18.7 |
1.1% |
1,662.0 |
| High |
1,668.7 |
1,696.0 |
27.3 |
1.6% |
1,672.5 |
| Low |
1,644.1 |
1,657.5 |
13.4 |
0.8% |
1,629.8 |
| Close |
1,664.9 |
1,688.2 |
23.3 |
1.4% |
1,664.9 |
| Range |
24.6 |
38.5 |
13.9 |
56.5% |
42.7 |
| ATR |
29.0 |
29.7 |
0.7 |
2.3% |
0.0 |
| Volume |
17,965 |
22,648 |
4,683 |
26.1% |
108,713 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,796.1 |
1,780.6 |
1,709.4 |
|
| R3 |
1,757.6 |
1,742.1 |
1,698.8 |
|
| R2 |
1,719.1 |
1,719.1 |
1,695.3 |
|
| R1 |
1,703.6 |
1,703.6 |
1,691.7 |
1,711.4 |
| PP |
1,680.6 |
1,680.6 |
1,680.6 |
1,684.4 |
| S1 |
1,665.1 |
1,665.1 |
1,684.7 |
1,672.9 |
| S2 |
1,642.1 |
1,642.1 |
1,681.1 |
|
| S3 |
1,603.6 |
1,626.6 |
1,677.6 |
|
| S4 |
1,565.1 |
1,588.1 |
1,667.0 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,783.8 |
1,767.1 |
1,688.4 |
|
| R3 |
1,741.1 |
1,724.4 |
1,676.6 |
|
| R2 |
1,698.4 |
1,698.4 |
1,672.7 |
|
| R1 |
1,681.7 |
1,681.7 |
1,668.8 |
1,690.1 |
| PP |
1,655.7 |
1,655.7 |
1,655.7 |
1,659.9 |
| S1 |
1,639.0 |
1,639.0 |
1,661.0 |
1,647.4 |
| S2 |
1,613.0 |
1,613.0 |
1,657.1 |
|
| S3 |
1,570.3 |
1,596.3 |
1,653.2 |
|
| S4 |
1,527.6 |
1,553.6 |
1,641.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,696.0 |
1,629.8 |
66.2 |
3.9% |
26.0 |
1.5% |
88% |
True |
False |
20,390 |
| 10 |
1,708.4 |
1,629.8 |
78.6 |
4.7% |
29.4 |
1.7% |
74% |
False |
False |
24,892 |
| 20 |
1,795.1 |
1,629.8 |
165.3 |
9.8% |
32.6 |
1.9% |
35% |
False |
False |
19,906 |
| 40 |
1,795.1 |
1,629.8 |
165.3 |
9.8% |
27.9 |
1.7% |
35% |
False |
False |
12,874 |
| 60 |
1,795.1 |
1,528.6 |
266.5 |
15.8% |
27.2 |
1.6% |
60% |
False |
False |
10,441 |
| 80 |
1,795.1 |
1,528.6 |
266.5 |
15.8% |
28.4 |
1.7% |
60% |
False |
False |
8,384 |
| 100 |
1,808.5 |
1,528.6 |
279.9 |
16.6% |
28.8 |
1.7% |
57% |
False |
False |
6,954 |
| 120 |
1,808.5 |
1,528.6 |
279.9 |
16.6% |
29.2 |
1.7% |
57% |
False |
False |
5,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,859.6 |
|
2.618 |
1,796.8 |
|
1.618 |
1,758.3 |
|
1.000 |
1,734.5 |
|
0.618 |
1,719.8 |
|
HIGH |
1,696.0 |
|
0.618 |
1,681.3 |
|
0.500 |
1,676.8 |
|
0.382 |
1,672.2 |
|
LOW |
1,657.5 |
|
0.618 |
1,633.7 |
|
1.000 |
1,619.0 |
|
1.618 |
1,595.2 |
|
2.618 |
1,556.7 |
|
4.250 |
1,493.9 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,684.4 |
1,679.8 |
| PP |
1,680.6 |
1,671.3 |
| S1 |
1,676.8 |
1,662.9 |
|