| 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 |
4,199.0 |
4,215.0 |
16.0 |
0.4% |
4,269.0 |
| High |
4,222.0 |
4,218.0 |
-4.0 |
-0.1% |
4,278.0 |
| Low |
4,180.0 |
4,191.0 |
11.0 |
0.3% |
4,136.0 |
| Close |
4,216.0 |
4,196.0 |
-20.0 |
-0.5% |
4,216.0 |
| Range |
42.0 |
27.0 |
-15.0 |
-35.7% |
142.0 |
| ATR |
49.6 |
48.0 |
-1.6 |
-3.3% |
0.0 |
| Volume |
44,212 |
60,508 |
16,296 |
36.9% |
170,296 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,282.7 |
4,266.3 |
4,210.9 |
|
| R3 |
4,255.7 |
4,239.3 |
4,203.4 |
|
| R2 |
4,228.7 |
4,228.7 |
4,201.0 |
|
| R1 |
4,212.3 |
4,212.3 |
4,198.5 |
4,207.0 |
| PP |
4,201.7 |
4,201.7 |
4,201.7 |
4,199.0 |
| S1 |
4,185.3 |
4,185.3 |
4,193.5 |
4,180.0 |
| S2 |
4,174.7 |
4,174.7 |
4,191.1 |
|
| S3 |
4,147.7 |
4,158.3 |
4,188.6 |
|
| S4 |
4,120.7 |
4,131.3 |
4,181.2 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,636.0 |
4,568.0 |
4,294.1 |
|
| R3 |
4,494.0 |
4,426.0 |
4,255.1 |
|
| R2 |
4,352.0 |
4,352.0 |
4,242.0 |
|
| R1 |
4,284.0 |
4,284.0 |
4,229.0 |
4,247.0 |
| PP |
4,210.0 |
4,210.0 |
4,210.0 |
4,191.5 |
| S1 |
4,142.0 |
4,142.0 |
4,203.0 |
4,105.0 |
| S2 |
4,068.0 |
4,068.0 |
4,190.0 |
|
| S3 |
3,926.0 |
4,000.0 |
4,177.0 |
|
| S4 |
3,784.0 |
3,858.0 |
4,137.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,253.0 |
4,136.0 |
117.0 |
2.8% |
39.0 |
0.9% |
51% |
False |
False |
42,076 |
| 10 |
4,319.0 |
4,136.0 |
183.0 |
4.4% |
37.6 |
0.9% |
33% |
False |
False |
35,188 |
| 20 |
4,319.0 |
4,130.0 |
189.0 |
4.5% |
40.4 |
1.0% |
35% |
False |
False |
32,484 |
| 40 |
4,319.0 |
4,109.0 |
210.0 |
5.0% |
40.4 |
1.0% |
41% |
False |
False |
28,135 |
| 60 |
4,319.0 |
4,015.0 |
304.0 |
7.2% |
41.7 |
1.0% |
60% |
False |
False |
26,524 |
| 80 |
4,319.0 |
3,963.0 |
356.0 |
8.5% |
39.4 |
0.9% |
65% |
False |
False |
21,944 |
| 100 |
4,387.0 |
3,963.0 |
424.0 |
10.1% |
34.9 |
0.8% |
55% |
False |
False |
17,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,332.8 |
|
2.618 |
4,288.7 |
|
1.618 |
4,261.7 |
|
1.000 |
4,245.0 |
|
0.618 |
4,234.7 |
|
HIGH |
4,218.0 |
|
0.618 |
4,207.7 |
|
0.500 |
4,204.5 |
|
0.382 |
4,201.3 |
|
LOW |
4,191.0 |
|
0.618 |
4,174.3 |
|
1.000 |
4,164.0 |
|
1.618 |
4,147.3 |
|
2.618 |
4,120.3 |
|
4.250 |
4,076.3 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,204.5 |
4,191.8 |
| PP |
4,201.7 |
4,187.7 |
| S1 |
4,198.8 |
4,183.5 |
|