| Trading Metrics calculated at close of trading on 29-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,834.0 |
2,836.0 |
2.0 |
0.1% |
2,737.0 |
| High |
2,849.0 |
2,845.0 |
-4.0 |
-0.1% |
2,851.0 |
| Low |
2,822.0 |
2,806.0 |
-16.0 |
-0.6% |
2,735.0 |
| Close |
2,837.0 |
2,835.0 |
-2.0 |
-0.1% |
2,838.0 |
| Range |
27.0 |
39.0 |
12.0 |
44.4% |
116.0 |
| ATR |
55.2 |
54.1 |
-1.2 |
-2.1% |
0.0 |
| Volume |
730,848 |
948,323 |
217,475 |
29.8% |
6,003,378 |
|
| Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,945.7 |
2,929.3 |
2,856.5 |
|
| R3 |
2,906.7 |
2,890.3 |
2,845.7 |
|
| R2 |
2,867.7 |
2,867.7 |
2,842.2 |
|
| R1 |
2,851.3 |
2,851.3 |
2,838.6 |
2,840.0 |
| PP |
2,828.7 |
2,828.7 |
2,828.7 |
2,823.0 |
| S1 |
2,812.3 |
2,812.3 |
2,831.4 |
2,801.0 |
| S2 |
2,789.7 |
2,789.7 |
2,827.9 |
|
| S3 |
2,750.7 |
2,773.3 |
2,824.3 |
|
| S4 |
2,711.7 |
2,734.3 |
2,813.6 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,156.0 |
3,113.0 |
2,901.8 |
|
| R3 |
3,040.0 |
2,997.0 |
2,869.9 |
|
| R2 |
2,924.0 |
2,924.0 |
2,859.3 |
|
| R1 |
2,881.0 |
2,881.0 |
2,848.6 |
2,902.5 |
| PP |
2,808.0 |
2,808.0 |
2,808.0 |
2,818.8 |
| S1 |
2,765.0 |
2,765.0 |
2,827.4 |
2,786.5 |
| S2 |
2,692.0 |
2,692.0 |
2,816.7 |
|
| S3 |
2,576.0 |
2,649.0 |
2,806.1 |
|
| S4 |
2,460.0 |
2,533.0 |
2,774.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,851.0 |
2,757.0 |
94.0 |
3.3% |
41.2 |
1.5% |
83% |
False |
False |
1,059,964 |
| 10 |
2,851.0 |
2,590.0 |
261.0 |
9.2% |
58.0 |
2.0% |
94% |
False |
False |
1,303,393 |
| 20 |
2,927.0 |
2,590.0 |
337.0 |
11.9% |
54.0 |
1.9% |
73% |
False |
False |
780,489 |
| 40 |
2,998.0 |
2,590.0 |
408.0 |
14.4% |
47.2 |
1.7% |
60% |
False |
False |
392,535 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.4% |
47.0 |
1.7% |
60% |
False |
False |
262,208 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.4% |
43.3 |
1.5% |
60% |
False |
False |
198,098 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.4% |
43.5 |
1.5% |
63% |
False |
False |
158,696 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.4% |
40.3 |
1.4% |
63% |
False |
False |
132,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,010.8 |
|
2.618 |
2,947.1 |
|
1.618 |
2,908.1 |
|
1.000 |
2,884.0 |
|
0.618 |
2,869.1 |
|
HIGH |
2,845.0 |
|
0.618 |
2,830.1 |
|
0.500 |
2,825.5 |
|
0.382 |
2,820.9 |
|
LOW |
2,806.0 |
|
0.618 |
2,781.9 |
|
1.000 |
2,767.0 |
|
1.618 |
2,742.9 |
|
2.618 |
2,703.9 |
|
4.250 |
2,640.3 |
|
|
| Fisher Pivots for day following 29-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,831.8 |
2,832.8 |
| PP |
2,828.7 |
2,830.7 |
| S1 |
2,825.5 |
2,828.5 |
|