| Trading Metrics calculated at close of trading on 31-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,862.0 |
2,868.0 |
6.0 |
0.2% |
2,737.0 |
| High |
2,871.0 |
2,868.0 |
-3.0 |
-0.1% |
2,851.0 |
| Low |
2,847.0 |
2,829.0 |
-18.0 |
-0.6% |
2,735.0 |
| Close |
2,856.0 |
2,844.0 |
-12.0 |
-0.4% |
2,838.0 |
| Range |
24.0 |
39.0 |
15.0 |
62.5% |
116.0 |
| ATR |
52.8 |
51.8 |
-1.0 |
-1.9% |
0.0 |
| Volume |
931,338 |
1,143,835 |
212,497 |
22.8% |
6,003,378 |
|
| Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,964.0 |
2,943.0 |
2,865.5 |
|
| R3 |
2,925.0 |
2,904.0 |
2,854.7 |
|
| R2 |
2,886.0 |
2,886.0 |
2,851.2 |
|
| R1 |
2,865.0 |
2,865.0 |
2,847.6 |
2,856.0 |
| PP |
2,847.0 |
2,847.0 |
2,847.0 |
2,842.5 |
| S1 |
2,826.0 |
2,826.0 |
2,840.4 |
2,817.0 |
| S2 |
2,808.0 |
2,808.0 |
2,836.9 |
|
| S3 |
2,769.0 |
2,787.0 |
2,833.3 |
|
| S4 |
2,730.0 |
2,748.0 |
2,822.6 |
|
|
| 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 |
2,871.0 |
2,806.0 |
65.0 |
2.3% |
31.0 |
1.1% |
58% |
False |
False |
912,409 |
| 10 |
2,871.0 |
2,701.0 |
170.0 |
6.0% |
42.3 |
1.5% |
84% |
False |
False |
1,163,103 |
| 20 |
2,920.0 |
2,590.0 |
330.0 |
11.6% |
53.0 |
1.9% |
77% |
False |
False |
883,645 |
| 40 |
2,998.0 |
2,590.0 |
408.0 |
14.3% |
47.3 |
1.7% |
62% |
False |
False |
444,321 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.3% |
46.3 |
1.6% |
62% |
False |
False |
296,709 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.3% |
43.0 |
1.5% |
62% |
False |
False |
223,942 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.4% |
43.6 |
1.5% |
65% |
False |
False |
179,446 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.4% |
40.5 |
1.4% |
65% |
False |
False |
149,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,033.8 |
|
2.618 |
2,970.1 |
|
1.618 |
2,931.1 |
|
1.000 |
2,907.0 |
|
0.618 |
2,892.1 |
|
HIGH |
2,868.0 |
|
0.618 |
2,853.1 |
|
0.500 |
2,848.5 |
|
0.382 |
2,843.9 |
|
LOW |
2,829.0 |
|
0.618 |
2,804.9 |
|
1.000 |
2,790.0 |
|
1.618 |
2,765.9 |
|
2.618 |
2,726.9 |
|
4.250 |
2,663.3 |
|
|
| Fisher Pivots for day following 31-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,848.5 |
2,842.2 |
| PP |
2,847.0 |
2,840.3 |
| S1 |
2,845.5 |
2,838.5 |
|