| Trading Metrics calculated at close of trading on 30-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
6,955.0 |
7,017.0 |
62.0 |
0.9% |
6,740.0 |
| High |
6,980.0 |
7,091.0 |
111.0 |
1.6% |
7,006.0 |
| Low |
6,885.0 |
7,015.0 |
130.0 |
1.9% |
6,733.0 |
| Close |
6,959.0 |
7,071.5 |
112.5 |
1.6% |
6,981.5 |
| Range |
95.0 |
76.0 |
-19.0 |
-20.0% |
273.0 |
| ATR |
126.6 |
127.0 |
0.4 |
0.3% |
0.0 |
| Volume |
134,993 |
114,964 |
-20,029 |
-14.8% |
706,923 |
|
| Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,287.2 |
7,255.3 |
7,113.3 |
|
| R3 |
7,211.2 |
7,179.3 |
7,092.4 |
|
| R2 |
7,135.2 |
7,135.2 |
7,085.4 |
|
| R1 |
7,103.3 |
7,103.3 |
7,078.5 |
7,119.3 |
| PP |
7,059.2 |
7,059.2 |
7,059.2 |
7,067.1 |
| S1 |
7,027.3 |
7,027.3 |
7,064.5 |
7,043.3 |
| S2 |
6,983.2 |
6,983.2 |
7,057.6 |
|
| S3 |
6,907.2 |
6,951.3 |
7,050.6 |
|
| S4 |
6,831.2 |
6,875.3 |
7,029.7 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,725.8 |
7,626.7 |
7,131.7 |
|
| R3 |
7,452.8 |
7,353.7 |
7,056.6 |
|
| R2 |
7,179.8 |
7,179.8 |
7,031.6 |
|
| R1 |
7,080.7 |
7,080.7 |
7,006.5 |
7,130.3 |
| PP |
6,906.8 |
6,906.8 |
6,906.8 |
6,931.6 |
| S1 |
6,807.7 |
6,807.7 |
6,956.5 |
6,857.3 |
| S2 |
6,633.8 |
6,633.8 |
6,931.5 |
|
| S3 |
6,360.8 |
6,534.7 |
6,906.4 |
|
| S4 |
6,087.8 |
6,261.7 |
6,831.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,091.0 |
6,805.5 |
285.5 |
4.0% |
96.0 |
1.4% |
93% |
True |
False |
128,053 |
| 10 |
7,091.0 |
6,538.0 |
553.0 |
7.8% |
107.8 |
1.5% |
96% |
True |
False |
135,772 |
| 20 |
7,338.0 |
6,436.0 |
902.0 |
12.8% |
127.4 |
1.8% |
70% |
False |
False |
87,972 |
| 40 |
7,470.0 |
6,436.0 |
1,034.0 |
14.6% |
104.5 |
1.5% |
61% |
False |
False |
44,542 |
| 60 |
7,470.0 |
6,436.0 |
1,034.0 |
14.6% |
95.2 |
1.3% |
61% |
False |
False |
29,817 |
| 80 |
7,470.0 |
6,436.0 |
1,034.0 |
14.6% |
85.2 |
1.2% |
61% |
False |
False |
22,831 |
| 100 |
7,470.0 |
6,436.0 |
1,034.0 |
14.6% |
85.8 |
1.2% |
61% |
False |
False |
18,318 |
| 120 |
7,470.0 |
6,261.0 |
1,209.0 |
17.1% |
81.1 |
1.1% |
67% |
False |
False |
15,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,414.0 |
|
2.618 |
7,290.0 |
|
1.618 |
7,214.0 |
|
1.000 |
7,167.0 |
|
0.618 |
7,138.0 |
|
HIGH |
7,091.0 |
|
0.618 |
7,062.0 |
|
0.500 |
7,053.0 |
|
0.382 |
7,044.0 |
|
LOW |
7,015.0 |
|
0.618 |
6,968.0 |
|
1.000 |
6,939.0 |
|
1.618 |
6,892.0 |
|
2.618 |
6,816.0 |
|
4.250 |
6,692.0 |
|
|
| Fisher Pivots for day following 30-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
7,065.3 |
7,043.7 |
| PP |
7,059.2 |
7,015.8 |
| S1 |
7,053.0 |
6,988.0 |
|