| Trading Metrics calculated at close of trading on 28-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,305.50 |
2,316.25 |
10.75 |
0.5% |
2,223.00 |
| High |
2,335.00 |
2,328.50 |
-6.50 |
-0.3% |
2,335.00 |
| Low |
2,304.00 |
2,294.75 |
-9.25 |
-0.4% |
2,219.00 |
| Close |
2,317.00 |
2,295.75 |
-21.25 |
-0.9% |
2,317.00 |
| Range |
31.00 |
33.75 |
2.75 |
8.9% |
116.00 |
| ATR |
41.73 |
41.16 |
-0.57 |
-1.4% |
0.00 |
| Volume |
256,984 |
205,806 |
-51,178 |
-19.9% |
1,288,302 |
|
| Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,407.50 |
2,385.50 |
2,314.25 |
|
| R3 |
2,373.75 |
2,351.75 |
2,305.00 |
|
| R2 |
2,340.00 |
2,340.00 |
2,302.00 |
|
| R1 |
2,318.00 |
2,318.00 |
2,298.75 |
2,312.00 |
| PP |
2,306.25 |
2,306.25 |
2,306.25 |
2,303.50 |
| S1 |
2,284.25 |
2,284.25 |
2,292.75 |
2,278.50 |
| S2 |
2,272.50 |
2,272.50 |
2,289.50 |
|
| S3 |
2,238.75 |
2,250.50 |
2,286.50 |
|
| S4 |
2,205.00 |
2,216.75 |
2,277.25 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,638.25 |
2,593.75 |
2,380.75 |
|
| R3 |
2,522.25 |
2,477.75 |
2,349.00 |
|
| R2 |
2,406.25 |
2,406.25 |
2,338.25 |
|
| R1 |
2,361.75 |
2,361.75 |
2,327.75 |
2,384.00 |
| PP |
2,290.25 |
2,290.25 |
2,290.25 |
2,301.50 |
| S1 |
2,245.75 |
2,245.75 |
2,306.25 |
2,268.00 |
| S2 |
2,174.25 |
2,174.25 |
2,295.75 |
|
| S3 |
2,058.25 |
2,129.75 |
2,285.00 |
|
| S4 |
1,942.25 |
2,013.75 |
2,253.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,335.00 |
2,232.00 |
103.00 |
4.5% |
34.75 |
1.5% |
62% |
False |
False |
248,725 |
| 10 |
2,335.00 |
2,185.75 |
149.25 |
6.5% |
48.00 |
2.1% |
74% |
False |
False |
327,949 |
| 20 |
2,376.50 |
2,185.75 |
190.75 |
8.3% |
45.75 |
2.0% |
58% |
False |
False |
214,746 |
| 40 |
2,400.00 |
2,185.75 |
214.25 |
9.3% |
37.25 |
1.6% |
51% |
False |
False |
107,502 |
| 60 |
2,400.00 |
2,185.75 |
214.25 |
9.3% |
35.00 |
1.5% |
51% |
False |
False |
71,719 |
| 80 |
2,400.00 |
2,172.75 |
227.25 |
9.9% |
28.75 |
1.3% |
54% |
False |
False |
53,797 |
| 100 |
2,400.00 |
2,092.50 |
307.50 |
13.4% |
23.75 |
1.0% |
66% |
False |
False |
43,037 |
| 120 |
2,400.00 |
1,998.50 |
401.50 |
17.5% |
20.25 |
0.9% |
74% |
False |
False |
35,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,472.00 |
|
2.618 |
2,416.75 |
|
1.618 |
2,383.00 |
|
1.000 |
2,362.25 |
|
0.618 |
2,349.25 |
|
HIGH |
2,328.50 |
|
0.618 |
2,315.50 |
|
0.500 |
2,311.50 |
|
0.382 |
2,307.75 |
|
LOW |
2,294.75 |
|
0.618 |
2,274.00 |
|
1.000 |
2,261.00 |
|
1.618 |
2,240.25 |
|
2.618 |
2,206.50 |
|
4.250 |
2,151.25 |
|
|
| Fisher Pivots for day following 28-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,311.50 |
2,298.50 |
| PP |
2,306.25 |
2,297.75 |
| S1 |
2,301.00 |
2,296.75 |
|