| 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 |
2,316.25 |
2,296.75 |
-19.50 |
-0.8% |
2,223.00 |
| High |
2,328.50 |
2,324.75 |
-3.75 |
-0.2% |
2,335.00 |
| Low |
2,294.75 |
2,289.50 |
-5.25 |
-0.2% |
2,219.00 |
| Close |
2,295.75 |
2,322.50 |
26.75 |
1.2% |
2,317.00 |
| Range |
33.75 |
35.25 |
1.50 |
4.4% |
116.00 |
| ATR |
41.16 |
40.74 |
-0.42 |
-1.0% |
0.00 |
| Volume |
205,806 |
221,042 |
15,236 |
7.4% |
1,288,302 |
|
| Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,418.00 |
2,405.50 |
2,342.00 |
|
| R3 |
2,382.75 |
2,370.25 |
2,332.25 |
|
| R2 |
2,347.50 |
2,347.50 |
2,329.00 |
|
| R1 |
2,335.00 |
2,335.00 |
2,325.75 |
2,341.25 |
| PP |
2,312.25 |
2,312.25 |
2,312.25 |
2,315.50 |
| S1 |
2,299.75 |
2,299.75 |
2,319.25 |
2,306.00 |
| S2 |
2,277.00 |
2,277.00 |
2,316.00 |
|
| S3 |
2,241.75 |
2,264.50 |
2,312.75 |
|
| S4 |
2,206.50 |
2,229.25 |
2,303.00 |
|
|
| 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 |
4.4% |
38.75 |
1.7% |
88% |
False |
False |
250,078 |
| 10 |
2,335.00 |
2,185.75 |
149.25 |
6.4% |
43.50 |
1.9% |
92% |
False |
False |
306,968 |
| 20 |
2,376.50 |
2,185.75 |
190.75 |
8.2% |
44.25 |
1.9% |
72% |
False |
False |
225,782 |
| 40 |
2,400.00 |
2,185.75 |
214.25 |
9.2% |
37.25 |
1.6% |
64% |
False |
False |
113,023 |
| 60 |
2,400.00 |
2,185.75 |
214.25 |
9.2% |
35.25 |
1.5% |
64% |
False |
False |
75,403 |
| 80 |
2,400.00 |
2,175.00 |
225.00 |
9.7% |
29.25 |
1.3% |
66% |
False |
False |
56,560 |
| 100 |
2,400.00 |
2,092.50 |
307.50 |
13.2% |
24.00 |
1.0% |
75% |
False |
False |
45,248 |
| 120 |
2,400.00 |
1,998.50 |
401.50 |
17.3% |
20.75 |
0.9% |
81% |
False |
False |
37,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,474.50 |
|
2.618 |
2,417.00 |
|
1.618 |
2,381.75 |
|
1.000 |
2,360.00 |
|
0.618 |
2,346.50 |
|
HIGH |
2,324.75 |
|
0.618 |
2,311.25 |
|
0.500 |
2,307.00 |
|
0.382 |
2,303.00 |
|
LOW |
2,289.50 |
|
0.618 |
2,267.75 |
|
1.000 |
2,254.25 |
|
1.618 |
2,232.50 |
|
2.618 |
2,197.25 |
|
4.250 |
2,139.75 |
|
|
| Fisher Pivots for day following 29-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,317.50 |
2,319.00 |
| PP |
2,312.25 |
2,315.75 |
| S1 |
2,307.00 |
2,312.25 |
|