| 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 |
2,296.75 |
2,322.25 |
25.50 |
1.1% |
2,223.00 |
| High |
2,324.75 |
2,343.25 |
18.50 |
0.8% |
2,335.00 |
| Low |
2,289.50 |
2,320.25 |
30.75 |
1.3% |
2,219.00 |
| Close |
2,322.50 |
2,334.50 |
12.00 |
0.5% |
2,317.00 |
| Range |
35.25 |
23.00 |
-12.25 |
-34.8% |
116.00 |
| ATR |
40.74 |
39.47 |
-1.27 |
-3.1% |
0.00 |
| Volume |
221,042 |
181,624 |
-39,418 |
-17.8% |
1,288,302 |
|
| Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,401.75 |
2,391.00 |
2,347.25 |
|
| R3 |
2,378.75 |
2,368.00 |
2,340.75 |
|
| R2 |
2,355.75 |
2,355.75 |
2,338.75 |
|
| R1 |
2,345.00 |
2,345.00 |
2,336.50 |
2,350.50 |
| PP |
2,332.75 |
2,332.75 |
2,332.75 |
2,335.25 |
| S1 |
2,322.00 |
2,322.00 |
2,332.50 |
2,327.50 |
| S2 |
2,309.75 |
2,309.75 |
2,330.25 |
|
| S3 |
2,286.75 |
2,299.00 |
2,328.25 |
|
| S4 |
2,263.75 |
2,276.00 |
2,321.75 |
|
|
| 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 |
2,343.25 |
2,262.25 |
81.00 |
3.5% |
34.75 |
1.5% |
89% |
True |
False |
230,966 |
| 10 |
2,343.25 |
2,185.75 |
157.50 |
6.7% |
38.25 |
1.6% |
94% |
True |
False |
262,274 |
| 20 |
2,376.50 |
2,185.75 |
190.75 |
8.2% |
43.50 |
1.9% |
78% |
False |
False |
234,808 |
| 40 |
2,400.00 |
2,185.75 |
214.25 |
9.2% |
36.75 |
1.6% |
69% |
False |
False |
117,557 |
| 60 |
2,400.00 |
2,185.75 |
214.25 |
9.2% |
34.75 |
1.5% |
69% |
False |
False |
78,428 |
| 80 |
2,400.00 |
2,175.00 |
225.00 |
9.6% |
29.50 |
1.3% |
71% |
False |
False |
58,830 |
| 100 |
2,400.00 |
2,092.50 |
307.50 |
13.2% |
24.25 |
1.0% |
79% |
False |
False |
47,064 |
| 120 |
2,400.00 |
2,015.00 |
385.00 |
16.5% |
20.75 |
0.9% |
83% |
False |
False |
39,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,441.00 |
|
2.618 |
2,403.50 |
|
1.618 |
2,380.50 |
|
1.000 |
2,366.25 |
|
0.618 |
2,357.50 |
|
HIGH |
2,343.25 |
|
0.618 |
2,334.50 |
|
0.500 |
2,331.75 |
|
0.382 |
2,329.00 |
|
LOW |
2,320.25 |
|
0.618 |
2,306.00 |
|
1.000 |
2,297.25 |
|
1.618 |
2,283.00 |
|
2.618 |
2,260.00 |
|
4.250 |
2,222.50 |
|
|
| Fisher Pivots for day following 30-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,333.50 |
2,328.50 |
| PP |
2,332.75 |
2,322.50 |
| S1 |
2,331.75 |
2,316.50 |
|