| 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 |
12,170.71 |
12,221.19 |
50.48 |
0.4% |
11,860.11 |
| High |
12,259.79 |
12,272.92 |
13.13 |
0.1% |
12,259.79 |
| Low |
12,170.71 |
12,197.88 |
27.17 |
0.2% |
11,860.11 |
| Close |
12,220.59 |
12,197.88 |
-22.71 |
-0.2% |
12,220.59 |
| Range |
89.08 |
75.04 |
-14.04 |
-15.8% |
399.68 |
| ATR |
148.12 |
142.90 |
-5.22 |
-3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,448.01 |
12,397.99 |
12,239.15 |
|
| R3 |
12,372.97 |
12,322.95 |
12,218.52 |
|
| R2 |
12,297.93 |
12,297.93 |
12,211.64 |
|
| R1 |
12,247.91 |
12,247.91 |
12,204.76 |
12,235.40 |
| PP |
12,222.89 |
12,222.89 |
12,222.89 |
12,216.64 |
| S1 |
12,172.87 |
12,172.87 |
12,191.00 |
12,160.36 |
| S2 |
12,147.85 |
12,147.85 |
12,184.12 |
|
| S3 |
12,072.81 |
12,097.83 |
12,177.24 |
|
| S4 |
11,997.77 |
12,022.79 |
12,156.61 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,312.54 |
13,166.24 |
12,440.41 |
|
| R3 |
12,912.86 |
12,766.56 |
12,330.50 |
|
| R2 |
12,513.18 |
12,513.18 |
12,293.86 |
|
| R1 |
12,366.88 |
12,366.88 |
12,257.23 |
12,440.03 |
| PP |
12,113.50 |
12,113.50 |
12,113.50 |
12,150.07 |
| S1 |
11,967.20 |
11,967.20 |
12,183.95 |
12,040.35 |
| S2 |
11,713.82 |
11,713.82 |
12,147.32 |
|
| S3 |
11,314.14 |
11,567.52 |
12,110.68 |
|
| S4 |
10,914.46 |
11,167.84 |
12,000.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,272.92 |
11,972.61 |
300.31 |
2.5% |
91.88 |
0.8% |
75% |
True |
False |
|
| 10 |
12,272.92 |
11,555.48 |
717.44 |
5.9% |
160.69 |
1.3% |
90% |
True |
False |
|
| 20 |
12,283.10 |
11,555.48 |
727.62 |
6.0% |
166.56 |
1.4% |
88% |
False |
False |
|
| 40 |
12,391.29 |
11,555.48 |
835.81 |
6.9% |
132.13 |
1.1% |
77% |
False |
False |
|
| 60 |
12,391.29 |
11,530.32 |
860.97 |
7.1% |
118.54 |
1.0% |
78% |
False |
False |
|
| 80 |
12,391.29 |
11,255.85 |
1,135.44 |
9.3% |
105.49 |
0.9% |
83% |
False |
False |
|
| 100 |
12,391.29 |
10,929.28 |
1,462.01 |
12.0% |
111.85 |
0.9% |
87% |
False |
False |
|
| 120 |
12,391.29 |
10,892.76 |
1,498.53 |
12.3% |
112.65 |
0.9% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,591.84 |
|
2.618 |
12,469.37 |
|
1.618 |
12,394.33 |
|
1.000 |
12,347.96 |
|
0.618 |
12,319.29 |
|
HIGH |
12,272.92 |
|
0.618 |
12,244.25 |
|
0.500 |
12,235.40 |
|
0.382 |
12,226.55 |
|
LOW |
12,197.88 |
|
0.618 |
12,151.51 |
|
1.000 |
12,122.84 |
|
1.618 |
12,076.47 |
|
2.618 |
12,001.43 |
|
4.250 |
11,878.96 |
|
|
| Fisher Pivots for day following 28-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,235.40 |
12,192.00 |
| PP |
12,222.89 |
12,186.11 |
| S1 |
12,210.39 |
12,180.23 |
|