| 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 |
12,194.48 |
12,280.07 |
85.59 |
0.7% |
11,860.11 |
| High |
12,285.41 |
12,383.46 |
98.05 |
0.8% |
12,259.79 |
| Low |
12,173.51 |
12,280.07 |
106.56 |
0.9% |
11,860.11 |
| Close |
12,279.01 |
12,350.61 |
71.60 |
0.6% |
12,220.59 |
| Range |
111.90 |
103.39 |
-8.51 |
-7.6% |
399.68 |
| ATR |
140.68 |
138.09 |
-2.59 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,648.22 |
12,602.80 |
12,407.47 |
|
| R3 |
12,544.83 |
12,499.41 |
12,379.04 |
|
| R2 |
12,441.44 |
12,441.44 |
12,369.56 |
|
| R1 |
12,396.02 |
12,396.02 |
12,360.09 |
12,418.73 |
| PP |
12,338.05 |
12,338.05 |
12,338.05 |
12,349.40 |
| S1 |
12,292.63 |
12,292.63 |
12,341.13 |
12,315.34 |
| S2 |
12,234.66 |
12,234.66 |
12,331.66 |
|
| S3 |
12,131.27 |
12,189.24 |
12,322.18 |
|
| S4 |
12,027.88 |
12,085.85 |
12,293.75 |
|
|
| 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 |
12,383.46 |
12,087.54 |
295.92 |
2.4% |
96.61 |
0.8% |
89% |
True |
False |
|
| 10 |
12,383.46 |
11,614.82 |
768.64 |
6.2% |
122.85 |
1.0% |
96% |
True |
False |
|
| 20 |
12,383.46 |
11,555.48 |
827.98 |
6.7% |
162.18 |
1.3% |
96% |
True |
False |
|
| 40 |
12,391.29 |
11,555.48 |
835.81 |
6.8% |
131.71 |
1.1% |
95% |
False |
False |
|
| 60 |
12,391.29 |
11,555.48 |
835.81 |
6.8% |
118.78 |
1.0% |
95% |
False |
False |
|
| 80 |
12,391.29 |
11,327.49 |
1,063.80 |
8.6% |
105.83 |
0.9% |
96% |
False |
False |
|
| 100 |
12,391.29 |
10,929.28 |
1,462.01 |
11.8% |
110.47 |
0.9% |
97% |
False |
False |
|
| 120 |
12,391.29 |
10,913.84 |
1,477.45 |
12.0% |
113.10 |
0.9% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,822.87 |
|
2.618 |
12,654.14 |
|
1.618 |
12,550.75 |
|
1.000 |
12,486.85 |
|
0.618 |
12,447.36 |
|
HIGH |
12,383.46 |
|
0.618 |
12,343.97 |
|
0.500 |
12,331.77 |
|
0.382 |
12,319.56 |
|
LOW |
12,280.07 |
|
0.618 |
12,216.17 |
|
1.000 |
12,176.68 |
|
1.618 |
12,112.78 |
|
2.618 |
12,009.39 |
|
4.250 |
11,840.66 |
|
|
| Fisher Pivots for day following 30-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,344.33 |
12,326.57 |
| PP |
12,338.05 |
12,302.53 |
| S1 |
12,331.77 |
12,278.49 |
|