| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,487.0 |
2,446.0 |
-41.0 |
-1.6% |
2,543.0 |
| High |
2,502.0 |
2,470.0 |
-32.0 |
-1.3% |
2,550.0 |
| Low |
2,448.0 |
2,410.0 |
-38.0 |
-1.6% |
2,425.0 |
| Close |
2,448.0 |
2,421.0 |
-27.0 |
-1.1% |
2,464.0 |
| Range |
54.0 |
60.0 |
6.0 |
11.1% |
125.0 |
| ATR |
42.9 |
44.1 |
1.2 |
2.9% |
0.0 |
| Volume |
971,415 |
1,050,478 |
79,063 |
8.1% |
4,991,816 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,613.7 |
2,577.3 |
2,454.0 |
|
| R3 |
2,553.7 |
2,517.3 |
2,437.5 |
|
| R2 |
2,493.7 |
2,493.7 |
2,432.0 |
|
| R1 |
2,457.3 |
2,457.3 |
2,426.5 |
2,445.5 |
| PP |
2,433.7 |
2,433.7 |
2,433.7 |
2,427.8 |
| S1 |
2,397.3 |
2,397.3 |
2,415.5 |
2,385.5 |
| S2 |
2,373.7 |
2,373.7 |
2,410.0 |
|
| S3 |
2,313.7 |
2,337.3 |
2,404.5 |
|
| S4 |
2,253.7 |
2,277.3 |
2,388.0 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,854.7 |
2,784.3 |
2,532.8 |
|
| R3 |
2,729.7 |
2,659.3 |
2,498.4 |
|
| R2 |
2,604.7 |
2,604.7 |
2,486.9 |
|
| R1 |
2,534.3 |
2,534.3 |
2,475.5 |
2,507.0 |
| PP |
2,479.7 |
2,479.7 |
2,479.7 |
2,466.0 |
| S1 |
2,409.3 |
2,409.3 |
2,452.5 |
2,382.0 |
| S2 |
2,354.7 |
2,354.7 |
2,441.1 |
|
| S3 |
2,229.7 |
2,284.3 |
2,429.6 |
|
| S4 |
2,104.7 |
2,159.3 |
2,395.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,502.0 |
2,410.0 |
92.0 |
3.8% |
52.4 |
2.2% |
12% |
False |
True |
1,063,734 |
| 10 |
2,550.0 |
2,410.0 |
140.0 |
5.8% |
42.8 |
1.8% |
8% |
False |
True |
1,036,772 |
| 20 |
2,550.0 |
2,356.0 |
194.0 |
8.0% |
43.5 |
1.8% |
34% |
False |
False |
735,601 |
| 40 |
2,550.0 |
2,356.0 |
194.0 |
8.0% |
38.0 |
1.6% |
34% |
False |
False |
371,794 |
| 60 |
2,550.0 |
2,212.0 |
338.0 |
14.0% |
38.7 |
1.6% |
62% |
False |
False |
248,115 |
| 80 |
2,550.0 |
2,109.0 |
441.0 |
18.2% |
42.9 |
1.8% |
71% |
False |
False |
188,444 |
| 100 |
2,550.0 |
1,999.0 |
551.0 |
22.8% |
44.8 |
1.8% |
77% |
False |
False |
151,088 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
22.8% |
46.4 |
1.9% |
77% |
False |
False |
125,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,725.0 |
|
2.618 |
2,627.1 |
|
1.618 |
2,567.1 |
|
1.000 |
2,530.0 |
|
0.618 |
2,507.1 |
|
HIGH |
2,470.0 |
|
0.618 |
2,447.1 |
|
0.500 |
2,440.0 |
|
0.382 |
2,432.9 |
|
LOW |
2,410.0 |
|
0.618 |
2,372.9 |
|
1.000 |
2,350.0 |
|
1.618 |
2,312.9 |
|
2.618 |
2,252.9 |
|
4.250 |
2,155.0 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,440.0 |
2,456.0 |
| PP |
2,433.7 |
2,444.3 |
| S1 |
2,427.3 |
2,432.7 |
|