| Trading Metrics calculated at close of trading on 30-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,420.0 |
2,398.0 |
-22.0 |
-0.9% |
2,467.0 |
| High |
2,431.0 |
2,417.0 |
-14.0 |
-0.6% |
2,502.0 |
| Low |
2,376.0 |
2,386.0 |
10.0 |
0.4% |
2,376.0 |
| Close |
2,395.0 |
2,413.0 |
18.0 |
0.8% |
2,413.0 |
| Range |
55.0 |
31.0 |
-24.0 |
-43.6% |
126.0 |
| ATR |
44.9 |
43.9 |
-1.0 |
-2.2% |
0.0 |
| Volume |
1,428,862 |
1,080,220 |
-348,642 |
-24.4% |
5,461,036 |
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,498.3 |
2,486.7 |
2,430.1 |
|
| R3 |
2,467.3 |
2,455.7 |
2,421.5 |
|
| R2 |
2,436.3 |
2,436.3 |
2,418.7 |
|
| R1 |
2,424.7 |
2,424.7 |
2,415.8 |
2,430.5 |
| PP |
2,405.3 |
2,405.3 |
2,405.3 |
2,408.3 |
| S1 |
2,393.7 |
2,393.7 |
2,410.2 |
2,399.5 |
| S2 |
2,374.3 |
2,374.3 |
2,407.3 |
|
| S3 |
2,343.3 |
2,362.7 |
2,404.5 |
|
| S4 |
2,312.3 |
2,331.7 |
2,396.0 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,808.3 |
2,736.7 |
2,482.3 |
|
| R3 |
2,682.3 |
2,610.7 |
2,447.7 |
|
| R2 |
2,556.3 |
2,556.3 |
2,436.1 |
|
| R1 |
2,484.7 |
2,484.7 |
2,424.6 |
2,457.5 |
| PP |
2,430.3 |
2,430.3 |
2,430.3 |
2,416.8 |
| S1 |
2,358.7 |
2,358.7 |
2,401.5 |
2,331.5 |
| S2 |
2,304.3 |
2,304.3 |
2,389.9 |
|
| S3 |
2,178.3 |
2,232.7 |
2,378.4 |
|
| S4 |
2,052.3 |
2,106.7 |
2,343.7 |
|
|
| 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 |
2,376.0 |
126.0 |
5.2% |
49.0 |
2.0% |
29% |
False |
False |
1,092,207 |
| 10 |
2,550.0 |
2,376.0 |
174.0 |
7.2% |
46.2 |
1.9% |
21% |
False |
False |
1,045,285 |
| 20 |
2,550.0 |
2,356.0 |
194.0 |
8.0% |
43.5 |
1.8% |
29% |
False |
False |
850,218 |
| 40 |
2,550.0 |
2,356.0 |
194.0 |
8.0% |
38.2 |
1.6% |
29% |
False |
False |
434,496 |
| 60 |
2,550.0 |
2,212.0 |
338.0 |
14.0% |
38.6 |
1.6% |
59% |
False |
False |
289,924 |
| 80 |
2,550.0 |
2,109.0 |
441.0 |
18.3% |
41.6 |
1.7% |
69% |
False |
False |
219,517 |
| 100 |
2,550.0 |
1,999.0 |
551.0 |
22.8% |
44.5 |
1.8% |
75% |
False |
False |
176,178 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
22.8% |
46.0 |
1.9% |
75% |
False |
False |
146,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,548.8 |
|
2.618 |
2,498.2 |
|
1.618 |
2,467.2 |
|
1.000 |
2,448.0 |
|
0.618 |
2,436.2 |
|
HIGH |
2,417.0 |
|
0.618 |
2,405.2 |
|
0.500 |
2,401.5 |
|
0.382 |
2,397.8 |
|
LOW |
2,386.0 |
|
0.618 |
2,366.8 |
|
1.000 |
2,355.0 |
|
1.618 |
2,335.8 |
|
2.618 |
2,304.8 |
|
4.250 |
2,254.3 |
|
|
| Fisher Pivots for day following 30-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,409.2 |
2,423.0 |
| PP |
2,405.3 |
2,419.7 |
| S1 |
2,401.5 |
2,416.3 |
|