| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
7,065.0 |
6,982.5 |
-82.5 |
-1.2% |
7,186.0 |
| High |
7,124.5 |
7,007.5 |
-117.0 |
-1.6% |
7,188.0 |
| Low |
6,962.5 |
6,854.5 |
-108.0 |
-1.6% |
6,921.0 |
| Close |
6,991.5 |
6,922.5 |
-69.0 |
-1.0% |
7,034.5 |
| Range |
162.0 |
153.0 |
-9.0 |
-5.6% |
267.0 |
| ATR |
116.5 |
119.1 |
2.6 |
2.2% |
0.0 |
| Volume |
152,382 |
164,685 |
12,303 |
8.1% |
648,900 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,387.2 |
7,307.8 |
7,006.7 |
|
| R3 |
7,234.2 |
7,154.8 |
6,964.6 |
|
| R2 |
7,081.2 |
7,081.2 |
6,950.6 |
|
| R1 |
7,001.8 |
7,001.8 |
6,936.5 |
6,965.0 |
| PP |
6,928.2 |
6,928.2 |
6,928.2 |
6,909.8 |
| S1 |
6,848.8 |
6,848.8 |
6,908.5 |
6,812.0 |
| S2 |
6,775.2 |
6,775.2 |
6,894.5 |
|
| S3 |
6,622.2 |
6,695.8 |
6,880.4 |
|
| S4 |
6,469.2 |
6,542.8 |
6,838.4 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,848.8 |
7,708.7 |
7,181.4 |
|
| R3 |
7,581.8 |
7,441.7 |
7,107.9 |
|
| R2 |
7,314.8 |
7,314.8 |
7,083.5 |
|
| R1 |
7,174.7 |
7,174.7 |
7,059.0 |
7,111.3 |
| PP |
7,047.8 |
7,047.8 |
7,047.8 |
7,016.1 |
| S1 |
6,907.7 |
6,907.7 |
7,010.0 |
6,844.3 |
| S2 |
6,780.8 |
6,780.8 |
6,985.6 |
|
| S3 |
6,513.8 |
6,640.7 |
6,961.1 |
|
| S4 |
6,246.8 |
6,373.7 |
6,887.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,167.0 |
6,854.5 |
312.5 |
4.5% |
134.3 |
1.9% |
22% |
False |
True |
141,553 |
| 10 |
7,211.0 |
6,854.5 |
356.5 |
5.1% |
117.1 |
1.7% |
19% |
False |
True |
135,218 |
| 20 |
7,211.0 |
6,617.5 |
593.5 |
8.6% |
115.2 |
1.7% |
51% |
False |
False |
87,867 |
| 40 |
7,211.0 |
6,617.5 |
593.5 |
8.6% |
108.3 |
1.6% |
51% |
False |
False |
44,269 |
| 60 |
7,211.0 |
6,014.0 |
1,197.0 |
17.3% |
104.2 |
1.5% |
76% |
False |
False |
29,641 |
| 80 |
7,211.0 |
5,641.5 |
1,569.5 |
22.7% |
112.4 |
1.6% |
82% |
False |
False |
22,838 |
| 100 |
7,211.0 |
5,409.0 |
1,802.0 |
26.0% |
119.0 |
1.7% |
84% |
False |
False |
18,308 |
| 120 |
7,211.0 |
5,409.0 |
1,802.0 |
26.0% |
127.3 |
1.8% |
84% |
False |
False |
15,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,657.8 |
|
2.618 |
7,408.1 |
|
1.618 |
7,255.1 |
|
1.000 |
7,160.5 |
|
0.618 |
7,102.1 |
|
HIGH |
7,007.5 |
|
0.618 |
6,949.1 |
|
0.500 |
6,931.0 |
|
0.382 |
6,912.9 |
|
LOW |
6,854.5 |
|
0.618 |
6,759.9 |
|
1.000 |
6,701.5 |
|
1.618 |
6,606.9 |
|
2.618 |
6,453.9 |
|
4.250 |
6,204.3 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,931.0 |
7,010.8 |
| PP |
6,928.2 |
6,981.3 |
| S1 |
6,925.3 |
6,951.9 |
|