| 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 |
2,775.75 |
2,776.25 |
0.50 |
0.0% |
2,708.50 |
| High |
2,789.50 |
2,790.25 |
0.75 |
0.0% |
2,748.50 |
| Low |
2,772.00 |
2,750.25 |
-21.75 |
-0.8% |
2,700.25 |
| Close |
2,775.75 |
2,768.00 |
-7.75 |
-0.3% |
2,728.75 |
| Range |
17.50 |
40.00 |
22.50 |
128.6% |
48.25 |
| ATR |
28.69 |
29.50 |
0.81 |
2.8% |
0.00 |
| Volume |
179,109 |
238,252 |
59,143 |
33.0% |
1,084,085 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,889.50 |
2,868.75 |
2,790.00 |
|
| R3 |
2,849.50 |
2,828.75 |
2,779.00 |
|
| R2 |
2,809.50 |
2,809.50 |
2,775.25 |
|
| R1 |
2,788.75 |
2,788.75 |
2,771.75 |
2,779.00 |
| PP |
2,769.50 |
2,769.50 |
2,769.50 |
2,764.75 |
| S1 |
2,748.75 |
2,748.75 |
2,764.25 |
2,739.00 |
| S2 |
2,729.50 |
2,729.50 |
2,760.75 |
|
| S3 |
2,689.50 |
2,708.75 |
2,757.00 |
|
| S4 |
2,649.50 |
2,668.75 |
2,746.00 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,870.50 |
2,848.00 |
2,755.25 |
|
| R3 |
2,822.25 |
2,799.75 |
2,742.00 |
|
| R2 |
2,774.00 |
2,774.00 |
2,737.50 |
|
| R1 |
2,751.50 |
2,751.50 |
2,733.25 |
2,762.75 |
| PP |
2,725.75 |
2,725.75 |
2,725.75 |
2,731.50 |
| S1 |
2,703.25 |
2,703.25 |
2,724.25 |
2,714.50 |
| S2 |
2,677.50 |
2,677.50 |
2,720.00 |
|
| S3 |
2,629.25 |
2,655.00 |
2,715.50 |
|
| S4 |
2,581.00 |
2,606.75 |
2,702.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,790.25 |
2,710.75 |
79.50 |
2.9% |
33.50 |
1.2% |
72% |
True |
False |
210,223 |
| 10 |
2,790.25 |
2,697.00 |
93.25 |
3.4% |
29.00 |
1.0% |
76% |
True |
False |
219,807 |
| 20 |
2,790.25 |
2,569.75 |
220.50 |
8.0% |
30.00 |
1.1% |
90% |
True |
False |
178,381 |
| 40 |
2,790.25 |
2,471.75 |
318.50 |
11.5% |
27.25 |
1.0% |
93% |
True |
False |
89,240 |
| 60 |
2,790.25 |
2,309.00 |
481.25 |
17.4% |
24.50 |
0.9% |
95% |
True |
False |
59,501 |
| 80 |
2,790.25 |
2,206.50 |
583.75 |
21.1% |
22.75 |
0.8% |
96% |
True |
False |
44,627 |
| 100 |
2,790.25 |
2,153.75 |
636.50 |
23.0% |
20.50 |
0.7% |
97% |
True |
False |
35,702 |
| 120 |
2,790.25 |
2,153.75 |
636.50 |
23.0% |
17.75 |
0.6% |
97% |
True |
False |
29,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,960.25 |
|
2.618 |
2,895.00 |
|
1.618 |
2,855.00 |
|
1.000 |
2,830.25 |
|
0.618 |
2,815.00 |
|
HIGH |
2,790.25 |
|
0.618 |
2,775.00 |
|
0.500 |
2,770.25 |
|
0.382 |
2,765.50 |
|
LOW |
2,750.25 |
|
0.618 |
2,725.50 |
|
1.000 |
2,710.25 |
|
1.618 |
2,685.50 |
|
2.618 |
2,645.50 |
|
4.250 |
2,580.25 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,770.25 |
2,765.25 |
| PP |
2,769.50 |
2,762.50 |
| S1 |
2,768.75 |
2,759.50 |
|