| 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 |
2,776.25 |
2,765.25 |
-11.00 |
-0.4% |
2,708.50 |
| High |
2,790.25 |
2,773.25 |
-17.00 |
-0.6% |
2,748.50 |
| Low |
2,750.25 |
2,737.00 |
-13.25 |
-0.5% |
2,700.25 |
| Close |
2,768.00 |
2,758.25 |
-9.75 |
-0.4% |
2,728.75 |
| Range |
40.00 |
36.25 |
-3.75 |
-9.4% |
48.25 |
| ATR |
29.50 |
29.98 |
0.48 |
1.6% |
0.00 |
| Volume |
238,252 |
246,572 |
8,320 |
3.5% |
1,084,085 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,865.00 |
2,847.75 |
2,778.25 |
|
| R3 |
2,828.75 |
2,811.50 |
2,768.25 |
|
| R2 |
2,792.50 |
2,792.50 |
2,765.00 |
|
| R1 |
2,775.25 |
2,775.25 |
2,761.50 |
2,765.75 |
| PP |
2,756.25 |
2,756.25 |
2,756.25 |
2,751.50 |
| S1 |
2,739.00 |
2,739.00 |
2,755.00 |
2,729.50 |
| S2 |
2,720.00 |
2,720.00 |
2,751.50 |
|
| S3 |
2,683.75 |
2,702.75 |
2,748.25 |
|
| S4 |
2,647.50 |
2,666.50 |
2,738.25 |
|
|
| 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% |
35.75 |
1.3% |
60% |
False |
False |
212,909 |
| 10 |
2,790.25 |
2,700.25 |
90.00 |
3.3% |
30.50 |
1.1% |
64% |
False |
False |
214,024 |
| 20 |
2,790.25 |
2,569.75 |
220.50 |
8.0% |
30.25 |
1.1% |
85% |
False |
False |
190,686 |
| 40 |
2,790.25 |
2,475.75 |
314.50 |
11.4% |
27.75 |
1.0% |
90% |
False |
False |
95,404 |
| 60 |
2,790.25 |
2,309.00 |
481.25 |
17.4% |
24.75 |
0.9% |
93% |
False |
False |
63,610 |
| 80 |
2,790.25 |
2,206.50 |
583.75 |
21.2% |
22.75 |
0.8% |
95% |
False |
False |
47,709 |
| 100 |
2,790.25 |
2,153.75 |
636.50 |
23.1% |
20.75 |
0.8% |
95% |
False |
False |
38,168 |
| 120 |
2,790.25 |
2,153.75 |
636.50 |
23.1% |
18.00 |
0.7% |
95% |
False |
False |
31,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,927.25 |
|
2.618 |
2,868.25 |
|
1.618 |
2,832.00 |
|
1.000 |
2,809.50 |
|
0.618 |
2,795.75 |
|
HIGH |
2,773.25 |
|
0.618 |
2,759.50 |
|
0.500 |
2,755.00 |
|
0.382 |
2,750.75 |
|
LOW |
2,737.00 |
|
0.618 |
2,714.50 |
|
1.000 |
2,700.75 |
|
1.618 |
2,678.25 |
|
2.618 |
2,642.00 |
|
4.250 |
2,583.00 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,757.25 |
2,763.50 |
| PP |
2,756.25 |
2,761.75 |
| S1 |
2,755.00 |
2,760.00 |
|