| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,758.00 |
2,777.00 |
19.00 |
0.7% |
2,729.75 |
| High |
2,783.75 |
2,791.50 |
7.75 |
0.3% |
2,790.25 |
| Low |
2,743.50 |
2,763.00 |
19.50 |
0.7% |
2,729.00 |
| Close |
2,777.00 |
2,779.00 |
2.00 |
0.1% |
2,750.75 |
| Range |
40.25 |
28.50 |
-11.75 |
-29.2% |
61.25 |
| ATR |
30.91 |
30.74 |
-0.17 |
-0.6% |
0.00 |
| Volume |
210,984 |
252,462 |
41,478 |
19.7% |
1,075,556 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,863.25 |
2,849.75 |
2,794.75 |
|
| R3 |
2,834.75 |
2,821.25 |
2,786.75 |
|
| R2 |
2,806.25 |
2,806.25 |
2,784.25 |
|
| R1 |
2,792.75 |
2,792.75 |
2,781.50 |
2,799.50 |
| PP |
2,777.75 |
2,777.75 |
2,777.75 |
2,781.25 |
| S1 |
2,764.25 |
2,764.25 |
2,776.50 |
2,771.00 |
| S2 |
2,749.25 |
2,749.25 |
2,773.75 |
|
| S3 |
2,720.75 |
2,735.75 |
2,771.25 |
|
| S4 |
2,692.25 |
2,707.25 |
2,763.25 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,940.50 |
2,906.75 |
2,784.50 |
|
| R3 |
2,879.25 |
2,845.50 |
2,767.50 |
|
| R2 |
2,818.00 |
2,818.00 |
2,762.00 |
|
| R1 |
2,784.25 |
2,784.25 |
2,756.25 |
2,801.00 |
| PP |
2,756.75 |
2,756.75 |
2,756.75 |
2,765.00 |
| S1 |
2,723.00 |
2,723.00 |
2,745.25 |
2,740.00 |
| S2 |
2,695.50 |
2,695.50 |
2,739.50 |
|
| S3 |
2,634.25 |
2,661.75 |
2,734.00 |
|
| S4 |
2,573.00 |
2,600.50 |
2,717.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,791.50 |
2,737.00 |
54.50 |
2.0% |
35.50 |
1.3% |
77% |
True |
False |
231,502 |
| 10 |
2,791.50 |
2,710.75 |
80.75 |
2.9% |
32.50 |
1.2% |
85% |
True |
False |
218,091 |
| 20 |
2,791.50 |
2,585.00 |
206.50 |
7.4% |
30.50 |
1.1% |
94% |
True |
False |
223,846 |
| 40 |
2,791.50 |
2,514.25 |
277.25 |
10.0% |
29.00 |
1.0% |
95% |
True |
False |
112,219 |
| 60 |
2,791.50 |
2,341.00 |
450.50 |
16.2% |
25.50 |
0.9% |
97% |
True |
False |
74,821 |
| 80 |
2,791.50 |
2,206.50 |
585.00 |
21.1% |
23.50 |
0.8% |
98% |
True |
False |
56,118 |
| 100 |
2,791.50 |
2,153.75 |
637.75 |
22.9% |
21.50 |
0.8% |
98% |
True |
False |
44,895 |
| 120 |
2,791.50 |
2,153.75 |
637.75 |
22.9% |
19.00 |
0.7% |
98% |
True |
False |
37,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,912.50 |
|
2.618 |
2,866.00 |
|
1.618 |
2,837.50 |
|
1.000 |
2,820.00 |
|
0.618 |
2,809.00 |
|
HIGH |
2,791.50 |
|
0.618 |
2,780.50 |
|
0.500 |
2,777.25 |
|
0.382 |
2,774.00 |
|
LOW |
2,763.00 |
|
0.618 |
2,745.50 |
|
1.000 |
2,734.50 |
|
1.618 |
2,717.00 |
|
2.618 |
2,688.50 |
|
4.250 |
2,642.00 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,778.50 |
2,774.50 |
| PP |
2,777.75 |
2,770.25 |
| S1 |
2,777.25 |
2,766.00 |
|