| Trading Metrics calculated at close of trading on 04-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,777.00 |
2,780.50 |
3.50 |
0.1% |
2,729.75 |
| High |
2,791.50 |
2,781.00 |
-10.50 |
-0.4% |
2,790.25 |
| Low |
2,763.00 |
2,724.75 |
-38.25 |
-1.4% |
2,729.00 |
| Close |
2,779.00 |
2,736.50 |
-42.50 |
-1.5% |
2,750.75 |
| Range |
28.50 |
56.25 |
27.75 |
97.4% |
61.25 |
| ATR |
30.74 |
32.56 |
1.82 |
5.9% |
0.00 |
| Volume |
252,462 |
273,624 |
21,162 |
8.4% |
1,075,556 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,916.25 |
2,882.50 |
2,767.50 |
|
| R3 |
2,860.00 |
2,826.25 |
2,752.00 |
|
| R2 |
2,803.75 |
2,803.75 |
2,746.75 |
|
| R1 |
2,770.00 |
2,770.00 |
2,741.75 |
2,758.75 |
| PP |
2,747.50 |
2,747.50 |
2,747.50 |
2,741.75 |
| S1 |
2,713.75 |
2,713.75 |
2,731.25 |
2,702.50 |
| S2 |
2,691.25 |
2,691.25 |
2,726.25 |
|
| S3 |
2,635.00 |
2,657.50 |
2,721.00 |
|
| S4 |
2,578.75 |
2,601.25 |
2,705.50 |
|
|
| 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 |
2,724.75 |
66.75 |
2.4% |
38.75 |
1.4% |
18% |
False |
True |
238,576 |
| 10 |
2,791.50 |
2,710.75 |
80.75 |
3.0% |
36.25 |
1.3% |
32% |
False |
False |
224,400 |
| 20 |
2,791.50 |
2,599.25 |
192.25 |
7.0% |
32.00 |
1.2% |
71% |
False |
False |
236,129 |
| 40 |
2,791.50 |
2,516.25 |
275.25 |
10.1% |
30.00 |
1.1% |
80% |
False |
False |
119,059 |
| 60 |
2,791.50 |
2,350.00 |
441.50 |
16.1% |
26.50 |
1.0% |
88% |
False |
False |
79,381 |
| 80 |
2,791.50 |
2,206.50 |
585.00 |
21.4% |
24.25 |
0.9% |
91% |
False |
False |
59,538 |
| 100 |
2,791.50 |
2,153.75 |
637.75 |
23.3% |
22.00 |
0.8% |
91% |
False |
False |
47,631 |
| 120 |
2,791.50 |
2,153.75 |
637.75 |
23.3% |
19.50 |
0.7% |
91% |
False |
False |
39,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,020.00 |
|
2.618 |
2,928.25 |
|
1.618 |
2,872.00 |
|
1.000 |
2,837.25 |
|
0.618 |
2,815.75 |
|
HIGH |
2,781.00 |
|
0.618 |
2,759.50 |
|
0.500 |
2,753.00 |
|
0.382 |
2,746.25 |
|
LOW |
2,724.75 |
|
0.618 |
2,690.00 |
|
1.000 |
2,668.50 |
|
1.618 |
2,633.75 |
|
2.618 |
2,577.50 |
|
4.250 |
2,485.75 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,753.00 |
2,758.00 |
| PP |
2,747.50 |
2,751.00 |
| S1 |
2,742.00 |
2,743.75 |
|