| 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 |
1,694.5 |
1,683.0 |
-11.5 |
-0.7% |
1,666.4 |
| High |
1,700.9 |
1,687.3 |
-13.6 |
-0.8% |
1,673.1 |
| Low |
1,684.9 |
1,660.0 |
-24.9 |
-1.5% |
1,632.9 |
| Close |
1,690.1 |
1,662.9 |
-27.2 |
-1.6% |
1,667.3 |
| Range |
16.0 |
27.3 |
11.3 |
70.6% |
40.2 |
| ATR |
26.3 |
26.6 |
0.3 |
1.0% |
0.0 |
| Volume |
4,424 |
6,825 |
2,401 |
54.3% |
10,490 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,752.0 |
1,734.7 |
1,677.9 |
|
| R3 |
1,724.7 |
1,707.4 |
1,670.4 |
|
| R2 |
1,697.4 |
1,697.4 |
1,667.9 |
|
| R1 |
1,680.1 |
1,680.1 |
1,665.4 |
1,675.1 |
| PP |
1,670.1 |
1,670.1 |
1,670.1 |
1,667.6 |
| S1 |
1,652.8 |
1,652.8 |
1,660.4 |
1,647.8 |
| S2 |
1,642.8 |
1,642.8 |
1,657.9 |
|
| S3 |
1,615.5 |
1,625.5 |
1,655.4 |
|
| S4 |
1,588.2 |
1,598.2 |
1,647.9 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,778.4 |
1,763.0 |
1,689.4 |
|
| R3 |
1,738.2 |
1,722.8 |
1,678.4 |
|
| R2 |
1,698.0 |
1,698.0 |
1,674.7 |
|
| R1 |
1,682.6 |
1,682.6 |
1,671.0 |
1,690.3 |
| PP |
1,657.8 |
1,657.8 |
1,657.8 |
1,661.6 |
| S1 |
1,642.4 |
1,642.4 |
1,663.6 |
1,650.1 |
| S2 |
1,617.6 |
1,617.6 |
1,659.9 |
|
| S3 |
1,577.4 |
1,602.2 |
1,656.2 |
|
| S4 |
1,537.2 |
1,562.0 |
1,645.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,700.9 |
1,632.9 |
68.0 |
4.1% |
25.8 |
1.6% |
44% |
False |
False |
3,361 |
| 10 |
1,700.9 |
1,632.9 |
68.0 |
4.1% |
22.1 |
1.3% |
44% |
False |
False |
4,254 |
| 20 |
1,731.0 |
1,632.9 |
98.1 |
5.9% |
24.8 |
1.5% |
31% |
False |
False |
4,190 |
| 40 |
1,797.7 |
1,632.9 |
164.8 |
9.9% |
24.4 |
1.5% |
18% |
False |
False |
3,098 |
| 60 |
1,797.7 |
1,600.8 |
196.9 |
11.8% |
22.6 |
1.4% |
32% |
False |
False |
2,524 |
| 80 |
1,797.7 |
1,537.0 |
260.7 |
15.7% |
22.9 |
1.4% |
48% |
False |
False |
2,008 |
| 100 |
1,807.2 |
1,537.0 |
270.2 |
16.2% |
22.4 |
1.3% |
47% |
False |
False |
1,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,803.3 |
|
2.618 |
1,758.8 |
|
1.618 |
1,731.5 |
|
1.000 |
1,714.6 |
|
0.618 |
1,704.2 |
|
HIGH |
1,687.3 |
|
0.618 |
1,676.9 |
|
0.500 |
1,673.7 |
|
0.382 |
1,670.4 |
|
LOW |
1,660.0 |
|
0.618 |
1,643.1 |
|
1.000 |
1,632.7 |
|
1.618 |
1,615.8 |
|
2.618 |
1,588.5 |
|
4.250 |
1,544.0 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,673.7 |
1,680.5 |
| PP |
1,670.1 |
1,674.6 |
| S1 |
1,666.5 |
1,668.8 |
|