| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,729.75 |
2,775.75 |
46.00 |
1.7% |
2,708.50 |
| High |
2,778.00 |
2,789.50 |
11.50 |
0.4% |
2,748.50 |
| Low |
2,729.00 |
2,772.00 |
43.00 |
1.6% |
2,700.25 |
| Close |
2,777.00 |
2,775.75 |
-1.25 |
0.0% |
2,728.75 |
| Range |
49.00 |
17.50 |
-31.50 |
-64.3% |
48.25 |
| ATR |
30.12 |
29.22 |
-0.90 |
-3.0% |
0.00 |
| Volume |
202,381 |
179,109 |
-23,272 |
-11.5% |
1,084,085 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,831.50 |
2,821.25 |
2,785.50 |
|
| R3 |
2,814.00 |
2,803.75 |
2,780.50 |
|
| R2 |
2,796.50 |
2,796.50 |
2,779.00 |
|
| R1 |
2,786.25 |
2,786.25 |
2,777.25 |
2,784.50 |
| PP |
2,779.00 |
2,779.00 |
2,779.00 |
2,778.25 |
| S1 |
2,768.75 |
2,768.75 |
2,774.25 |
2,767.00 |
| S2 |
2,761.50 |
2,761.50 |
2,772.50 |
|
| S3 |
2,744.00 |
2,751.25 |
2,771.00 |
|
| S4 |
2,726.50 |
2,733.75 |
2,766.00 |
|
|
| 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 |
2,789.50 |
2,710.75 |
78.75 |
2.8% |
29.25 |
1.1% |
83% |
True |
False |
204,679 |
| 10 |
2,789.50 |
2,686.00 |
103.50 |
3.7% |
27.75 |
1.0% |
87% |
True |
False |
230,129 |
| 20 |
2,789.50 |
2,569.75 |
219.75 |
7.9% |
28.25 |
1.0% |
94% |
True |
False |
166,511 |
| 40 |
2,789.50 |
2,471.75 |
317.75 |
11.4% |
26.50 |
1.0% |
96% |
True |
False |
83,305 |
| 60 |
2,789.50 |
2,309.00 |
480.50 |
17.3% |
24.00 |
0.9% |
97% |
True |
False |
55,544 |
| 80 |
2,789.50 |
2,206.50 |
583.00 |
21.0% |
22.25 |
0.8% |
98% |
True |
False |
41,659 |
| 100 |
2,789.50 |
2,153.75 |
635.75 |
22.9% |
20.00 |
0.7% |
98% |
True |
False |
33,328 |
| 120 |
2,789.50 |
2,153.75 |
635.75 |
22.9% |
17.50 |
0.6% |
98% |
True |
False |
27,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,864.00 |
|
2.618 |
2,835.25 |
|
1.618 |
2,817.75 |
|
1.000 |
2,807.00 |
|
0.618 |
2,800.25 |
|
HIGH |
2,789.50 |
|
0.618 |
2,782.75 |
|
0.500 |
2,780.75 |
|
0.382 |
2,778.75 |
|
LOW |
2,772.00 |
|
0.618 |
2,761.25 |
|
1.000 |
2,754.50 |
|
1.618 |
2,743.75 |
|
2.618 |
2,726.25 |
|
4.250 |
2,697.50 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,780.75 |
2,767.25 |
| PP |
2,779.00 |
2,758.75 |
| S1 |
2,777.50 |
2,750.00 |
|