| Trading Metrics calculated at close of trading on 02-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,759.00 |
2,758.00 |
-1.00 |
0.0% |
2,729.75 |
| High |
2,773.25 |
2,783.75 |
10.50 |
0.4% |
2,790.25 |
| Low |
2,740.25 |
2,743.50 |
3.25 |
0.1% |
2,729.00 |
| Close |
2,750.75 |
2,777.00 |
26.25 |
1.0% |
2,750.75 |
| Range |
33.00 |
40.25 |
7.25 |
22.0% |
61.25 |
| ATR |
30.62 |
31.31 |
0.69 |
2.2% |
0.00 |
| Volume |
209,242 |
210,984 |
1,742 |
0.8% |
1,075,556 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,888.75 |
2,873.25 |
2,799.25 |
|
| R3 |
2,848.50 |
2,833.00 |
2,788.00 |
|
| R2 |
2,808.25 |
2,808.25 |
2,784.50 |
|
| R1 |
2,792.75 |
2,792.75 |
2,780.75 |
2,800.50 |
| PP |
2,768.00 |
2,768.00 |
2,768.00 |
2,772.00 |
| S1 |
2,752.50 |
2,752.50 |
2,773.25 |
2,760.25 |
| S2 |
2,727.75 |
2,727.75 |
2,769.50 |
|
| S3 |
2,687.50 |
2,712.25 |
2,766.00 |
|
| S4 |
2,647.25 |
2,672.00 |
2,754.75 |
|
|
| 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 |
2,790.25 |
2,737.00 |
53.25 |
1.9% |
33.50 |
1.2% |
75% |
False |
False |
216,831 |
| 10 |
2,790.25 |
2,707.25 |
83.00 |
3.0% |
32.50 |
1.2% |
84% |
False |
False |
214,080 |
| 20 |
2,790.25 |
2,569.75 |
220.50 |
7.9% |
31.00 |
1.1% |
94% |
False |
False |
211,426 |
| 40 |
2,790.25 |
2,514.25 |
276.00 |
9.9% |
28.25 |
1.0% |
95% |
False |
False |
105,929 |
| 60 |
2,790.25 |
2,341.00 |
449.25 |
16.2% |
25.25 |
0.9% |
97% |
False |
False |
70,627 |
| 80 |
2,790.25 |
2,206.50 |
583.75 |
21.0% |
23.25 |
0.8% |
98% |
False |
False |
52,972 |
| 100 |
2,790.25 |
2,153.75 |
636.50 |
22.9% |
21.25 |
0.8% |
98% |
False |
False |
42,379 |
| 120 |
2,790.25 |
2,153.75 |
636.50 |
22.9% |
18.75 |
0.7% |
98% |
False |
False |
35,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,954.75 |
|
2.618 |
2,889.00 |
|
1.618 |
2,848.75 |
|
1.000 |
2,824.00 |
|
0.618 |
2,808.50 |
|
HIGH |
2,783.75 |
|
0.618 |
2,768.25 |
|
0.500 |
2,763.50 |
|
0.382 |
2,759.00 |
|
LOW |
2,743.50 |
|
0.618 |
2,718.75 |
|
1.000 |
2,703.25 |
|
1.618 |
2,678.50 |
|
2.618 |
2,638.25 |
|
4.250 |
2,572.50 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,772.50 |
2,771.50 |
| PP |
2,768.00 |
2,766.00 |
| S1 |
2,763.50 |
2,760.50 |
|