| Trading Metrics calculated at close of trading on 31-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1,421.8 |
1,424.7 |
2.9 |
0.2% |
1,427.0 |
| High |
1,432.4 |
1,442.0 |
9.6 |
0.7% |
1,451.1 |
| Low |
1,415.4 |
1,424.7 |
9.3 |
0.7% |
1,422.4 |
| Close |
1,426.4 |
1,441.3 |
14.9 |
1.0% |
1,429.1 |
| Range |
17.0 |
17.3 |
0.3 |
1.8% |
28.7 |
| ATR |
16.8 |
16.8 |
0.0 |
0.2% |
0.0 |
| Volume |
1,818 |
1,911 |
93 |
5.1% |
10,593 |
|
| Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,487.9 |
1,481.9 |
1,450.8 |
|
| R3 |
1,470.6 |
1,464.6 |
1,446.1 |
|
| R2 |
1,453.3 |
1,453.3 |
1,444.5 |
|
| R1 |
1,447.3 |
1,447.3 |
1,442.9 |
1,450.3 |
| PP |
1,436.0 |
1,436.0 |
1,436.0 |
1,437.5 |
| S1 |
1,430.0 |
1,430.0 |
1,439.7 |
1,433.0 |
| S2 |
1,418.7 |
1,418.7 |
1,438.1 |
|
| S3 |
1,401.4 |
1,412.7 |
1,436.5 |
|
| S4 |
1,384.1 |
1,395.4 |
1,431.8 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,520.3 |
1,503.4 |
1,444.9 |
|
| R3 |
1,491.6 |
1,474.7 |
1,437.0 |
|
| R2 |
1,462.9 |
1,462.9 |
1,434.4 |
|
| R1 |
1,446.0 |
1,446.0 |
1,431.7 |
1,454.5 |
| PP |
1,434.2 |
1,434.2 |
1,434.2 |
1,438.4 |
| S1 |
1,417.3 |
1,417.3 |
1,426.5 |
1,425.8 |
| S2 |
1,405.5 |
1,405.5 |
1,423.8 |
|
| S3 |
1,376.8 |
1,388.6 |
1,421.2 |
|
| S4 |
1,348.1 |
1,359.9 |
1,413.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,442.0 |
1,413.5 |
28.5 |
2.0% |
15.5 |
1.1% |
98% |
True |
False |
3,290 |
| 10 |
1,451.1 |
1,411.0 |
40.1 |
2.8% |
15.0 |
1.0% |
76% |
False |
False |
2,424 |
| 20 |
1,451.1 |
1,389.8 |
61.3 |
4.3% |
16.4 |
1.1% |
84% |
False |
False |
2,056 |
| 40 |
1,451.1 |
1,328.7 |
122.4 |
8.5% |
15.1 |
1.0% |
92% |
False |
False |
1,758 |
| 60 |
1,451.1 |
1,314.2 |
136.9 |
9.5% |
15.9 |
1.1% |
93% |
False |
False |
1,447 |
| 80 |
1,451.1 |
1,314.2 |
136.9 |
9.5% |
15.2 |
1.1% |
93% |
False |
False |
1,163 |
| 100 |
1,451.1 |
1,314.2 |
136.9 |
9.5% |
15.5 |
1.1% |
93% |
False |
False |
1,096 |
| 120 |
1,451.1 |
1,314.2 |
136.9 |
9.5% |
13.9 |
1.0% |
93% |
False |
False |
1,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,515.5 |
|
2.618 |
1,487.3 |
|
1.618 |
1,470.0 |
|
1.000 |
1,459.3 |
|
0.618 |
1,452.7 |
|
HIGH |
1,442.0 |
|
0.618 |
1,435.4 |
|
0.500 |
1,433.4 |
|
0.382 |
1,431.3 |
|
LOW |
1,424.7 |
|
0.618 |
1,414.0 |
|
1.000 |
1,407.4 |
|
1.618 |
1,396.7 |
|
2.618 |
1,379.4 |
|
4.250 |
1,351.2 |
|
|
| Fisher Pivots for day following 31-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,438.7 |
1,437.0 |
| PP |
1,436.0 |
1,432.6 |
| S1 |
1,433.4 |
1,428.3 |
|