| Trading Metrics calculated at close of trading on 28-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,847.0 |
2,834.0 |
-13.0 |
-0.5% |
2,737.0 |
| High |
2,851.0 |
2,849.0 |
-2.0 |
-0.1% |
2,851.0 |
| Low |
2,825.0 |
2,822.0 |
-3.0 |
-0.1% |
2,735.0 |
| Close |
2,838.0 |
2,837.0 |
-1.0 |
0.0% |
2,838.0 |
| Range |
26.0 |
27.0 |
1.0 |
3.8% |
116.0 |
| ATR |
57.4 |
55.2 |
-2.2 |
-3.8% |
0.0 |
| Volume |
807,704 |
730,848 |
-76,856 |
-9.5% |
6,003,378 |
|
| Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,917.0 |
2,904.0 |
2,851.9 |
|
| R3 |
2,890.0 |
2,877.0 |
2,844.4 |
|
| R2 |
2,863.0 |
2,863.0 |
2,842.0 |
|
| R1 |
2,850.0 |
2,850.0 |
2,839.5 |
2,856.5 |
| PP |
2,836.0 |
2,836.0 |
2,836.0 |
2,839.3 |
| S1 |
2,823.0 |
2,823.0 |
2,834.5 |
2,829.5 |
| S2 |
2,809.0 |
2,809.0 |
2,832.1 |
|
| S3 |
2,782.0 |
2,796.0 |
2,829.6 |
|
| S4 |
2,755.0 |
2,769.0 |
2,822.2 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,156.0 |
3,113.0 |
2,901.8 |
|
| R3 |
3,040.0 |
2,997.0 |
2,869.9 |
|
| R2 |
2,924.0 |
2,924.0 |
2,859.3 |
|
| R1 |
2,881.0 |
2,881.0 |
2,848.6 |
2,902.5 |
| PP |
2,808.0 |
2,808.0 |
2,808.0 |
2,818.8 |
| S1 |
2,765.0 |
2,765.0 |
2,827.4 |
2,786.5 |
| S2 |
2,692.0 |
2,692.0 |
2,816.7 |
|
| S3 |
2,576.0 |
2,649.0 |
2,806.1 |
|
| S4 |
2,460.0 |
2,533.0 |
2,774.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,851.0 |
2,757.0 |
94.0 |
3.3% |
41.6 |
1.5% |
85% |
False |
False |
1,108,672 |
| 10 |
2,851.0 |
2,590.0 |
261.0 |
9.2% |
62.3 |
2.2% |
95% |
False |
False |
1,342,474 |
| 20 |
2,961.0 |
2,590.0 |
371.0 |
13.1% |
56.1 |
2.0% |
67% |
False |
False |
734,066 |
| 40 |
2,998.0 |
2,590.0 |
408.0 |
14.4% |
47.6 |
1.7% |
61% |
False |
False |
368,980 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.4% |
47.0 |
1.7% |
61% |
False |
False |
246,407 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.4% |
43.2 |
1.5% |
61% |
False |
False |
186,248 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.4% |
43.5 |
1.5% |
63% |
False |
False |
149,223 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.4% |
40.2 |
1.4% |
63% |
False |
False |
124,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,963.8 |
|
2.618 |
2,919.7 |
|
1.618 |
2,892.7 |
|
1.000 |
2,876.0 |
|
0.618 |
2,865.7 |
|
HIGH |
2,849.0 |
|
0.618 |
2,838.7 |
|
0.500 |
2,835.5 |
|
0.382 |
2,832.3 |
|
LOW |
2,822.0 |
|
0.618 |
2,805.3 |
|
1.000 |
2,795.0 |
|
1.618 |
2,778.3 |
|
2.618 |
2,751.3 |
|
4.250 |
2,707.3 |
|
|
| Fisher Pivots for day following 28-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,836.5 |
2,828.0 |
| PP |
2,836.0 |
2,819.0 |
| S1 |
2,835.5 |
2,810.0 |
|