| Trading Metrics calculated at close of trading on 30-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,836.0 |
2,862.0 |
26.0 |
0.9% |
2,737.0 |
| High |
2,845.0 |
2,871.0 |
26.0 |
0.9% |
2,851.0 |
| Low |
2,806.0 |
2,847.0 |
41.0 |
1.5% |
2,735.0 |
| Close |
2,835.0 |
2,856.0 |
21.0 |
0.7% |
2,838.0 |
| Range |
39.0 |
24.0 |
-15.0 |
-38.5% |
116.0 |
| ATR |
54.1 |
52.8 |
-1.3 |
-2.4% |
0.0 |
| Volume |
948,323 |
931,338 |
-16,985 |
-1.8% |
6,003,378 |
|
| Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,930.0 |
2,917.0 |
2,869.2 |
|
| R3 |
2,906.0 |
2,893.0 |
2,862.6 |
|
| R2 |
2,882.0 |
2,882.0 |
2,860.4 |
|
| R1 |
2,869.0 |
2,869.0 |
2,858.2 |
2,863.5 |
| PP |
2,858.0 |
2,858.0 |
2,858.0 |
2,855.3 |
| S1 |
2,845.0 |
2,845.0 |
2,853.8 |
2,839.5 |
| S2 |
2,834.0 |
2,834.0 |
2,851.6 |
|
| S3 |
2,810.0 |
2,821.0 |
2,849.4 |
|
| S4 |
2,786.0 |
2,797.0 |
2,842.8 |
|
|
| 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 |
2,871.0 |
2,769.0 |
102.0 |
3.6% |
38.2 |
1.3% |
85% |
True |
False |
976,284 |
| 10 |
2,871.0 |
2,645.0 |
226.0 |
7.9% |
46.1 |
1.6% |
93% |
True |
False |
1,205,282 |
| 20 |
2,927.0 |
2,590.0 |
337.0 |
11.8% |
53.5 |
1.9% |
79% |
False |
False |
826,453 |
| 40 |
2,998.0 |
2,590.0 |
408.0 |
14.3% |
47.2 |
1.7% |
65% |
False |
False |
415,730 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.3% |
46.4 |
1.6% |
65% |
False |
False |
277,647 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.3% |
43.1 |
1.5% |
65% |
False |
False |
209,728 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.3% |
43.6 |
1.5% |
68% |
False |
False |
168,009 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.3% |
40.5 |
1.4% |
68% |
False |
False |
140,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,973.0 |
|
2.618 |
2,933.8 |
|
1.618 |
2,909.8 |
|
1.000 |
2,895.0 |
|
0.618 |
2,885.8 |
|
HIGH |
2,871.0 |
|
0.618 |
2,861.8 |
|
0.500 |
2,859.0 |
|
0.382 |
2,856.2 |
|
LOW |
2,847.0 |
|
0.618 |
2,832.2 |
|
1.000 |
2,823.0 |
|
1.618 |
2,808.2 |
|
2.618 |
2,784.2 |
|
4.250 |
2,745.0 |
|
|
| Fisher Pivots for day following 30-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,859.0 |
2,850.2 |
| PP |
2,858.0 |
2,844.3 |
| S1 |
2,857.0 |
2,838.5 |
|