| Trading Metrics calculated at close of trading on 25-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
12,022 |
12,110 |
88 |
0.7% |
11,808 |
| High |
12,128 |
12,196 |
68 |
0.6% |
12,196 |
| Low |
12,003 |
12,107 |
104 |
0.9% |
11,802 |
| Close |
12,116 |
12,170 |
54 |
0.4% |
12,170 |
| Range |
125 |
89 |
-36 |
-28.8% |
394 |
| ATR |
175 |
168 |
-6 |
-3.5% |
0 |
| Volume |
107,690 |
94,254 |
-13,436 |
-12.5% |
511,412 |
|
| Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,425 |
12,386 |
12,219 |
|
| R3 |
12,336 |
12,297 |
12,195 |
|
| R2 |
12,247 |
12,247 |
12,186 |
|
| R1 |
12,208 |
12,208 |
12,178 |
12,228 |
| PP |
12,158 |
12,158 |
12,158 |
12,167 |
| S1 |
12,119 |
12,119 |
12,162 |
12,139 |
| S2 |
12,069 |
12,069 |
12,154 |
|
| S3 |
11,980 |
12,030 |
12,146 |
|
| S4 |
11,891 |
11,941 |
12,121 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,238 |
13,098 |
12,387 |
|
| R3 |
12,844 |
12,704 |
12,278 |
|
| R2 |
12,450 |
12,450 |
12,242 |
|
| R1 |
12,310 |
12,310 |
12,206 |
12,380 |
| PP |
12,056 |
12,056 |
12,056 |
12,091 |
| S1 |
11,916 |
11,916 |
12,134 |
11,986 |
| S2 |
11,662 |
11,662 |
12,098 |
|
| S3 |
11,268 |
11,522 |
12,062 |
|
| S4 |
10,874 |
11,128 |
11,953 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,196 |
11,802 |
394 |
3.2% |
127 |
1.0% |
93% |
True |
False |
102,282 |
| 10 |
12,196 |
11,451 |
745 |
6.1% |
198 |
1.6% |
97% |
True |
False |
136,802 |
| 20 |
12,226 |
11,451 |
775 |
6.4% |
194 |
1.6% |
93% |
False |
False |
78,129 |
| 40 |
12,311 |
11,451 |
860 |
7.1% |
153 |
1.3% |
84% |
False |
False |
39,101 |
| 60 |
12,311 |
11,410 |
901 |
7.4% |
131 |
1.1% |
84% |
False |
False |
26,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,574 |
|
2.618 |
12,429 |
|
1.618 |
12,340 |
|
1.000 |
12,285 |
|
0.618 |
12,251 |
|
HIGH |
12,196 |
|
0.618 |
12,162 |
|
0.500 |
12,152 |
|
0.382 |
12,141 |
|
LOW |
12,107 |
|
0.618 |
12,052 |
|
1.000 |
12,018 |
|
1.618 |
11,963 |
|
2.618 |
11,874 |
|
4.250 |
11,729 |
|
|
| Fisher Pivots for day following 25-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,164 |
12,131 |
| PP |
12,158 |
12,091 |
| S1 |
12,152 |
12,052 |
|