| 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 |
12,110 |
12,170 |
60 |
0.5% |
11,808 |
| High |
12,196 |
12,208 |
12 |
0.1% |
12,196 |
| Low |
12,107 |
12,111 |
4 |
0.0% |
11,802 |
| Close |
12,170 |
12,114 |
-56 |
-0.5% |
12,170 |
| Range |
89 |
97 |
8 |
9.0% |
394 |
| ATR |
168 |
163 |
-5 |
-3.0% |
0 |
| Volume |
94,254 |
71,107 |
-23,147 |
-24.6% |
511,412 |
|
| Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,435 |
12,372 |
12,167 |
|
| R3 |
12,338 |
12,275 |
12,141 |
|
| R2 |
12,241 |
12,241 |
12,132 |
|
| R1 |
12,178 |
12,178 |
12,123 |
12,161 |
| PP |
12,144 |
12,144 |
12,144 |
12,136 |
| S1 |
12,081 |
12,081 |
12,105 |
12,064 |
| S2 |
12,047 |
12,047 |
12,096 |
|
| S3 |
11,950 |
11,984 |
12,087 |
|
| S4 |
11,853 |
11,887 |
12,061 |
|
|
| 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 |
12,208 |
11,907 |
301 |
2.5% |
104 |
0.9% |
69% |
True |
False |
93,816 |
| 10 |
12,208 |
11,451 |
757 |
6.2% |
192 |
1.6% |
88% |
True |
False |
129,687 |
| 20 |
12,226 |
11,451 |
775 |
6.4% |
191 |
1.6% |
86% |
False |
False |
81,632 |
| 40 |
12,311 |
11,451 |
860 |
7.1% |
150 |
1.2% |
77% |
False |
False |
40,878 |
| 60 |
12,311 |
11,410 |
901 |
7.4% |
132 |
1.1% |
78% |
False |
False |
27,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,620 |
|
2.618 |
12,462 |
|
1.618 |
12,365 |
|
1.000 |
12,305 |
|
0.618 |
12,268 |
|
HIGH |
12,208 |
|
0.618 |
12,171 |
|
0.500 |
12,160 |
|
0.382 |
12,148 |
|
LOW |
12,111 |
|
0.618 |
12,051 |
|
1.000 |
12,014 |
|
1.618 |
11,954 |
|
2.618 |
11,857 |
|
4.250 |
11,699 |
|
|
| Fisher Pivots for day following 28-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,160 |
12,111 |
| PP |
12,144 |
12,108 |
| S1 |
12,129 |
12,106 |
|