| 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 |
12,280.07 |
12,350.76 |
70.69 |
0.6% |
11,860.11 |
| High |
12,383.46 |
12,381.68 |
-1.78 |
0.0% |
12,259.79 |
| Low |
12,280.07 |
12,319.01 |
38.94 |
0.3% |
11,860.11 |
| Close |
12,350.61 |
12,319.73 |
-30.88 |
-0.3% |
12,220.59 |
| Range |
103.39 |
62.67 |
-40.72 |
-39.4% |
399.68 |
| ATR |
138.09 |
132.71 |
-5.39 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,528.15 |
12,486.61 |
12,354.20 |
|
| R3 |
12,465.48 |
12,423.94 |
12,336.96 |
|
| R2 |
12,402.81 |
12,402.81 |
12,331.22 |
|
| R1 |
12,361.27 |
12,361.27 |
12,325.47 |
12,350.71 |
| PP |
12,340.14 |
12,340.14 |
12,340.14 |
12,334.86 |
| S1 |
12,298.60 |
12,298.60 |
12,313.99 |
12,288.04 |
| S2 |
12,277.47 |
12,277.47 |
12,308.24 |
|
| S3 |
12,214.80 |
12,235.93 |
12,302.50 |
|
| S4 |
12,152.13 |
12,173.26 |
12,285.26 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,312.54 |
13,166.24 |
12,440.41 |
|
| R3 |
12,912.86 |
12,766.56 |
12,330.50 |
|
| R2 |
12,513.18 |
12,513.18 |
12,293.86 |
|
| R1 |
12,366.88 |
12,366.88 |
12,257.23 |
12,440.03 |
| PP |
12,113.50 |
12,113.50 |
12,113.50 |
12,150.07 |
| S1 |
11,967.20 |
11,967.20 |
12,183.95 |
12,040.35 |
| S2 |
11,713.82 |
11,713.82 |
12,147.32 |
|
| S3 |
11,314.14 |
11,567.52 |
12,110.68 |
|
| S4 |
10,914.46 |
11,167.84 |
12,000.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,383.46 |
12,170.71 |
212.75 |
1.7% |
88.42 |
0.7% |
70% |
False |
False |
|
| 10 |
12,383.46 |
11,777.23 |
606.23 |
4.9% |
110.54 |
0.9% |
89% |
False |
False |
|
| 20 |
12,383.46 |
11,555.48 |
827.98 |
6.7% |
154.56 |
1.3% |
92% |
False |
False |
|
| 40 |
12,391.29 |
11,555.48 |
835.81 |
6.8% |
132.29 |
1.1% |
91% |
False |
False |
|
| 60 |
12,391.29 |
11,555.48 |
835.81 |
6.8% |
118.78 |
1.0% |
91% |
False |
False |
|
| 80 |
12,391.29 |
11,327.49 |
1,063.80 |
8.6% |
106.10 |
0.9% |
93% |
False |
False |
|
| 100 |
12,391.29 |
10,929.28 |
1,462.01 |
11.9% |
110.52 |
0.9% |
95% |
False |
False |
|
| 120 |
12,391.29 |
10,913.84 |
1,477.45 |
12.0% |
112.76 |
0.9% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,648.03 |
|
2.618 |
12,545.75 |
|
1.618 |
12,483.08 |
|
1.000 |
12,444.35 |
|
0.618 |
12,420.41 |
|
HIGH |
12,381.68 |
|
0.618 |
12,357.74 |
|
0.500 |
12,350.35 |
|
0.382 |
12,342.95 |
|
LOW |
12,319.01 |
|
0.618 |
12,280.28 |
|
1.000 |
12,256.34 |
|
1.618 |
12,217.61 |
|
2.618 |
12,154.94 |
|
4.250 |
12,052.66 |
|
|
| Fisher Pivots for day following 31-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,350.35 |
12,305.98 |
| PP |
12,340.14 |
12,292.23 |
| S1 |
12,329.94 |
12,278.49 |
|