| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
13,082.62 |
13,242.09 |
159.47 |
1.2% |
13,231.94 |
| High |
13,243.86 |
13,264.98 |
21.12 |
0.2% |
13,269.71 |
| Low |
13,082.39 |
13,194.33 |
111.94 |
0.9% |
13,002.77 |
| Close |
13,241.63 |
13,197.73 |
-43.90 |
-0.3% |
13,080.73 |
| Range |
161.47 |
70.65 |
-90.82 |
-56.2% |
266.94 |
| ATR |
104.72 |
102.28 |
-2.43 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,430.96 |
13,385.00 |
13,236.59 |
|
| R3 |
13,360.31 |
13,314.35 |
13,217.16 |
|
| R2 |
13,289.66 |
13,289.66 |
13,210.68 |
|
| R1 |
13,243.70 |
13,243.70 |
13,204.21 |
13,231.36 |
| PP |
13,219.01 |
13,219.01 |
13,219.01 |
13,212.84 |
| S1 |
13,173.05 |
13,173.05 |
13,191.25 |
13,160.71 |
| S2 |
13,148.36 |
13,148.36 |
13,184.78 |
|
| S3 |
13,077.71 |
13,102.40 |
13,178.30 |
|
| S4 |
13,007.06 |
13,031.75 |
13,158.87 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,918.56 |
13,766.58 |
13,227.55 |
|
| R3 |
13,651.62 |
13,499.64 |
13,154.14 |
|
| R2 |
13,384.68 |
13,384.68 |
13,129.67 |
|
| R1 |
13,232.70 |
13,232.70 |
13,105.20 |
13,175.22 |
| PP |
13,117.74 |
13,117.74 |
13,117.74 |
13,089.00 |
| S1 |
12,965.76 |
12,965.76 |
13,056.26 |
12,908.28 |
| S2 |
12,850.80 |
12,850.80 |
13,031.79 |
|
| S3 |
12,583.86 |
12,698.82 |
13,007.32 |
|
| S4 |
12,316.92 |
12,431.88 |
12,933.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,264.98 |
13,002.77 |
262.21 |
2.0% |
102.68 |
0.8% |
74% |
True |
False |
|
| 10 |
13,289.08 |
13,002.77 |
286.31 |
2.2% |
88.55 |
0.7% |
68% |
False |
False |
|
| 20 |
13,289.08 |
12,734.86 |
554.22 |
4.2% |
102.11 |
0.8% |
84% |
False |
False |
|
| 40 |
13,289.08 |
12,567.33 |
721.75 |
5.5% |
103.11 |
0.8% |
87% |
False |
False |
|
| 60 |
13,289.08 |
12,213.78 |
1,075.30 |
8.1% |
108.60 |
0.8% |
92% |
False |
False |
|
| 80 |
13,289.08 |
11,735.19 |
1,553.89 |
11.8% |
123.15 |
0.9% |
94% |
False |
False |
|
| 100 |
13,289.08 |
11,231.56 |
2,057.52 |
15.6% |
144.32 |
1.1% |
96% |
False |
False |
|
| 120 |
13,289.08 |
10,738.10 |
2,550.98 |
19.3% |
157.77 |
1.2% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,565.24 |
|
2.618 |
13,449.94 |
|
1.618 |
13,379.29 |
|
1.000 |
13,335.63 |
|
0.618 |
13,308.64 |
|
HIGH |
13,264.98 |
|
0.618 |
13,237.99 |
|
0.500 |
13,229.66 |
|
0.382 |
13,221.32 |
|
LOW |
13,194.33 |
|
0.618 |
13,150.67 |
|
1.000 |
13,123.68 |
|
1.618 |
13,080.02 |
|
2.618 |
13,009.37 |
|
4.250 |
12,894.07 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,229.66 |
13,176.45 |
| PP |
13,219.01 |
13,155.16 |
| S1 |
13,208.37 |
13,133.88 |
|