| 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 |
2,467.0 |
2,487.0 |
20.0 |
0.8% |
2,543.0 |
| High |
2,482.0 |
2,502.0 |
20.0 |
0.8% |
2,550.0 |
| Low |
2,437.0 |
2,448.0 |
11.0 |
0.5% |
2,425.0 |
| Close |
2,471.0 |
2,448.0 |
-23.0 |
-0.9% |
2,464.0 |
| Range |
45.0 |
54.0 |
9.0 |
20.0% |
125.0 |
| ATR |
42.0 |
42.9 |
0.9 |
2.0% |
0.0 |
| Volume |
930,061 |
971,415 |
41,354 |
4.4% |
4,991,816 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,628.0 |
2,592.0 |
2,477.7 |
|
| R3 |
2,574.0 |
2,538.0 |
2,462.9 |
|
| R2 |
2,520.0 |
2,520.0 |
2,457.9 |
|
| R1 |
2,484.0 |
2,484.0 |
2,453.0 |
2,475.0 |
| PP |
2,466.0 |
2,466.0 |
2,466.0 |
2,461.5 |
| S1 |
2,430.0 |
2,430.0 |
2,443.1 |
2,421.0 |
| S2 |
2,412.0 |
2,412.0 |
2,438.1 |
|
| S3 |
2,358.0 |
2,376.0 |
2,433.2 |
|
| S4 |
2,304.0 |
2,322.0 |
2,418.3 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,854.7 |
2,784.3 |
2,532.8 |
|
| R3 |
2,729.7 |
2,659.3 |
2,498.4 |
|
| R2 |
2,604.7 |
2,604.7 |
2,486.9 |
|
| R1 |
2,534.3 |
2,534.3 |
2,475.5 |
2,507.0 |
| PP |
2,479.7 |
2,479.7 |
2,479.7 |
2,466.0 |
| S1 |
2,409.3 |
2,409.3 |
2,452.5 |
2,382.0 |
| S2 |
2,354.7 |
2,354.7 |
2,441.1 |
|
| S3 |
2,229.7 |
2,284.3 |
2,429.6 |
|
| S4 |
2,104.7 |
2,159.3 |
2,395.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,530.0 |
2,425.0 |
105.0 |
4.3% |
50.2 |
2.1% |
22% |
False |
False |
1,057,680 |
| 10 |
2,550.0 |
2,425.0 |
125.0 |
5.1% |
39.9 |
1.6% |
18% |
False |
False |
1,066,560 |
| 20 |
2,550.0 |
2,356.0 |
194.0 |
7.9% |
42.5 |
1.7% |
47% |
False |
False |
685,258 |
| 40 |
2,550.0 |
2,356.0 |
194.0 |
7.9% |
37.6 |
1.5% |
47% |
False |
False |
345,540 |
| 60 |
2,550.0 |
2,212.0 |
338.0 |
13.8% |
38.2 |
1.6% |
70% |
False |
False |
230,627 |
| 80 |
2,550.0 |
2,109.0 |
441.0 |
18.0% |
42.5 |
1.7% |
77% |
False |
False |
175,360 |
| 100 |
2,550.0 |
1,999.0 |
551.0 |
22.5% |
44.8 |
1.8% |
81% |
False |
False |
140,597 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
22.5% |
46.1 |
1.9% |
81% |
False |
False |
117,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,731.5 |
|
2.618 |
2,643.4 |
|
1.618 |
2,589.4 |
|
1.000 |
2,556.0 |
|
0.618 |
2,535.4 |
|
HIGH |
2,502.0 |
|
0.618 |
2,481.4 |
|
0.500 |
2,475.0 |
|
0.382 |
2,468.6 |
|
LOW |
2,448.0 |
|
0.618 |
2,414.6 |
|
1.000 |
2,394.0 |
|
1.618 |
2,360.6 |
|
2.618 |
2,306.6 |
|
4.250 |
2,218.5 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,475.0 |
2,463.5 |
| PP |
2,466.0 |
2,458.3 |
| S1 |
2,457.0 |
2,453.2 |
|