| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,446.0 |
2,420.0 |
-26.0 |
-1.1% |
2,543.0 |
| High |
2,470.0 |
2,431.0 |
-39.0 |
-1.6% |
2,550.0 |
| Low |
2,410.0 |
2,376.0 |
-34.0 |
-1.4% |
2,425.0 |
| Close |
2,421.0 |
2,395.0 |
-26.0 |
-1.1% |
2,464.0 |
| Range |
60.0 |
55.0 |
-5.0 |
-8.3% |
125.0 |
| ATR |
44.1 |
44.9 |
0.8 |
1.8% |
0.0 |
| Volume |
1,050,478 |
1,428,862 |
378,384 |
36.0% |
4,991,816 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,565.7 |
2,535.3 |
2,425.3 |
|
| R3 |
2,510.7 |
2,480.3 |
2,410.1 |
|
| R2 |
2,455.7 |
2,455.7 |
2,405.1 |
|
| R1 |
2,425.3 |
2,425.3 |
2,400.0 |
2,413.0 |
| PP |
2,400.7 |
2,400.7 |
2,400.7 |
2,394.5 |
| S1 |
2,370.3 |
2,370.3 |
2,390.0 |
2,358.0 |
| S2 |
2,345.7 |
2,345.7 |
2,384.9 |
|
| S3 |
2,290.7 |
2,315.3 |
2,379.9 |
|
| S4 |
2,235.7 |
2,260.3 |
2,364.8 |
|
|
| 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 |
2,502.0 |
2,376.0 |
126.0 |
5.3% |
52.8 |
2.2% |
15% |
False |
True |
1,101,452 |
| 10 |
2,550.0 |
2,376.0 |
174.0 |
7.3% |
45.0 |
1.9% |
11% |
False |
True |
1,046,654 |
| 20 |
2,550.0 |
2,356.0 |
194.0 |
8.1% |
43.0 |
1.8% |
20% |
False |
False |
797,049 |
| 40 |
2,550.0 |
2,356.0 |
194.0 |
8.1% |
38.7 |
1.6% |
20% |
False |
False |
407,494 |
| 60 |
2,550.0 |
2,212.0 |
338.0 |
14.1% |
38.9 |
1.6% |
54% |
False |
False |
271,926 |
| 80 |
2,550.0 |
2,109.0 |
441.0 |
18.4% |
42.5 |
1.8% |
65% |
False |
False |
206,234 |
| 100 |
2,550.0 |
1,999.0 |
551.0 |
23.0% |
44.6 |
1.9% |
72% |
False |
False |
165,376 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
23.0% |
46.2 |
1.9% |
72% |
False |
False |
137,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,664.8 |
|
2.618 |
2,575.0 |
|
1.618 |
2,520.0 |
|
1.000 |
2,486.0 |
|
0.618 |
2,465.0 |
|
HIGH |
2,431.0 |
|
0.618 |
2,410.0 |
|
0.500 |
2,403.5 |
|
0.382 |
2,397.0 |
|
LOW |
2,376.0 |
|
0.618 |
2,342.0 |
|
1.000 |
2,321.0 |
|
1.618 |
2,287.0 |
|
2.618 |
2,232.0 |
|
4.250 |
2,142.3 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,403.5 |
2,439.0 |
| PP |
2,400.7 |
2,424.3 |
| S1 |
2,397.8 |
2,409.7 |
|