| Trading Metrics calculated at close of trading on 30-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,765.25 |
2,759.00 |
-6.25 |
-0.2% |
2,729.75 |
| High |
2,773.25 |
2,773.25 |
0.00 |
0.0% |
2,790.25 |
| Low |
2,737.00 |
2,740.25 |
3.25 |
0.1% |
2,729.00 |
| Close |
2,758.25 |
2,750.75 |
-7.50 |
-0.3% |
2,750.75 |
| Range |
36.25 |
33.00 |
-3.25 |
-9.0% |
61.25 |
| ATR |
30.44 |
30.62 |
0.18 |
0.6% |
0.00 |
| Volume |
246,572 |
209,242 |
-37,330 |
-15.1% |
1,075,556 |
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,853.75 |
2,835.25 |
2,769.00 |
|
| R3 |
2,820.75 |
2,802.25 |
2,759.75 |
|
| R2 |
2,787.75 |
2,787.75 |
2,756.75 |
|
| R1 |
2,769.25 |
2,769.25 |
2,753.75 |
2,762.00 |
| PP |
2,754.75 |
2,754.75 |
2,754.75 |
2,751.00 |
| S1 |
2,736.25 |
2,736.25 |
2,747.75 |
2,729.00 |
| S2 |
2,721.75 |
2,721.75 |
2,744.75 |
|
| S3 |
2,688.75 |
2,703.25 |
2,741.75 |
|
| S4 |
2,655.75 |
2,670.25 |
2,732.50 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,940.50 |
2,906.75 |
2,784.50 |
|
| R3 |
2,879.25 |
2,845.50 |
2,767.50 |
|
| R2 |
2,818.00 |
2,818.00 |
2,762.00 |
|
| R1 |
2,784.25 |
2,784.25 |
2,756.25 |
2,801.00 |
| PP |
2,756.75 |
2,756.75 |
2,756.75 |
2,765.00 |
| S1 |
2,723.00 |
2,723.00 |
2,745.25 |
2,740.00 |
| S2 |
2,695.50 |
2,695.50 |
2,739.50 |
|
| S3 |
2,634.25 |
2,661.75 |
2,734.00 |
|
| S4 |
2,573.00 |
2,600.50 |
2,717.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,790.25 |
2,729.00 |
61.25 |
2.2% |
35.25 |
1.3% |
36% |
False |
False |
215,111 |
| 10 |
2,790.25 |
2,700.25 |
90.00 |
3.3% |
32.00 |
1.2% |
56% |
False |
False |
215,964 |
| 20 |
2,790.25 |
2,569.75 |
220.50 |
8.0% |
29.50 |
1.1% |
82% |
False |
False |
200,920 |
| 40 |
2,790.25 |
2,504.50 |
285.75 |
10.4% |
27.75 |
1.0% |
86% |
False |
False |
100,655 |
| 60 |
2,790.25 |
2,330.25 |
460.00 |
16.7% |
24.75 |
0.9% |
91% |
False |
False |
67,112 |
| 80 |
2,790.25 |
2,206.50 |
583.75 |
21.2% |
23.00 |
0.8% |
93% |
False |
False |
50,335 |
| 100 |
2,790.25 |
2,153.75 |
636.50 |
23.1% |
21.00 |
0.8% |
94% |
False |
False |
40,269 |
| 120 |
2,790.25 |
2,153.75 |
636.50 |
23.1% |
18.50 |
0.7% |
94% |
False |
False |
33,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,913.50 |
|
2.618 |
2,859.75 |
|
1.618 |
2,826.75 |
|
1.000 |
2,806.25 |
|
0.618 |
2,793.75 |
|
HIGH |
2,773.25 |
|
0.618 |
2,760.75 |
|
0.500 |
2,756.75 |
|
0.382 |
2,752.75 |
|
LOW |
2,740.25 |
|
0.618 |
2,719.75 |
|
1.000 |
2,707.25 |
|
1.618 |
2,686.75 |
|
2.618 |
2,653.75 |
|
4.250 |
2,600.00 |
|
|
| Fisher Pivots for day following 30-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,756.75 |
2,763.50 |
| PP |
2,754.75 |
2,759.25 |
| S1 |
2,752.75 |
2,755.00 |
|