| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1,692.3 |
1,682.7 |
-9.6 |
-0.6% |
1,662.0 |
| High |
1,699.6 |
1,687.2 |
-12.4 |
-0.7% |
1,672.5 |
| Low |
1,681.5 |
1,656.2 |
-25.3 |
-1.5% |
1,629.8 |
| Close |
1,687.7 |
1,660.5 |
-27.2 |
-1.6% |
1,664.9 |
| Range |
18.1 |
31.0 |
12.9 |
71.3% |
42.7 |
| ATR |
28.8 |
29.0 |
0.2 |
0.7% |
0.0 |
| Volume |
71,810 |
79,720 |
7,910 |
11.0% |
108,713 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,761.0 |
1,741.7 |
1,677.6 |
|
| R3 |
1,730.0 |
1,710.7 |
1,669.0 |
|
| R2 |
1,699.0 |
1,699.0 |
1,666.2 |
|
| R1 |
1,679.7 |
1,679.7 |
1,663.3 |
1,673.9 |
| PP |
1,668.0 |
1,668.0 |
1,668.0 |
1,665.0 |
| S1 |
1,648.7 |
1,648.7 |
1,657.7 |
1,642.9 |
| S2 |
1,637.0 |
1,637.0 |
1,654.8 |
|
| S3 |
1,606.0 |
1,617.7 |
1,652.0 |
|
| S4 |
1,575.0 |
1,586.7 |
1,643.5 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,783.8 |
1,767.1 |
1,688.4 |
|
| R3 |
1,741.1 |
1,724.4 |
1,676.6 |
|
| R2 |
1,698.4 |
1,698.4 |
1,672.7 |
|
| R1 |
1,681.7 |
1,681.7 |
1,668.8 |
1,690.1 |
| PP |
1,655.7 |
1,655.7 |
1,655.7 |
1,659.9 |
| S1 |
1,639.0 |
1,639.0 |
1,661.0 |
1,647.4 |
| S2 |
1,613.0 |
1,613.0 |
1,657.1 |
|
| S3 |
1,570.3 |
1,596.3 |
1,653.2 |
|
| S4 |
1,527.6 |
1,553.6 |
1,641.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,699.6 |
1,629.8 |
69.8 |
4.2% |
28.2 |
1.7% |
44% |
False |
False |
42,171 |
| 10 |
1,699.6 |
1,629.8 |
69.8 |
4.2% |
25.2 |
1.5% |
44% |
False |
False |
34,167 |
| 20 |
1,729.6 |
1,629.8 |
99.8 |
6.0% |
28.1 |
1.7% |
31% |
False |
False |
26,654 |
| 40 |
1,795.1 |
1,629.8 |
165.3 |
10.0% |
28.1 |
1.7% |
19% |
False |
False |
16,209 |
| 60 |
1,795.1 |
1,576.9 |
218.2 |
13.1% |
26.9 |
1.6% |
38% |
False |
False |
12,922 |
| 80 |
1,795.1 |
1,528.6 |
266.5 |
16.0% |
28.1 |
1.7% |
49% |
False |
False |
10,174 |
| 100 |
1,808.5 |
1,528.6 |
279.9 |
16.9% |
28.7 |
1.7% |
47% |
False |
False |
8,453 |
| 120 |
1,808.5 |
1,528.6 |
279.9 |
16.9% |
28.7 |
1.7% |
47% |
False |
False |
7,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,819.0 |
|
2.618 |
1,768.4 |
|
1.618 |
1,737.4 |
|
1.000 |
1,718.2 |
|
0.618 |
1,706.4 |
|
HIGH |
1,687.2 |
|
0.618 |
1,675.4 |
|
0.500 |
1,671.7 |
|
0.382 |
1,668.0 |
|
LOW |
1,656.2 |
|
0.618 |
1,637.0 |
|
1.000 |
1,625.2 |
|
1.618 |
1,606.0 |
|
2.618 |
1,575.0 |
|
4.250 |
1,524.5 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,671.7 |
1,677.9 |
| PP |
1,668.0 |
1,672.1 |
| S1 |
1,664.2 |
1,666.3 |
|