| 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 |
1,676.6 |
1,697.3 |
20.7 |
1.2% |
1,672.9 |
| High |
1,701.4 |
1,704.5 |
3.1 |
0.2% |
1,678.2 |
| Low |
1,667.8 |
1,688.7 |
20.9 |
1.3% |
1,638.0 |
| Close |
1,694.9 |
1,694.3 |
-0.6 |
0.0% |
1,671.5 |
| Range |
33.6 |
15.8 |
-17.8 |
-53.0% |
40.2 |
| ATR |
27.6 |
26.8 |
-0.8 |
-3.1% |
0.0 |
| Volume |
1,446 |
2,912 |
1,466 |
101.4% |
8,408 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,743.2 |
1,734.6 |
1,703.0 |
|
| R3 |
1,727.4 |
1,718.8 |
1,698.6 |
|
| R2 |
1,711.6 |
1,711.6 |
1,697.2 |
|
| R1 |
1,703.0 |
1,703.0 |
1,695.7 |
1,699.4 |
| PP |
1,695.8 |
1,695.8 |
1,695.8 |
1,694.1 |
| S1 |
1,687.2 |
1,687.2 |
1,692.9 |
1,683.6 |
| S2 |
1,680.0 |
1,680.0 |
1,691.4 |
|
| S3 |
1,664.2 |
1,671.4 |
1,690.0 |
|
| S4 |
1,648.4 |
1,655.6 |
1,685.6 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,783.2 |
1,767.5 |
1,693.6 |
|
| R3 |
1,743.0 |
1,727.3 |
1,682.6 |
|
| R2 |
1,702.8 |
1,702.8 |
1,678.9 |
|
| R1 |
1,687.1 |
1,687.1 |
1,675.2 |
1,674.9 |
| PP |
1,662.6 |
1,662.6 |
1,662.6 |
1,656.4 |
| S1 |
1,646.9 |
1,646.9 |
1,667.8 |
1,634.7 |
| S2 |
1,622.4 |
1,622.4 |
1,664.1 |
|
| S3 |
1,582.2 |
1,606.7 |
1,660.4 |
|
| S4 |
1,542.0 |
1,566.5 |
1,649.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,704.5 |
1,638.0 |
66.5 |
3.9% |
21.6 |
1.3% |
85% |
True |
False |
2,070 |
| 10 |
1,704.5 |
1,638.0 |
66.5 |
3.9% |
24.3 |
1.4% |
85% |
True |
False |
2,028 |
| 20 |
1,800.9 |
1,638.0 |
162.9 |
9.6% |
30.2 |
1.8% |
35% |
False |
False |
2,253 |
| 40 |
1,800.9 |
1,638.0 |
162.9 |
9.6% |
26.0 |
1.5% |
35% |
False |
False |
1,950 |
| 60 |
1,800.9 |
1,568.3 |
232.6 |
13.7% |
25.0 |
1.5% |
54% |
False |
False |
2,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,771.7 |
|
2.618 |
1,745.9 |
|
1.618 |
1,730.1 |
|
1.000 |
1,720.3 |
|
0.618 |
1,714.3 |
|
HIGH |
1,704.5 |
|
0.618 |
1,698.5 |
|
0.500 |
1,696.6 |
|
0.382 |
1,694.7 |
|
LOW |
1,688.7 |
|
0.618 |
1,678.9 |
|
1.000 |
1,672.9 |
|
1.618 |
1,663.1 |
|
2.618 |
1,647.3 |
|
4.250 |
1,621.6 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,696.6 |
1,689.0 |
| PP |
1,695.8 |
1,683.6 |
| S1 |
1,695.1 |
1,678.3 |
|