Trading Metrics calculated at close of trading on 02-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
13,147.94 |
13,211.36 |
63.42 |
0.5% |
13,082.62 |
High |
13,224.49 |
13,297.11 |
72.62 |
0.5% |
13,264.98 |
Low |
13,147.78 |
13,153.69 |
5.91 |
0.0% |
13,032.67 |
Close |
13,212.04 |
13,264.49 |
52.45 |
0.4% |
13,212.04 |
Range |
76.71 |
143.42 |
66.71 |
87.0% |
232.31 |
ATR |
104.23 |
107.03 |
2.80 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,668.69 |
13,610.01 |
13,343.37 |
|
R3 |
13,525.27 |
13,466.59 |
13,303.93 |
|
R2 |
13,381.85 |
13,381.85 |
13,290.78 |
|
R1 |
13,323.17 |
13,323.17 |
13,277.64 |
13,352.51 |
PP |
13,238.43 |
13,238.43 |
13,238.43 |
13,253.10 |
S1 |
13,179.75 |
13,179.75 |
13,251.34 |
13,209.09 |
S2 |
13,095.01 |
13,095.01 |
13,238.20 |
|
S3 |
12,951.59 |
13,036.33 |
13,225.05 |
|
S4 |
12,808.17 |
12,892.91 |
13,185.61 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,866.83 |
13,771.74 |
13,339.81 |
|
R3 |
13,634.52 |
13,539.43 |
13,275.93 |
|
R2 |
13,402.21 |
13,402.21 |
13,254.63 |
|
R1 |
13,307.12 |
13,307.12 |
13,233.34 |
13,354.67 |
PP |
13,169.90 |
13,169.90 |
13,169.90 |
13,193.67 |
S1 |
13,074.81 |
13,074.81 |
13,190.74 |
13,122.36 |
S2 |
12,937.59 |
12,937.59 |
13,169.45 |
|
S3 |
12,705.28 |
12,842.50 |
13,148.15 |
|
S4 |
12,472.97 |
12,610.19 |
13,084.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,297.11 |
13,032.67 |
264.44 |
2.0% |
110.61 |
0.8% |
88% |
True |
False |
|
10 |
13,297.11 |
13,002.77 |
294.34 |
2.2% |
111.09 |
0.8% |
89% |
True |
False |
|
20 |
13,297.11 |
12,734.86 |
562.25 |
4.2% |
107.28 |
0.8% |
94% |
True |
False |
|
40 |
13,297.11 |
12,734.86 |
562.25 |
4.2% |
101.78 |
0.8% |
94% |
True |
False |
|
60 |
13,297.11 |
12,311.79 |
985.32 |
7.4% |
106.98 |
0.8% |
97% |
True |
False |
|
80 |
13,297.11 |
11,735.19 |
1,561.92 |
11.8% |
122.54 |
0.9% |
98% |
True |
False |
|
100 |
13,297.11 |
11,231.56 |
2,065.55 |
15.6% |
140.79 |
1.1% |
98% |
True |
False |
|
120 |
13,297.11 |
11,231.56 |
2,065.55 |
15.6% |
153.48 |
1.2% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,906.65 |
2.618 |
13,672.58 |
1.618 |
13,529.16 |
1.000 |
13,440.53 |
0.618 |
13,385.74 |
HIGH |
13,297.11 |
0.618 |
13,242.32 |
0.500 |
13,225.40 |
0.382 |
13,208.48 |
LOW |
13,153.69 |
0.618 |
13,065.06 |
1.000 |
13,010.27 |
1.618 |
12,921.64 |
2.618 |
12,778.22 |
4.250 |
12,544.16 |
|
|
Fisher Pivots for day following 02-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
13,251.46 |
13,231.29 |
PP |
13,238.43 |
13,198.09 |
S1 |
13,225.40 |
13,164.89 |
|