Trading Metrics calculated at close of trading on 03-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
13,211.36 |
13,258.96 |
47.60 |
0.4% |
13,082.62 |
High |
13,297.11 |
13,265.36 |
-31.75 |
-0.2% |
13,264.98 |
Low |
13,153.69 |
13,131.21 |
-22.48 |
-0.2% |
13,032.67 |
Close |
13,264.49 |
13,199.55 |
-64.94 |
-0.5% |
13,212.04 |
Range |
143.42 |
134.15 |
-9.27 |
-6.5% |
232.31 |
ATR |
107.03 |
108.97 |
1.94 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,601.16 |
13,534.50 |
13,273.33 |
|
R3 |
13,467.01 |
13,400.35 |
13,236.44 |
|
R2 |
13,332.86 |
13,332.86 |
13,224.14 |
|
R1 |
13,266.20 |
13,266.20 |
13,211.85 |
13,232.46 |
PP |
13,198.71 |
13,198.71 |
13,198.71 |
13,181.83 |
S1 |
13,132.05 |
13,132.05 |
13,187.25 |
13,098.31 |
S2 |
13,064.56 |
13,064.56 |
13,174.96 |
|
S3 |
12,930.41 |
12,997.90 |
13,162.66 |
|
S4 |
12,796.26 |
12,863.75 |
13,125.77 |
|
|
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% |
123.31 |
0.9% |
63% |
False |
False |
|
10 |
13,297.11 |
13,002.77 |
294.34 |
2.2% |
113.00 |
0.9% |
67% |
False |
False |
|
20 |
13,297.11 |
12,751.51 |
545.60 |
4.1% |
102.80 |
0.8% |
82% |
False |
False |
|
40 |
13,297.11 |
12,734.86 |
562.25 |
4.3% |
103.45 |
0.8% |
83% |
False |
False |
|
60 |
13,297.11 |
12,311.79 |
985.32 |
7.5% |
107.84 |
0.8% |
90% |
False |
False |
|
80 |
13,297.11 |
11,735.19 |
1,561.92 |
11.8% |
121.75 |
0.9% |
94% |
False |
False |
|
100 |
13,297.11 |
11,231.56 |
2,065.55 |
15.6% |
140.28 |
1.1% |
95% |
False |
False |
|
120 |
13,297.11 |
11,231.56 |
2,065.55 |
15.6% |
153.92 |
1.2% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,835.50 |
2.618 |
13,616.56 |
1.618 |
13,482.41 |
1.000 |
13,399.51 |
0.618 |
13,348.26 |
HIGH |
13,265.36 |
0.618 |
13,214.11 |
0.500 |
13,198.29 |
0.382 |
13,182.46 |
LOW |
13,131.21 |
0.618 |
13,048.31 |
1.000 |
12,997.06 |
1.618 |
12,914.16 |
2.618 |
12,780.01 |
4.250 |
12,561.07 |
|
|
Fisher Pivots for day following 03-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
13,199.13 |
13,214.16 |
PP |
13,198.71 |
13,209.29 |
S1 |
13,198.29 |
13,204.42 |
|