Trading Metrics calculated at close of trading on 04-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
13,258.96 |
13,198.19 |
-60.77 |
-0.5% |
13,082.62 |
High |
13,265.36 |
13,198.19 |
-67.17 |
-0.5% |
13,264.98 |
Low |
13,131.21 |
13,020.86 |
-110.35 |
-0.8% |
13,032.67 |
Close |
13,199.55 |
13,074.75 |
-124.80 |
-0.9% |
13,212.04 |
Range |
134.15 |
177.33 |
43.18 |
32.2% |
232.31 |
ATR |
108.97 |
113.95 |
4.98 |
4.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,629.92 |
13,529.67 |
13,172.28 |
|
R3 |
13,452.59 |
13,352.34 |
13,123.52 |
|
R2 |
13,275.26 |
13,275.26 |
13,107.26 |
|
R1 |
13,175.01 |
13,175.01 |
13,091.01 |
13,136.47 |
PP |
13,097.93 |
13,097.93 |
13,097.93 |
13,078.67 |
S1 |
12,997.68 |
12,997.68 |
13,058.49 |
12,959.14 |
S2 |
12,920.60 |
12,920.60 |
13,042.24 |
|
S3 |
12,743.27 |
12,820.35 |
13,025.98 |
|
S4 |
12,565.94 |
12,643.02 |
12,977.22 |
|
|
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 |
13,020.86 |
276.25 |
2.1% |
130.10 |
1.0% |
20% |
False |
True |
|
10 |
13,297.11 |
13,002.77 |
294.34 |
2.3% |
123.02 |
0.9% |
24% |
False |
False |
|
20 |
13,297.11 |
12,835.53 |
461.58 |
3.5% |
106.35 |
0.8% |
52% |
False |
False |
|
40 |
13,297.11 |
12,734.86 |
562.25 |
4.3% |
104.86 |
0.8% |
60% |
False |
False |
|
60 |
13,297.11 |
12,311.79 |
985.32 |
7.5% |
109.54 |
0.8% |
77% |
False |
False |
|
80 |
13,297.11 |
11,735.19 |
1,561.92 |
11.9% |
121.10 |
0.9% |
86% |
False |
False |
|
100 |
13,297.11 |
11,231.56 |
2,065.55 |
15.8% |
137.76 |
1.1% |
89% |
False |
False |
|
120 |
13,297.11 |
11,231.56 |
2,065.55 |
15.8% |
153.66 |
1.2% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,951.84 |
2.618 |
13,662.44 |
1.618 |
13,485.11 |
1.000 |
13,375.52 |
0.618 |
13,307.78 |
HIGH |
13,198.19 |
0.618 |
13,130.45 |
0.500 |
13,109.53 |
0.382 |
13,088.60 |
LOW |
13,020.86 |
0.618 |
12,911.27 |
1.000 |
12,843.53 |
1.618 |
12,733.94 |
2.618 |
12,556.61 |
4.250 |
12,267.21 |
|
|
Fisher Pivots for day following 04-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
13,109.53 |
13,158.99 |
PP |
13,097.93 |
13,130.91 |
S1 |
13,086.34 |
13,102.83 |
|