Trading Metrics calculated at close of trading on 05-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
13,198.19 |
13,067.18 |
-131.01 |
-1.0% |
13,082.62 |
High |
13,198.19 |
13,088.11 |
-110.08 |
-0.8% |
13,264.98 |
Low |
13,020.86 |
13,012.46 |
-8.40 |
-0.1% |
13,032.67 |
Close |
13,074.75 |
13,060.14 |
-14.61 |
-0.1% |
13,212.04 |
Range |
177.33 |
75.65 |
-101.68 |
-57.3% |
232.31 |
ATR |
113.95 |
111.21 |
-2.74 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,280.52 |
13,245.98 |
13,101.75 |
|
R3 |
13,204.87 |
13,170.33 |
13,080.94 |
|
R2 |
13,129.22 |
13,129.22 |
13,074.01 |
|
R1 |
13,094.68 |
13,094.68 |
13,067.07 |
13,074.13 |
PP |
13,053.57 |
13,053.57 |
13,053.57 |
13,043.29 |
S1 |
13,019.03 |
13,019.03 |
13,053.21 |
12,998.48 |
S2 |
12,977.92 |
12,977.92 |
13,046.27 |
|
S3 |
12,902.27 |
12,943.38 |
13,039.34 |
|
S4 |
12,826.62 |
12,867.73 |
13,018.53 |
|
|
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 |
13,012.46 |
284.65 |
2.2% |
121.45 |
0.9% |
17% |
False |
True |
|
10 |
13,297.11 |
13,002.77 |
294.34 |
2.3% |
119.88 |
0.9% |
19% |
False |
False |
|
20 |
13,297.11 |
12,906.43 |
390.68 |
3.0% |
105.05 |
0.8% |
39% |
False |
False |
|
40 |
13,297.11 |
12,734.86 |
562.25 |
4.3% |
104.85 |
0.8% |
58% |
False |
False |
|
60 |
13,297.11 |
12,311.79 |
985.32 |
7.5% |
108.80 |
0.8% |
76% |
False |
False |
|
80 |
13,297.11 |
11,735.19 |
1,561.92 |
12.0% |
119.32 |
0.9% |
85% |
False |
False |
|
100 |
13,297.11 |
11,231.56 |
2,065.55 |
15.8% |
136.70 |
1.0% |
89% |
False |
False |
|
120 |
13,297.11 |
11,231.56 |
2,065.55 |
15.8% |
153.12 |
1.2% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,409.62 |
2.618 |
13,286.16 |
1.618 |
13,210.51 |
1.000 |
13,163.76 |
0.618 |
13,134.86 |
HIGH |
13,088.11 |
0.618 |
13,059.21 |
0.500 |
13,050.29 |
0.382 |
13,041.36 |
LOW |
13,012.46 |
0.618 |
12,965.71 |
1.000 |
12,936.81 |
1.618 |
12,890.06 |
2.618 |
12,814.41 |
4.250 |
12,690.95 |
|
|
Fisher Pivots for day following 05-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
13,056.86 |
13,138.91 |
PP |
13,053.57 |
13,112.65 |
S1 |
13,050.29 |
13,086.40 |
|