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 |
1,660.6 |
1,670.4 |
9.8 |
0.6% |
1,662.2 |
High |
1,670.0 |
1,682.8 |
12.8 |
0.8% |
1,696.9 |
Low |
1,659.0 |
1,662.0 |
3.0 |
0.2% |
1,644.3 |
Close |
1,669.3 |
1,677.5 |
8.2 |
0.5% |
1,669.3 |
Range |
11.0 |
20.8 |
9.8 |
89.1% |
52.6 |
ATR |
27.8 |
27.3 |
-0.5 |
-1.8% |
0.0 |
Volume |
9,781 |
2,524 |
-7,257 |
-74.2% |
575,113 |
|
Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,736.5 |
1,727.8 |
1,688.9 |
|
R3 |
1,715.7 |
1,707.0 |
1,683.2 |
|
R2 |
1,694.9 |
1,694.9 |
1,681.3 |
|
R1 |
1,686.2 |
1,686.2 |
1,679.4 |
1,690.6 |
PP |
1,674.1 |
1,674.1 |
1,674.1 |
1,676.3 |
S1 |
1,665.4 |
1,665.4 |
1,675.6 |
1,669.8 |
S2 |
1,653.3 |
1,653.3 |
1,673.7 |
|
S3 |
1,632.5 |
1,644.6 |
1,671.8 |
|
S4 |
1,611.7 |
1,623.8 |
1,666.1 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,828.0 |
1,801.2 |
1,698.2 |
|
R3 |
1,775.4 |
1,748.6 |
1,683.8 |
|
R2 |
1,722.8 |
1,722.8 |
1,678.9 |
|
R1 |
1,696.0 |
1,696.0 |
1,674.1 |
1,709.4 |
PP |
1,670.2 |
1,670.2 |
1,670.2 |
1,676.9 |
S1 |
1,643.4 |
1,643.4 |
1,664.5 |
1,656.8 |
S2 |
1,617.6 |
1,617.6 |
1,659.7 |
|
S3 |
1,565.0 |
1,590.8 |
1,654.8 |
|
S4 |
1,512.4 |
1,538.2 |
1,640.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,696.9 |
1,644.3 |
52.6 |
3.1% |
20.2 |
1.2% |
63% |
False |
False |
80,089 |
10 |
1,696.9 |
1,627.5 |
69.4 |
4.1% |
23.2 |
1.4% |
72% |
False |
False |
115,221 |
20 |
1,717.4 |
1,627.5 |
89.9 |
5.4% |
27.4 |
1.6% |
56% |
False |
False |
144,672 |
40 |
1,792.7 |
1,627.5 |
165.2 |
9.8% |
28.0 |
1.7% |
30% |
False |
False |
150,076 |
60 |
1,792.7 |
1,609.0 |
183.7 |
11.0% |
27.2 |
1.6% |
37% |
False |
False |
119,581 |
80 |
1,792.7 |
1,526.2 |
266.5 |
15.9% |
28.9 |
1.7% |
57% |
False |
False |
90,879 |
100 |
1,808.0 |
1,526.2 |
281.8 |
16.8% |
29.4 |
1.8% |
54% |
False |
False |
73,486 |
120 |
1,808.0 |
1,526.2 |
281.8 |
16.8% |
29.5 |
1.8% |
54% |
False |
False |
61,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,771.2 |
2.618 |
1,737.3 |
1.618 |
1,716.5 |
1.000 |
1,703.6 |
0.618 |
1,695.7 |
HIGH |
1,682.8 |
0.618 |
1,674.9 |
0.500 |
1,672.4 |
0.382 |
1,669.9 |
LOW |
1,662.0 |
0.618 |
1,649.1 |
1.000 |
1,641.2 |
1.618 |
1,628.3 |
2.618 |
1,607.5 |
4.250 |
1,573.6 |
|
|
Fisher Pivots for day following 02-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,675.8 |
1,672.9 |
PP |
1,674.1 |
1,668.2 |
S1 |
1,672.4 |
1,663.6 |
|