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 |
1,670.4 |
1,677.6 |
7.2 |
0.4% |
1,662.2 |
High |
1,682.8 |
1,679.5 |
-3.3 |
-0.2% |
1,696.9 |
Low |
1,662.0 |
1,638.7 |
-23.3 |
-1.4% |
1,644.3 |
Close |
1,677.5 |
1,670.0 |
-7.5 |
-0.4% |
1,669.3 |
Range |
20.8 |
40.8 |
20.0 |
96.2% |
52.6 |
ATR |
27.3 |
28.3 |
1.0 |
3.5% |
0.0 |
Volume |
2,524 |
1,165 |
-1,359 |
-53.8% |
575,113 |
|
Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,785.1 |
1,768.4 |
1,692.4 |
|
R3 |
1,744.3 |
1,727.6 |
1,681.2 |
|
R2 |
1,703.5 |
1,703.5 |
1,677.5 |
|
R1 |
1,686.8 |
1,686.8 |
1,673.7 |
1,674.8 |
PP |
1,662.7 |
1,662.7 |
1,662.7 |
1,656.7 |
S1 |
1,646.0 |
1,646.0 |
1,666.3 |
1,634.0 |
S2 |
1,621.9 |
1,621.9 |
1,662.5 |
|
S3 |
1,581.1 |
1,605.2 |
1,658.8 |
|
S4 |
1,540.3 |
1,564.4 |
1,647.6 |
|
|
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 |
1,684.5 |
1,638.7 |
45.8 |
2.7% |
24.7 |
1.5% |
68% |
False |
True |
48,346 |
10 |
1,696.9 |
1,627.5 |
69.4 |
4.2% |
24.9 |
1.5% |
61% |
False |
False |
101,030 |
20 |
1,717.4 |
1,627.5 |
89.9 |
5.4% |
27.1 |
1.6% |
47% |
False |
False |
133,654 |
40 |
1,792.7 |
1,627.5 |
165.2 |
9.9% |
28.3 |
1.7% |
26% |
False |
False |
146,892 |
60 |
1,792.7 |
1,609.0 |
183.7 |
11.0% |
27.5 |
1.6% |
33% |
False |
False |
119,449 |
80 |
1,792.7 |
1,526.2 |
266.5 |
16.0% |
29.2 |
1.7% |
54% |
False |
False |
90,835 |
100 |
1,803.9 |
1,526.2 |
277.7 |
16.6% |
29.6 |
1.8% |
52% |
False |
False |
73,460 |
120 |
1,808.0 |
1,526.2 |
281.8 |
16.9% |
29.6 |
1.8% |
51% |
False |
False |
61,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,852.9 |
2.618 |
1,786.3 |
1.618 |
1,745.5 |
1.000 |
1,720.3 |
0.618 |
1,704.7 |
HIGH |
1,679.5 |
0.618 |
1,663.9 |
0.500 |
1,659.1 |
0.382 |
1,654.3 |
LOW |
1,638.7 |
0.618 |
1,613.5 |
1.000 |
1,597.9 |
1.618 |
1,572.7 |
2.618 |
1,531.9 |
4.250 |
1,465.3 |
|
|
Fisher Pivots for day following 03-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,666.4 |
1,666.9 |
PP |
1,662.7 |
1,663.8 |
S1 |
1,659.1 |
1,660.8 |
|