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 |
1,677.6 |
1,646.5 |
-31.1 |
-1.9% |
1,662.2 |
High |
1,679.5 |
1,647.0 |
-32.5 |
-1.9% |
1,696.9 |
Low |
1,638.7 |
1,612.3 |
-26.4 |
-1.6% |
1,644.3 |
Close |
1,670.0 |
1,612.3 |
-57.7 |
-3.5% |
1,669.3 |
Range |
40.8 |
34.7 |
-6.1 |
-15.0% |
52.6 |
ATR |
28.3 |
30.4 |
2.1 |
7.4% |
0.0 |
Volume |
1,165 |
1,122 |
-43 |
-3.7% |
575,113 |
|
Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,728.0 |
1,704.8 |
1,631.4 |
|
R3 |
1,693.3 |
1,670.1 |
1,621.8 |
|
R2 |
1,658.6 |
1,658.6 |
1,618.7 |
|
R1 |
1,635.4 |
1,635.4 |
1,615.5 |
1,629.7 |
PP |
1,623.9 |
1,623.9 |
1,623.9 |
1,621.0 |
S1 |
1,600.7 |
1,600.7 |
1,609.1 |
1,595.0 |
S2 |
1,589.2 |
1,589.2 |
1,605.9 |
|
S3 |
1,554.5 |
1,566.0 |
1,602.8 |
|
S4 |
1,519.8 |
1,531.3 |
1,593.2 |
|
|
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 |
1,682.8 |
1,612.3 |
70.5 |
4.4% |
25.5 |
1.6% |
0% |
False |
True |
12,065 |
10 |
1,696.9 |
1,612.3 |
84.6 |
5.2% |
26.9 |
1.7% |
0% |
False |
True |
87,923 |
20 |
1,717.4 |
1,612.3 |
105.1 |
6.5% |
28.0 |
1.7% |
0% |
False |
True |
126,776 |
40 |
1,792.7 |
1,612.3 |
180.4 |
11.2% |
28.2 |
1.7% |
0% |
False |
True |
143,045 |
60 |
1,792.7 |
1,612.3 |
180.4 |
11.2% |
27.8 |
1.7% |
0% |
False |
True |
119,335 |
80 |
1,792.7 |
1,526.2 |
266.5 |
16.5% |
28.9 |
1.8% |
32% |
False |
False |
90,814 |
100 |
1,799.8 |
1,526.2 |
273.6 |
17.0% |
29.6 |
1.8% |
31% |
False |
False |
73,397 |
120 |
1,808.0 |
1,526.2 |
281.8 |
17.5% |
29.7 |
1.8% |
31% |
False |
False |
61,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,794.5 |
2.618 |
1,737.8 |
1.618 |
1,703.1 |
1.000 |
1,681.7 |
0.618 |
1,668.4 |
HIGH |
1,647.0 |
0.618 |
1,633.7 |
0.500 |
1,629.7 |
0.382 |
1,625.6 |
LOW |
1,612.3 |
0.618 |
1,590.9 |
1.000 |
1,577.6 |
1.618 |
1,556.2 |
2.618 |
1,521.5 |
4.250 |
1,464.8 |
|
|
Fisher Pivots for day following 04-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,629.7 |
1,647.6 |
PP |
1,623.9 |
1,635.8 |
S1 |
1,618.1 |
1,624.1 |
|