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 |
1,646.5 |
1,620.8 |
-25.7 |
-1.6% |
1,662.2 |
High |
1,647.0 |
1,633.2 |
-13.8 |
-0.8% |
1,696.9 |
Low |
1,612.3 |
1,620.4 |
8.1 |
0.5% |
1,644.3 |
Close |
1,612.3 |
1,628.5 |
16.2 |
1.0% |
1,669.3 |
Range |
34.7 |
12.8 |
-21.9 |
-63.1% |
52.6 |
ATR |
30.4 |
29.7 |
-0.7 |
-2.2% |
0.0 |
Volume |
1,122 |
287 |
-835 |
-74.4% |
575,113 |
|
Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,665.8 |
1,659.9 |
1,635.5 |
|
R3 |
1,653.0 |
1,647.1 |
1,632.0 |
|
R2 |
1,640.2 |
1,640.2 |
1,630.8 |
|
R1 |
1,634.3 |
1,634.3 |
1,629.7 |
1,637.3 |
PP |
1,627.4 |
1,627.4 |
1,627.4 |
1,628.8 |
S1 |
1,621.5 |
1,621.5 |
1,627.3 |
1,624.5 |
S2 |
1,614.6 |
1,614.6 |
1,626.2 |
|
S3 |
1,601.8 |
1,608.7 |
1,625.0 |
|
S4 |
1,589.0 |
1,595.9 |
1,621.5 |
|
|
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 |
4.3% |
24.0 |
1.5% |
23% |
False |
False |
2,975 |
10 |
1,696.9 |
1,612.3 |
84.6 |
5.2% |
25.2 |
1.5% |
19% |
False |
False |
71,618 |
20 |
1,717.4 |
1,612.3 |
105.1 |
6.5% |
27.6 |
1.7% |
15% |
False |
False |
119,499 |
40 |
1,792.7 |
1,612.3 |
180.4 |
11.1% |
27.8 |
1.7% |
9% |
False |
False |
139,576 |
60 |
1,792.7 |
1,612.3 |
180.4 |
11.1% |
27.5 |
1.7% |
9% |
False |
False |
119,010 |
80 |
1,792.7 |
1,526.2 |
266.5 |
16.4% |
28.8 |
1.8% |
38% |
False |
False |
90,733 |
100 |
1,799.8 |
1,526.2 |
273.6 |
16.8% |
29.4 |
1.8% |
37% |
False |
False |
73,371 |
120 |
1,808.0 |
1,526.2 |
281.8 |
17.3% |
29.5 |
1.8% |
36% |
False |
False |
61,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,687.6 |
2.618 |
1,666.7 |
1.618 |
1,653.9 |
1.000 |
1,646.0 |
0.618 |
1,641.1 |
HIGH |
1,633.2 |
0.618 |
1,628.3 |
0.500 |
1,626.8 |
0.382 |
1,625.3 |
LOW |
1,620.4 |
0.618 |
1,612.5 |
1.000 |
1,607.6 |
1.618 |
1,599.7 |
2.618 |
1,586.9 |
4.250 |
1,566.0 |
|
|
Fisher Pivots for day following 05-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,627.9 |
1,645.9 |
PP |
1,627.4 |
1,640.1 |
S1 |
1,626.8 |
1,634.3 |
|