| 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 |
2,416.0 |
2,438.0 |
22.0 |
0.9% |
2,467.0 |
| High |
2,445.0 |
2,442.0 |
-3.0 |
-0.1% |
2,502.0 |
| Low |
2,383.0 |
2,368.0 |
-15.0 |
-0.6% |
2,376.0 |
| Close |
2,436.0 |
2,384.0 |
-52.0 |
-2.1% |
2,413.0 |
| Range |
62.0 |
74.0 |
12.0 |
19.4% |
126.0 |
| ATR |
45.2 |
47.2 |
2.1 |
4.6% |
0.0 |
| Volume |
1,239,192 |
1,038,575 |
-200,617 |
-16.2% |
5,461,036 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,620.0 |
2,576.0 |
2,424.7 |
|
| R3 |
2,546.0 |
2,502.0 |
2,404.4 |
|
| R2 |
2,472.0 |
2,472.0 |
2,397.6 |
|
| R1 |
2,428.0 |
2,428.0 |
2,390.8 |
2,413.0 |
| PP |
2,398.0 |
2,398.0 |
2,398.0 |
2,390.5 |
| S1 |
2,354.0 |
2,354.0 |
2,377.2 |
2,339.0 |
| S2 |
2,324.0 |
2,324.0 |
2,370.4 |
|
| S3 |
2,250.0 |
2,280.0 |
2,363.7 |
|
| S4 |
2,176.0 |
2,206.0 |
2,343.3 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,808.3 |
2,736.7 |
2,482.3 |
|
| R3 |
2,682.3 |
2,610.7 |
2,447.7 |
|
| R2 |
2,556.3 |
2,556.3 |
2,436.1 |
|
| R1 |
2,484.7 |
2,484.7 |
2,424.6 |
2,457.5 |
| PP |
2,430.3 |
2,430.3 |
2,430.3 |
2,416.8 |
| S1 |
2,358.7 |
2,358.7 |
2,401.5 |
2,331.5 |
| S2 |
2,304.3 |
2,304.3 |
2,389.9 |
|
| S3 |
2,178.3 |
2,232.7 |
2,378.4 |
|
| S4 |
2,052.3 |
2,106.7 |
2,343.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,470.0 |
2,368.0 |
102.0 |
4.3% |
56.4 |
2.4% |
16% |
False |
True |
1,167,465 |
| 10 |
2,530.0 |
2,368.0 |
162.0 |
6.8% |
53.3 |
2.2% |
10% |
False |
True |
1,112,572 |
| 20 |
2,550.0 |
2,362.0 |
188.0 |
7.9% |
43.8 |
1.8% |
12% |
False |
False |
959,119 |
| 40 |
2,550.0 |
2,356.0 |
194.0 |
8.1% |
40.2 |
1.7% |
14% |
False |
False |
491,429 |
| 60 |
2,550.0 |
2,235.0 |
315.0 |
13.2% |
39.7 |
1.7% |
47% |
False |
False |
327,851 |
| 80 |
2,550.0 |
2,109.0 |
441.0 |
18.5% |
41.1 |
1.7% |
62% |
False |
False |
247,546 |
| 100 |
2,550.0 |
1,999.0 |
551.0 |
23.1% |
44.8 |
1.9% |
70% |
False |
False |
198,952 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
23.1% |
46.1 |
1.9% |
70% |
False |
False |
165,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,756.5 |
|
2.618 |
2,635.7 |
|
1.618 |
2,561.7 |
|
1.000 |
2,516.0 |
|
0.618 |
2,487.7 |
|
HIGH |
2,442.0 |
|
0.618 |
2,413.7 |
|
0.500 |
2,405.0 |
|
0.382 |
2,396.3 |
|
LOW |
2,368.0 |
|
0.618 |
2,322.3 |
|
1.000 |
2,294.0 |
|
1.618 |
2,248.3 |
|
2.618 |
2,174.3 |
|
4.250 |
2,053.5 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,405.0 |
2,406.5 |
| PP |
2,398.0 |
2,399.0 |
| S1 |
2,391.0 |
2,391.5 |
|