| 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 |
2,438.0 |
2,370.0 |
-68.0 |
-2.8% |
2,467.0 |
| High |
2,442.0 |
2,382.0 |
-60.0 |
-2.5% |
2,502.0 |
| Low |
2,368.0 |
2,325.0 |
-43.0 |
-1.8% |
2,376.0 |
| Close |
2,384.0 |
2,333.0 |
-51.0 |
-2.1% |
2,413.0 |
| Range |
74.0 |
57.0 |
-17.0 |
-23.0% |
126.0 |
| ATR |
47.2 |
48.1 |
0.8 |
1.8% |
0.0 |
| Volume |
1,038,575 |
1,518,553 |
479,978 |
46.2% |
5,461,036 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,517.7 |
2,482.3 |
2,364.4 |
|
| R3 |
2,460.7 |
2,425.3 |
2,348.7 |
|
| R2 |
2,403.7 |
2,403.7 |
2,343.5 |
|
| R1 |
2,368.3 |
2,368.3 |
2,338.2 |
2,357.5 |
| PP |
2,346.7 |
2,346.7 |
2,346.7 |
2,341.3 |
| S1 |
2,311.3 |
2,311.3 |
2,327.8 |
2,300.5 |
| S2 |
2,289.7 |
2,289.7 |
2,322.6 |
|
| S3 |
2,232.7 |
2,254.3 |
2,317.3 |
|
| S4 |
2,175.7 |
2,197.3 |
2,301.7 |
|
|
| 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 |
2,445.0 |
2,325.0 |
120.0 |
5.1% |
55.8 |
2.4% |
7% |
False |
True |
1,261,080 |
| 10 |
2,502.0 |
2,325.0 |
177.0 |
7.6% |
54.1 |
2.3% |
5% |
False |
True |
1,162,407 |
| 20 |
2,550.0 |
2,325.0 |
225.0 |
9.6% |
45.1 |
1.9% |
4% |
False |
True |
1,032,800 |
| 40 |
2,550.0 |
2,325.0 |
225.0 |
9.6% |
41.1 |
1.8% |
4% |
False |
True |
529,369 |
| 60 |
2,550.0 |
2,235.0 |
315.0 |
13.5% |
39.5 |
1.7% |
31% |
False |
False |
353,158 |
| 80 |
2,550.0 |
2,109.0 |
441.0 |
18.9% |
41.1 |
1.8% |
51% |
False |
False |
266,364 |
| 100 |
2,550.0 |
1,999.0 |
551.0 |
23.6% |
44.9 |
1.9% |
61% |
False |
False |
214,135 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
23.6% |
46.3 |
2.0% |
61% |
False |
False |
178,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,624.3 |
|
2.618 |
2,531.2 |
|
1.618 |
2,474.2 |
|
1.000 |
2,439.0 |
|
0.618 |
2,417.2 |
|
HIGH |
2,382.0 |
|
0.618 |
2,360.2 |
|
0.500 |
2,353.5 |
|
0.382 |
2,346.8 |
|
LOW |
2,325.0 |
|
0.618 |
2,289.8 |
|
1.000 |
2,268.0 |
|
1.618 |
2,232.8 |
|
2.618 |
2,175.8 |
|
4.250 |
2,082.8 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,353.5 |
2,385.0 |
| PP |
2,346.7 |
2,367.7 |
| S1 |
2,339.8 |
2,350.3 |
|