| 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 |
2,370.0 |
2,333.0 |
-37.0 |
-1.6% |
2,467.0 |
| High |
2,382.0 |
2,345.0 |
-37.0 |
-1.6% |
2,502.0 |
| Low |
2,325.0 |
2,296.0 |
-29.0 |
-1.2% |
2,376.0 |
| Close |
2,333.0 |
2,326.0 |
-7.0 |
-0.3% |
2,413.0 |
| Range |
57.0 |
49.0 |
-8.0 |
-14.0% |
126.0 |
| ATR |
48.1 |
48.1 |
0.1 |
0.1% |
0.0 |
| Volume |
1,518,553 |
1,347,941 |
-170,612 |
-11.2% |
5,461,036 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,469.3 |
2,446.7 |
2,353.0 |
|
| R3 |
2,420.3 |
2,397.7 |
2,339.5 |
|
| R2 |
2,371.3 |
2,371.3 |
2,335.0 |
|
| R1 |
2,348.7 |
2,348.7 |
2,330.5 |
2,335.5 |
| PP |
2,322.3 |
2,322.3 |
2,322.3 |
2,315.8 |
| S1 |
2,299.7 |
2,299.7 |
2,321.5 |
2,286.5 |
| S2 |
2,273.3 |
2,273.3 |
2,317.0 |
|
| S3 |
2,224.3 |
2,250.7 |
2,312.5 |
|
| S4 |
2,175.3 |
2,201.7 |
2,299.1 |
|
|
| 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 |
2,296.0 |
149.0 |
6.4% |
54.6 |
2.3% |
20% |
False |
True |
1,244,896 |
| 10 |
2,502.0 |
2,296.0 |
206.0 |
8.9% |
53.7 |
2.3% |
15% |
False |
True |
1,173,174 |
| 20 |
2,550.0 |
2,296.0 |
254.0 |
10.9% |
44.5 |
1.9% |
12% |
False |
True |
1,090,299 |
| 40 |
2,550.0 |
2,296.0 |
254.0 |
10.9% |
41.7 |
1.8% |
12% |
False |
True |
563,019 |
| 60 |
2,550.0 |
2,235.0 |
315.0 |
13.5% |
39.6 |
1.7% |
29% |
False |
False |
375,619 |
| 80 |
2,550.0 |
2,109.0 |
441.0 |
19.0% |
41.0 |
1.8% |
49% |
False |
False |
282,796 |
| 100 |
2,550.0 |
1,999.0 |
551.0 |
23.7% |
44.8 |
1.9% |
59% |
False |
False |
227,614 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
23.7% |
46.6 |
2.0% |
59% |
False |
False |
189,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,553.3 |
|
2.618 |
2,473.3 |
|
1.618 |
2,424.3 |
|
1.000 |
2,394.0 |
|
0.618 |
2,375.3 |
|
HIGH |
2,345.0 |
|
0.618 |
2,326.3 |
|
0.500 |
2,320.5 |
|
0.382 |
2,314.7 |
|
LOW |
2,296.0 |
|
0.618 |
2,265.7 |
|
1.000 |
2,247.0 |
|
1.618 |
2,216.7 |
|
2.618 |
2,167.7 |
|
4.250 |
2,087.8 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,324.2 |
2,369.0 |
| PP |
2,322.3 |
2,354.7 |
| S1 |
2,320.5 |
2,340.3 |
|