Trading Metrics calculated at close of trading on 02-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
6,936.0 |
6,982.5 |
46.5 |
0.7% |
7,051.0 |
High |
6,976.5 |
7,103.5 |
127.0 |
1.8% |
7,167.0 |
Low |
6,911.0 |
6,922.5 |
11.5 |
0.2% |
6,854.5 |
Close |
6,961.0 |
7,077.0 |
116.0 |
1.7% |
6,961.0 |
Range |
65.5 |
181.0 |
115.5 |
176.3% |
312.5 |
ATR |
115.3 |
120.0 |
4.7 |
4.1% |
0.0 |
Volume |
120,460 |
172,436 |
51,976 |
43.1% |
686,562 |
|
Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,577.3 |
7,508.2 |
7,176.6 |
|
R3 |
7,396.3 |
7,327.2 |
7,126.8 |
|
R2 |
7,215.3 |
7,215.3 |
7,110.2 |
|
R1 |
7,146.2 |
7,146.2 |
7,093.6 |
7,180.8 |
PP |
7,034.3 |
7,034.3 |
7,034.3 |
7,051.6 |
S1 |
6,965.2 |
6,965.2 |
7,060.4 |
6,999.8 |
S2 |
6,853.3 |
6,853.3 |
7,043.8 |
|
S3 |
6,672.3 |
6,784.2 |
7,027.2 |
|
S4 |
6,491.3 |
6,603.2 |
6,977.5 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,931.7 |
7,758.8 |
7,132.9 |
|
R3 |
7,619.2 |
7,446.3 |
7,046.9 |
|
R2 |
7,306.7 |
7,306.7 |
7,018.3 |
|
R1 |
7,133.8 |
7,133.8 |
6,989.6 |
7,064.0 |
PP |
6,994.2 |
6,994.2 |
6,994.2 |
6,959.3 |
S1 |
6,821.3 |
6,821.3 |
6,932.4 |
6,751.5 |
S2 |
6,681.7 |
6,681.7 |
6,903.7 |
|
S3 |
6,369.2 |
6,508.8 |
6,875.1 |
|
S4 |
6,056.7 |
6,196.3 |
6,789.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,167.0 |
6,854.5 |
312.5 |
4.4% |
130.7 |
1.8% |
71% |
False |
False |
146,645 |
10 |
7,167.0 |
6,854.5 |
312.5 |
4.4% |
128.2 |
1.8% |
71% |
False |
False |
140,468 |
20 |
7,211.0 |
6,617.5 |
593.5 |
8.4% |
120.2 |
1.7% |
77% |
False |
False |
101,930 |
40 |
7,211.0 |
6,617.5 |
593.5 |
8.4% |
109.3 |
1.5% |
77% |
False |
False |
51,578 |
60 |
7,211.0 |
6,090.0 |
1,121.0 |
15.8% |
104.9 |
1.5% |
88% |
False |
False |
34,504 |
80 |
7,211.0 |
5,641.5 |
1,569.5 |
22.2% |
109.4 |
1.5% |
91% |
False |
False |
26,469 |
100 |
7,211.0 |
5,409.0 |
1,802.0 |
25.5% |
117.1 |
1.7% |
93% |
False |
False |
21,227 |
120 |
7,211.0 |
5,409.0 |
1,802.0 |
25.5% |
127.9 |
1.8% |
93% |
False |
False |
17,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,872.8 |
2.618 |
7,577.4 |
1.618 |
7,396.4 |
1.000 |
7,284.5 |
0.618 |
7,215.4 |
HIGH |
7,103.5 |
0.618 |
7,034.4 |
0.500 |
7,013.0 |
0.382 |
6,991.6 |
LOW |
6,922.5 |
0.618 |
6,810.6 |
1.000 |
6,741.5 |
1.618 |
6,629.6 |
2.618 |
6,448.6 |
4.250 |
6,153.3 |
|
|
Fisher Pivots for day following 02-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
7,055.7 |
7,044.3 |
PP |
7,034.3 |
7,011.7 |
S1 |
7,013.0 |
6,979.0 |
|