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 |
6,982.5 |
7,077.0 |
94.5 |
1.4% |
7,051.0 |
High |
7,103.5 |
7,095.0 |
-8.5 |
-0.1% |
7,167.0 |
Low |
6,922.5 |
6,937.5 |
15.0 |
0.2% |
6,854.5 |
Close |
7,077.0 |
6,977.5 |
-99.5 |
-1.4% |
6,961.0 |
Range |
181.0 |
157.5 |
-23.5 |
-13.0% |
312.5 |
ATR |
120.0 |
122.6 |
2.7 |
2.2% |
0.0 |
Volume |
172,436 |
138,660 |
-33,776 |
-19.6% |
686,562 |
|
Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,475.8 |
7,384.2 |
7,064.1 |
|
R3 |
7,318.3 |
7,226.7 |
7,020.8 |
|
R2 |
7,160.8 |
7,160.8 |
7,006.4 |
|
R1 |
7,069.2 |
7,069.2 |
6,991.9 |
7,036.3 |
PP |
7,003.3 |
7,003.3 |
7,003.3 |
6,986.9 |
S1 |
6,911.7 |
6,911.7 |
6,963.1 |
6,878.8 |
S2 |
6,845.8 |
6,845.8 |
6,948.6 |
|
S3 |
6,688.3 |
6,754.2 |
6,934.2 |
|
S4 |
6,530.8 |
6,596.7 |
6,890.9 |
|
|
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 |
7,124.5 |
6,854.5 |
270.0 |
3.9% |
143.8 |
2.1% |
46% |
False |
False |
149,724 |
10 |
7,167.0 |
6,854.5 |
312.5 |
4.5% |
132.0 |
1.9% |
39% |
False |
False |
142,004 |
20 |
7,211.0 |
6,627.0 |
584.0 |
8.4% |
115.2 |
1.7% |
60% |
False |
False |
108,608 |
40 |
7,211.0 |
6,617.5 |
593.5 |
8.5% |
110.7 |
1.6% |
61% |
False |
False |
55,038 |
60 |
7,211.0 |
6,096.5 |
1,114.5 |
16.0% |
105.6 |
1.5% |
79% |
False |
False |
36,809 |
80 |
7,211.0 |
5,641.5 |
1,569.5 |
22.5% |
108.3 |
1.6% |
85% |
False |
False |
28,147 |
100 |
7,211.0 |
5,409.0 |
1,802.0 |
25.8% |
117.5 |
1.7% |
87% |
False |
False |
22,613 |
120 |
7,211.0 |
5,409.0 |
1,802.0 |
25.8% |
127.5 |
1.8% |
87% |
False |
False |
18,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,764.4 |
2.618 |
7,507.3 |
1.618 |
7,349.8 |
1.000 |
7,252.5 |
0.618 |
7,192.3 |
HIGH |
7,095.0 |
0.618 |
7,034.8 |
0.500 |
7,016.3 |
0.382 |
6,997.7 |
LOW |
6,937.5 |
0.618 |
6,840.2 |
1.000 |
6,780.0 |
1.618 |
6,682.7 |
2.618 |
6,525.2 |
4.250 |
6,268.1 |
|
|
Fisher Pivots for day following 03-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
7,016.3 |
7,007.3 |
PP |
7,003.3 |
6,997.3 |
S1 |
6,990.4 |
6,987.4 |
|