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 |
7,077.0 |
6,932.0 |
-145.0 |
-2.0% |
7,051.0 |
High |
7,095.0 |
6,977.5 |
-117.5 |
-1.7% |
7,167.0 |
Low |
6,937.5 |
6,782.0 |
-155.5 |
-2.2% |
6,854.5 |
Close |
6,977.5 |
6,799.0 |
-178.5 |
-2.6% |
6,961.0 |
Range |
157.5 |
195.5 |
38.0 |
24.1% |
312.5 |
ATR |
122.6 |
127.8 |
5.2 |
4.2% |
0.0 |
Volume |
138,660 |
188,252 |
49,592 |
35.8% |
686,562 |
|
Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,439.3 |
7,314.7 |
6,906.5 |
|
R3 |
7,243.8 |
7,119.2 |
6,852.8 |
|
R2 |
7,048.3 |
7,048.3 |
6,834.8 |
|
R1 |
6,923.7 |
6,923.7 |
6,816.9 |
6,888.3 |
PP |
6,852.8 |
6,852.8 |
6,852.8 |
6,835.1 |
S1 |
6,728.2 |
6,728.2 |
6,781.1 |
6,692.8 |
S2 |
6,657.3 |
6,657.3 |
6,763.2 |
|
S3 |
6,461.8 |
6,532.7 |
6,745.2 |
|
S4 |
6,266.3 |
6,337.2 |
6,691.5 |
|
|
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 |
7,103.5 |
6,782.0 |
321.5 |
4.7% |
150.5 |
2.2% |
5% |
False |
True |
156,898 |
10 |
7,167.0 |
6,782.0 |
385.0 |
5.7% |
141.2 |
2.1% |
4% |
False |
True |
148,104 |
20 |
7,211.0 |
6,689.5 |
521.5 |
7.7% |
121.5 |
1.8% |
21% |
False |
False |
117,692 |
40 |
7,211.0 |
6,617.5 |
593.5 |
8.7% |
113.5 |
1.7% |
31% |
False |
False |
59,731 |
60 |
7,211.0 |
6,096.5 |
1,114.5 |
16.4% |
107.9 |
1.6% |
63% |
False |
False |
39,941 |
80 |
7,211.0 |
5,641.5 |
1,569.5 |
23.1% |
108.9 |
1.6% |
74% |
False |
False |
30,410 |
100 |
7,211.0 |
5,409.0 |
1,802.0 |
26.5% |
117.7 |
1.7% |
77% |
False |
False |
24,495 |
120 |
7,211.0 |
5,409.0 |
1,802.0 |
26.5% |
127.3 |
1.9% |
77% |
False |
False |
20,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,808.4 |
2.618 |
7,489.3 |
1.618 |
7,293.8 |
1.000 |
7,173.0 |
0.618 |
7,098.3 |
HIGH |
6,977.5 |
0.618 |
6,902.8 |
0.500 |
6,879.8 |
0.382 |
6,856.7 |
LOW |
6,782.0 |
0.618 |
6,661.2 |
1.000 |
6,586.5 |
1.618 |
6,465.7 |
2.618 |
6,270.2 |
4.250 |
5,951.1 |
|
|
Fisher Pivots for day following 04-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
6,879.8 |
6,942.8 |
PP |
6,852.8 |
6,894.8 |
S1 |
6,825.9 |
6,846.9 |
|