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 |
6,932.0 |
6,814.0 |
-118.0 |
-1.7% |
7,051.0 |
High |
6,977.5 |
6,842.5 |
-135.0 |
-1.9% |
7,167.0 |
Low |
6,782.0 |
6,695.0 |
-87.0 |
-1.3% |
6,854.5 |
Close |
6,799.0 |
6,790.0 |
-9.0 |
-0.1% |
6,961.0 |
Range |
195.5 |
147.5 |
-48.0 |
-24.6% |
312.5 |
ATR |
127.8 |
129.3 |
1.4 |
1.1% |
0.0 |
Volume |
188,252 |
168,171 |
-20,081 |
-10.7% |
686,562 |
|
Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,218.3 |
7,151.7 |
6,871.1 |
|
R3 |
7,070.8 |
7,004.2 |
6,830.6 |
|
R2 |
6,923.3 |
6,923.3 |
6,817.0 |
|
R1 |
6,856.7 |
6,856.7 |
6,803.5 |
6,816.3 |
PP |
6,775.8 |
6,775.8 |
6,775.8 |
6,755.6 |
S1 |
6,709.2 |
6,709.2 |
6,776.5 |
6,668.8 |
S2 |
6,628.3 |
6,628.3 |
6,763.0 |
|
S3 |
6,480.8 |
6,561.7 |
6,749.4 |
|
S4 |
6,333.3 |
6,414.2 |
6,708.9 |
|
|
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 |
7,103.5 |
6,695.0 |
408.5 |
6.0% |
149.4 |
2.2% |
23% |
False |
True |
157,595 |
10 |
7,167.0 |
6,695.0 |
472.0 |
7.0% |
141.9 |
2.1% |
20% |
False |
True |
149,574 |
20 |
7,211.0 |
6,695.0 |
516.0 |
7.6% |
119.1 |
1.8% |
18% |
False |
True |
125,870 |
40 |
7,211.0 |
6,617.5 |
593.5 |
8.7% |
115.0 |
1.7% |
29% |
False |
False |
63,916 |
60 |
7,211.0 |
6,096.5 |
1,114.5 |
16.4% |
108.7 |
1.6% |
62% |
False |
False |
42,738 |
80 |
7,211.0 |
5,641.5 |
1,569.5 |
23.1% |
109.5 |
1.6% |
73% |
False |
False |
32,385 |
100 |
7,211.0 |
5,409.0 |
1,802.0 |
26.5% |
118.1 |
1.7% |
77% |
False |
False |
26,177 |
120 |
7,211.0 |
5,409.0 |
1,802.0 |
26.5% |
127.7 |
1.9% |
77% |
False |
False |
21,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,469.4 |
2.618 |
7,228.7 |
1.618 |
7,081.2 |
1.000 |
6,990.0 |
0.618 |
6,933.7 |
HIGH |
6,842.5 |
0.618 |
6,786.2 |
0.500 |
6,768.8 |
0.382 |
6,751.3 |
LOW |
6,695.0 |
0.618 |
6,603.8 |
1.000 |
6,547.5 |
1.618 |
6,456.3 |
2.618 |
6,308.8 |
4.250 |
6,068.1 |
|
|
Fisher Pivots for day following 05-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
6,782.9 |
6,895.0 |
PP |
6,775.8 |
6,860.0 |
S1 |
6,768.8 |
6,825.0 |
|