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 |
5,742.0 |
5,843.0 |
101.0 |
1.8% |
5,851.0 |
High |
5,860.0 |
5,849.0 |
-11.0 |
-0.2% |
5,894.5 |
Low |
5,700.5 |
5,760.0 |
59.5 |
1.0% |
5,679.0 |
Close |
5,842.0 |
5,786.5 |
-55.5 |
-1.0% |
5,726.5 |
Range |
159.5 |
89.0 |
-70.5 |
-44.2% |
215.5 |
ATR |
72.5 |
73.7 |
1.2 |
1.6% |
0.0 |
Volume |
135,672 |
99,819 |
-35,853 |
-26.4% |
542,576 |
|
Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,065.5 |
6,015.0 |
5,835.5 |
|
R3 |
5,976.5 |
5,926.0 |
5,811.0 |
|
R2 |
5,887.5 |
5,887.5 |
5,803.0 |
|
R1 |
5,837.0 |
5,837.0 |
5,794.5 |
5,818.0 |
PP |
5,798.5 |
5,798.5 |
5,798.5 |
5,789.0 |
S1 |
5,748.0 |
5,748.0 |
5,778.5 |
5,729.0 |
S2 |
5,709.5 |
5,709.5 |
5,770.0 |
|
S3 |
5,620.5 |
5,659.0 |
5,762.0 |
|
S4 |
5,531.5 |
5,570.0 |
5,737.5 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,413.0 |
6,285.5 |
5,845.0 |
|
R3 |
6,197.5 |
6,070.0 |
5,786.0 |
|
R2 |
5,982.0 |
5,982.0 |
5,766.0 |
|
R1 |
5,854.5 |
5,854.5 |
5,746.5 |
5,810.5 |
PP |
5,766.5 |
5,766.5 |
5,766.5 |
5,745.0 |
S1 |
5,639.0 |
5,639.0 |
5,706.5 |
5,595.0 |
S2 |
5,551.0 |
5,551.0 |
5,687.0 |
|
S3 |
5,335.5 |
5,423.5 |
5,667.0 |
|
S4 |
5,120.0 |
5,208.0 |
5,608.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,860.0 |
5,679.0 |
181.0 |
3.1% |
97.5 |
1.7% |
59% |
False |
False |
119,459 |
10 |
5,894.5 |
5,679.0 |
215.5 |
3.7% |
83.0 |
1.4% |
50% |
False |
False |
108,422 |
20 |
5,948.5 |
5,679.0 |
269.5 |
4.7% |
73.0 |
1.3% |
40% |
False |
False |
97,310 |
40 |
5,948.5 |
5,671.0 |
277.5 |
4.8% |
59.0 |
1.0% |
42% |
False |
False |
48,895 |
60 |
5,948.5 |
5,523.5 |
425.0 |
7.3% |
51.0 |
0.9% |
62% |
False |
False |
32,605 |
80 |
5,948.5 |
5,277.5 |
671.0 |
11.6% |
40.5 |
0.7% |
76% |
False |
False |
24,475 |
100 |
5,948.5 |
5,070.5 |
878.0 |
15.2% |
34.0 |
0.6% |
82% |
False |
False |
19,584 |
120 |
5,948.5 |
5,070.5 |
878.0 |
15.2% |
30.5 |
0.5% |
82% |
False |
False |
16,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,227.0 |
2.618 |
6,082.0 |
1.618 |
5,993.0 |
1.000 |
5,938.0 |
0.618 |
5,904.0 |
HIGH |
5,849.0 |
0.618 |
5,815.0 |
0.500 |
5,804.5 |
0.382 |
5,794.0 |
LOW |
5,760.0 |
0.618 |
5,705.0 |
1.000 |
5,671.0 |
1.618 |
5,616.0 |
2.618 |
5,527.0 |
4.250 |
5,382.0 |
|
|
Fisher Pivots for day following 03-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
5,804.5 |
5,784.5 |
PP |
5,798.5 |
5,782.5 |
S1 |
5,792.5 |
5,780.0 |
|