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 |
5,843.0 |
5,788.5 |
-54.5 |
-0.9% |
5,851.0 |
High |
5,849.0 |
5,788.5 |
-60.5 |
-1.0% |
5,894.5 |
Low |
5,760.0 |
5,636.0 |
-124.0 |
-2.2% |
5,679.0 |
Close |
5,786.5 |
5,663.5 |
-123.0 |
-2.1% |
5,726.5 |
Range |
89.0 |
152.5 |
63.5 |
71.3% |
215.5 |
ATR |
73.7 |
79.3 |
5.6 |
7.6% |
0.0 |
Volume |
99,819 |
161,973 |
62,154 |
62.3% |
542,576 |
|
Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,153.5 |
6,061.0 |
5,747.5 |
|
R3 |
6,001.0 |
5,908.5 |
5,705.5 |
|
R2 |
5,848.5 |
5,848.5 |
5,691.5 |
|
R1 |
5,756.0 |
5,756.0 |
5,677.5 |
5,726.0 |
PP |
5,696.0 |
5,696.0 |
5,696.0 |
5,681.0 |
S1 |
5,603.5 |
5,603.5 |
5,649.5 |
5,573.5 |
S2 |
5,543.5 |
5,543.5 |
5,635.5 |
|
S3 |
5,391.0 |
5,451.0 |
5,621.5 |
|
S4 |
5,238.5 |
5,298.5 |
5,579.5 |
|
|
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 |
5,636.0 |
224.0 |
4.0% |
106.5 |
1.9% |
12% |
False |
True |
129,707 |
10 |
5,894.5 |
5,636.0 |
258.5 |
4.6% |
94.0 |
1.7% |
11% |
False |
True |
115,085 |
20 |
5,948.5 |
5,636.0 |
312.5 |
5.5% |
77.5 |
1.4% |
9% |
False |
True |
105,029 |
40 |
5,948.5 |
5,636.0 |
312.5 |
5.5% |
62.0 |
1.1% |
9% |
False |
True |
52,944 |
60 |
5,948.5 |
5,523.5 |
425.0 |
7.5% |
53.5 |
0.9% |
33% |
False |
False |
35,303 |
80 |
5,948.5 |
5,277.5 |
671.0 |
11.8% |
42.5 |
0.7% |
58% |
False |
False |
26,493 |
100 |
5,948.5 |
5,070.5 |
878.0 |
15.5% |
35.5 |
0.6% |
68% |
False |
False |
21,204 |
120 |
5,948.5 |
5,070.5 |
878.0 |
15.5% |
32.0 |
0.6% |
68% |
False |
False |
17,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,436.5 |
2.618 |
6,187.5 |
1.618 |
6,035.0 |
1.000 |
5,941.0 |
0.618 |
5,882.5 |
HIGH |
5,788.5 |
0.618 |
5,730.0 |
0.500 |
5,712.0 |
0.382 |
5,694.5 |
LOW |
5,636.0 |
0.618 |
5,542.0 |
1.000 |
5,483.5 |
1.618 |
5,389.5 |
2.618 |
5,237.0 |
4.250 |
4,988.0 |
|
|
Fisher Pivots for day following 04-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
5,712.0 |
5,748.0 |
PP |
5,696.0 |
5,720.0 |
S1 |
5,680.0 |
5,691.5 |
|