Trading Metrics calculated at close of trading on 02-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,398.00 |
1,407.25 |
9.25 |
0.7% |
1,393.75 |
High |
1,406.25 |
1,417.75 |
11.50 |
0.8% |
1,419.75 |
Low |
1,395.75 |
1,399.00 |
3.25 |
0.2% |
1,386.25 |
Close |
1,403.25 |
1,412.50 |
9.25 |
0.7% |
1,403.25 |
Range |
10.50 |
18.75 |
8.25 |
78.6% |
33.50 |
ATR |
14.87 |
15.15 |
0.28 |
1.9% |
0.00 |
Volume |
1,616,860 |
1,718,252 |
101,392 |
6.3% |
7,903,072 |
|
Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,466.00 |
1,458.00 |
1,422.75 |
|
R3 |
1,447.25 |
1,439.25 |
1,417.75 |
|
R2 |
1,428.50 |
1,428.50 |
1,416.00 |
|
R1 |
1,420.50 |
1,420.50 |
1,414.25 |
1,424.50 |
PP |
1,409.75 |
1,409.75 |
1,409.75 |
1,411.75 |
S1 |
1,401.75 |
1,401.75 |
1,410.75 |
1,405.75 |
S2 |
1,391.00 |
1,391.00 |
1,409.00 |
|
S3 |
1,372.25 |
1,383.00 |
1,407.25 |
|
S4 |
1,353.50 |
1,364.25 |
1,402.25 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,503.50 |
1,487.00 |
1,421.75 |
|
R3 |
1,470.00 |
1,453.50 |
1,412.50 |
|
R2 |
1,436.50 |
1,436.50 |
1,409.50 |
|
R1 |
1,420.00 |
1,420.00 |
1,406.25 |
1,428.25 |
PP |
1,403.00 |
1,403.00 |
1,403.00 |
1,407.25 |
S1 |
1,386.50 |
1,386.50 |
1,400.25 |
1,394.75 |
S2 |
1,369.50 |
1,369.50 |
1,397.00 |
|
S3 |
1,336.00 |
1,353.00 |
1,394.00 |
|
S4 |
1,302.50 |
1,319.50 |
1,384.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,419.75 |
1,386.25 |
33.50 |
2.4% |
16.25 |
1.1% |
78% |
False |
False |
1,633,052 |
10 |
1,419.75 |
1,380.75 |
39.00 |
2.8% |
16.25 |
1.1% |
81% |
False |
False |
1,597,991 |
20 |
1,419.75 |
1,332.75 |
87.00 |
6.2% |
15.25 |
1.1% |
92% |
False |
False |
1,533,378 |
40 |
1,419.75 |
1,324.50 |
95.25 |
6.7% |
14.00 |
1.0% |
92% |
False |
False |
770,292 |
60 |
1,419.75 |
1,262.25 |
157.50 |
11.2% |
14.50 |
1.0% |
95% |
False |
False |
514,655 |
80 |
1,419.75 |
1,190.00 |
229.75 |
16.3% |
15.75 |
1.1% |
97% |
False |
False |
386,202 |
100 |
1,419.75 |
1,140.25 |
279.50 |
19.8% |
16.00 |
1.1% |
97% |
False |
False |
309,003 |
120 |
1,419.75 |
1,140.25 |
279.50 |
19.8% |
17.25 |
1.2% |
97% |
False |
False |
257,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,497.50 |
2.618 |
1,466.75 |
1.618 |
1,448.00 |
1.000 |
1,436.50 |
0.618 |
1,429.25 |
HIGH |
1,417.75 |
0.618 |
1,410.50 |
0.500 |
1,408.50 |
0.382 |
1,406.25 |
LOW |
1,399.00 |
0.618 |
1,387.50 |
1.000 |
1,380.25 |
1.618 |
1,368.75 |
2.618 |
1,350.00 |
4.250 |
1,319.25 |
|
|
Fisher Pivots for day following 02-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,411.00 |
1,409.00 |
PP |
1,409.75 |
1,405.50 |
S1 |
1,408.50 |
1,402.00 |
|