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 |
1,407.25 |
1,412.00 |
4.75 |
0.3% |
1,393.75 |
High |
1,417.75 |
1,414.25 |
-3.50 |
-0.2% |
1,419.75 |
Low |
1,399.00 |
1,399.50 |
0.50 |
0.0% |
1,386.25 |
Close |
1,412.50 |
1,408.75 |
-3.75 |
-0.3% |
1,403.25 |
Range |
18.75 |
14.75 |
-4.00 |
-21.3% |
33.50 |
ATR |
15.15 |
15.12 |
-0.03 |
-0.2% |
0.00 |
Volume |
1,718,252 |
1,673,086 |
-45,166 |
-2.6% |
7,903,072 |
|
Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,451.75 |
1,445.00 |
1,416.75 |
|
R3 |
1,437.00 |
1,430.25 |
1,412.75 |
|
R2 |
1,422.25 |
1,422.25 |
1,411.50 |
|
R1 |
1,415.50 |
1,415.50 |
1,410.00 |
1,411.50 |
PP |
1,407.50 |
1,407.50 |
1,407.50 |
1,405.50 |
S1 |
1,400.75 |
1,400.75 |
1,407.50 |
1,396.75 |
S2 |
1,392.75 |
1,392.75 |
1,406.00 |
|
S3 |
1,378.00 |
1,386.00 |
1,404.75 |
|
S4 |
1,363.25 |
1,371.25 |
1,400.75 |
|
|
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 |
1,417.75 |
1,386.25 |
31.50 |
2.2% |
16.50 |
1.2% |
71% |
False |
False |
1,717,323 |
10 |
1,419.75 |
1,380.75 |
39.00 |
2.8% |
16.25 |
1.2% |
72% |
False |
False |
1,606,931 |
20 |
1,419.75 |
1,335.75 |
84.00 |
6.0% |
14.75 |
1.0% |
87% |
False |
False |
1,611,133 |
40 |
1,419.75 |
1,327.00 |
92.75 |
6.6% |
14.25 |
1.0% |
88% |
False |
False |
812,016 |
60 |
1,419.75 |
1,262.50 |
157.25 |
11.2% |
14.50 |
1.0% |
93% |
False |
False |
542,519 |
80 |
1,419.75 |
1,190.00 |
229.75 |
16.3% |
15.75 |
1.1% |
95% |
False |
False |
407,116 |
100 |
1,419.75 |
1,140.25 |
279.50 |
19.8% |
16.00 |
1.1% |
96% |
False |
False |
325,723 |
120 |
1,419.75 |
1,140.25 |
279.50 |
19.8% |
17.25 |
1.2% |
96% |
False |
False |
271,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,477.00 |
2.618 |
1,452.75 |
1.618 |
1,438.00 |
1.000 |
1,429.00 |
0.618 |
1,423.25 |
HIGH |
1,414.25 |
0.618 |
1,408.50 |
0.500 |
1,407.00 |
0.382 |
1,405.25 |
LOW |
1,399.50 |
0.618 |
1,390.50 |
1.000 |
1,384.75 |
1.618 |
1,375.75 |
2.618 |
1,361.00 |
4.250 |
1,336.75 |
|
|
Fisher Pivots for day following 03-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,408.00 |
1,408.00 |
PP |
1,407.50 |
1,407.50 |
S1 |
1,407.00 |
1,406.75 |
|